Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • How to choose between fixed-effects and pooled logistic regression (xtlogit ..., fe or logit)?

    I would greatly appreciate if you could let me know how to choose between fixed-effects and pooled logistic regression. Exactly saying, how to decide to use
    Code:
    xtlogit ..., fe
    or
    Code:
    logit
    . I know likelihood ratio test is used to chose between
    Code:
    xtlogit ..., re
    and
    Code:
    logit
    . Also, Hausman test is used to choose between fixed-effects and random-effects.

    Thanks in advance.

  • #2
    I think it depends on the structure of your data. If you have a panel data, then using xtlogit will be appropriate.

    Comment


    • #3
      Thanks a lot. My data set is in panel format but I need to test it.

      Comment


      • #4
        Is it possible to do lrtest. I mean estimate logit, store it. Then, estimate xtlogit ... , fe, store it. Finally, do likelihood ratio test.

        Comment


        • #5
          According to the
          HTML Code:
          https://www.stata.com/statalist/archive/2004-11/msg00366.html
          , hausman test should be done in order to choose between fixed effects and pooled logit. It refers to Greene, Econometric Analysis, 3rd edition, p. 900. However, I have access to it's 7 edition.

          Comment

          Working...
          X