Re: st: RE: xtlogit - alternative set and identifier variable - question

[Klaus Pforr <kpforr@googlemail.com>]

<>

ad multinomial logit: there is to my knowledge still no implementation 
of a multinomial logit with fixed effects. I'm working on it 
(http://www.stata.com/meeting/germany11/desug11_pforr.pdf), and will 
make it publically available probably in autumn this year.

best

Klaus


Am 30.08.2012 01:05, schrieb Clive Nicholas:
> Gigi Perry wrote:
>
> > Hi everyone,
> > I'm a Quantitative Marketing PhD student from UC Berkeley. This is my first email to statalist - I'm very excited to join!
> Welcome. If only one could bottle your unbridled enthusiasm for
> something like this by the truckload, perhaps one could make a fortune
> selling it as a new brand of absinthe for statisticians. Or perhaps
> not. Anyway, to your questions:
>
> > I would like to run xtlogit on a panel data, the fixed effects are for UserID, which repeat for a few WeekYear.
> > I tried to learn from the example -
> > . webuse union
> > . xtlogit union age grade i.not_smsa south##c.year, fe
> > 1. Can you please explain me how Stata knows which variable is the identifier variable for the user from this data (in this case it is idcode)?
> By using the -xtset- command, -xtlogit- will automatically pick up
> your data's panel unit identifier, thus:
>
> . xtset [ivar] [tvar]
>
> so, in your case
>
> . xtset idcode year
>
> Having -xtset- your data means you can run -xtlogit- without the -i()-
> option, as you indeed show in your example.
>
> > 2. For a multinomial xtlogit, how does Stata know what the alternative set is?
> I'm behind the times on version 9, so others may wish to step in, but
> have you consulted the help file for -xtlogit- (or, indeed,
> -asclogit-) on how to set up the data and specifiying the
> alternative-specific constants for your model? Consulting Long and
> Freese's latest tome for Stata Press (the reference I give below is
> the edition I have to hand; chapter 7 is the one to consult) should
> give you plenty of useful tips and tricks.


--
__________________________________
Klaus Pforr
GESIS -- Leibniz Institut für Sozialwissenschaft
B2,1
Postfach 122155
D - 68072 Mannheim
Tel: +49 621 1246 298
Fax: +49 621 1246 100
E-Mail: klaus.pforr@gesis.org
__________________________________

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