Tuesday, March 07, 2006

Re: st: helped with fixed effects logit

Michael,

In order to estimate a -clogit- model you can think about the crisis behaviour (dependent variable) as being a function of "attributes" of the possible outcomes. I assume your dependent variable (DV) takes 2 (or more) values in discrete form, say crisis versus no crisis. Assuming your DV takes two values, then for each country (this will be the variable identifying -groups- in the -clogit- syntax, after the -reshape- suggested by Austin) you will have two possible values (crisis vs. no crisis) with one of them being the observed outcome. -clogit- then tries to explain the observed outcome in terms of "attributes" of the possible outcomes and "observed characteristics" of the countries. Unless you have a time dimension capturing transitions into and out of "democratic governments" , the democratic status of a country will be taken as a "characteristic" of the country rather than attributes of the outcomes.

I hope this helps, Rafa

----- Original Message ----- From: "Michael Horowitz" <horowitz@fas.harvard.edu> To: <statalist@hsphsun2.harvard.edu> Sent: Tuesday, March 07, 2006 8:38 PM Subject: Re: st: helped with fixed effects logit

> They are not rare. I am familiar with the relogit stuff. > > On Tue, 7 Mar 2006, Clive Nicholas wrote: > >> Michael Horowitz: >> >> > I have a paper where I am examining the impact of democracy on crisis >> > behavior. I need to estimate a fixed effects or conditional logit >> > model >> > but I am not sure how. >> > >> > The data is set up dyadically, meaning each observation has data on the >> > crisis and data for state A in the crisis and state B in the crisis >> > >> > Here is the functional form of the logistic regression I have run >> > >> > logit DV democstateA democstateB control1 control2 control3 control4 >> > >> > I need to estimate a fixed effects model to control for the impact of >> > specific countries. I know that I need to use conditional logit to >> > control for unmeasured heterogeneity. >> > >> > But I am not sure how to do it. Specifically, in the clogit setup, it >> > should look like: >> > >> > clogit DV democstateA democstateB control1 control2 control3 control4, >> > group(????). >> > >> > What I am unclear about is what goes in the parentheses. If anyone >> > could >> > assist, I would very much appreciate it. I apologize for asking such a >> > basic question. >> >> Stepping aside from -clogit-, are your events rare or not? If they are, >> then you may want to consider Gary King and Langche Zeng's -relogit- >> which >> you can download by going to >> >> net from http://gking.harvard.edu/files/relogit.zip >> >> Hope that helps. >> >> CLIVE NICHOLAS |t: 0(044)7903 397793 >> Politics |e: clive.nicholas@ncl.ac.uk >> Newcastle University |http://www.ncl.ac.uk/geps >> >> Whereever you go and whatever you do, just remember this. No matter how >> many like you, admire you, love you or adore you, the number of people >> turning up to your funeral will be largely determined by local weather >> conditions. >> >> * >> * For searches and help try: >> * http://www.stata.com/support/faqs/res/findit.html >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > > ******************************************************************************* > > Michael Horowitz > 83 Beacon St., Apt. 3 > Somerville, MA 02143 > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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