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From | Marc Peters <marcpeters32c@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: xtlogit with fe for rare events |
Date | Fri, 29 Jun 2012 17:51:13 +0200 |
Thank you, Austin! I guess there isn't much I can do. Best, Marc On Fri, Jun 29, 2012 at 5:19 PM, Austin Nichols <austinnichols@gmail.com> wrote: > Marc Peters <marcpeters32c@gmail.com>: > That is appropriate--if you think there is unobserved heterogeneity > that calls for -xtlogit, fe- or -clogit- then you need to drop the > cases with no variation in outcomes. You have a small sample (of cases > with variation in outcomes)--better to accept that fact. You can > cluster SE in a pooled -logit- as well, but you will get biased point > estimates from -logit- in the case that the assumptions for -xtlogit, > fe- are met. > > On Fri, Jun 29, 2012 at 9:07 AM, Marc Peters <marcpeters32c@gmail.com> wrote: >> Dear all, >> >> I am running logistic regressions with CSTS data using Statas xtlogit >> with fixed effects. My dependent variable is quite rare and 2/3 of all >> the groups do not have any positive outcomes during the 20 years I >> have in my dataset. As a consequence all these groups are excluded and >> I end up with a relatively small sample. I wonder if you have any >> suggestions on how to improve the model? Are there any way to >> circumvent this problem, but still cluster the standard errors? > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/