In the xtlogit regression below 17667 groups of data have been dropped.
(All variables in this regression are dummy variables.)
1. Why have this data been dropped?
2. What features did these data have?
3. Is it possible that the selection bias has occurred despite the dropped of most of the data?
Code:
. xtlogit underline L.q L.underline,fe
note: multiple positive outcomes within groups encountered.
note: 17,667 groups (35,334 obs) dropped because of all positive or
all negative outcomes.
Iteration 0: log likelihood = -1074.9136
Iteration 1: log likelihood = -939.89854
Iteration 2: log likelihood = -937.31563
Iteration 3: log likelihood = -937.09315
Iteration 4: log likelihood = -937.09076
Iteration 5: log likelihood = -937.09028
Iteration 6: log likelihood = -937.09019
Iteration 7: log likelihood = -937.09019
Conditional fixed-effects logistic regression Number of obs = 5,014
Group variable: Address Number of groups = 2,507
Obs per group:
min = 2
avg = 2.0
max = 2
LR chi2(2) = 1601.26
Log likelihood = -937.09019 Prob > chi2 = 0.0000
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underline | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
q |
L1. | .0356927 .1197559 0.30 0.766 -.1990246 .27041
|
underline |
L1. | -20.42288 798.6675 -0.03 0.980 -1585.782 1544.937
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0 Response to dropped data in xtlogit,fe
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