For the two-period case, there are several equivalent ways to estimate the fixed-effects model, all producing identical estimates.
Here are the three most common methods:
1. Least squares dummy variables (LSDV).
2. Mean deviation.
3. First difference.
Here are the three most common methods:
1. Least squares dummy variables (LSDV).
2. Mean deviation.
3. First difference.
I have read the manuals (xtlogit: https://www.stata.com/manuals/xtxtlogit.pdf) and (clogit: https://www.stata.com/manuals/rclogit.pdf) but find myself lost in some of the more technical terms...
Any help would be appreciated!
John
0 Response to Which method does xtlogit/clogit use to estimate a fixed effects model (i.e. mean difference/first difference/LSDV)?
Post a Comment