Re: st: xtlogit - lagged dependent variable as independent variable

[Andreas Schiffelholz <Andreas.Schiffelholz@gmx.de>]

Sorry, the Stata command mentioned below got messed up:

- xtlogit strategy strategy_lag1 company_age company_size industry year, 
re -

Andreas


Am 22.04.2013 20:15, schrieb Andreas Schiffelholz:
> Hello,
>
> I'm currently working with a company dataset in the form of an 
> unbalanced panel (overall sample size: 1.300 company years, T: 10, X: 
> ~170 different companies). One of two strategic types was assigned to 
> each of the company years. To get a better understanding, why 
> companies are pursuing a specific strategic type, I am using a random 
> effects model -xtlogit, re-:
>
> - xtlogitstrategystrategy_lag1company_agecompany_sizeindustryyear, re -
> with "industry" and "year" being a set of dummy variables.
>
> Part of this model is the independent variable "strategy_lag1" which 
> is the strategic type (dependent variable) of the previous year. This 
> variable is added to get a better understanding of the stability of 
> the strategic type in terms of time. As far as I know there is an 
> adjustment of the model needed when adding lagged dependent variables 
> to the model. I did find the -xtabond- command for linear models, 
> which is using the adjustment procedure suggested by Arellano, Bond 
> (1991). For the xtlogit model I did not find a comparable command.
>
> Given the characteristics of my data set, is there an adjustment of 
> the standard -xtlogit, re- model needed? Does the answer to this 
> question change if I add additional variables with longer lags to the 
> regression (strategy_lag2, strategy_lag3, …)? If so, is this 
> adjustment implemented into Stata or does anybody know a user 
> programmed command dealing with this issue?
>
> Thanks very much,
> Andreas Schiffelholz
>
> P.S.: This is my first time posting something on Statalist. If the 
> description of my problem is not precise enough or if I broke a 
> specific rule of the list, please let me know.
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/