Hello, this is my first time using Statalist, so I apologise in advance for any mistakes.
I was wondering if I should use clustered standard errors when running a logistic regression on panel data (with fixed effects). I don't see any examples of people doing this elsewhere on Statalist. However, if it were linear regression, I would have to cluster my standard errors with this panel data.
I am using the British Election Study panel data. Each individual responds to one or more waves of the survey, which are the time variable. I am asking whether various attitudes affect the likelihood that individuals will vote for the Labour Party. My code (with clustered standard errors) is as follows:
clogit notVoteLab immigLibLab econWorse i.education i.partner i.religion i.wave, group(id) vce(cluster id)
Meanwhile, without clustered SEs, I would use this code:
xtlogit notVoteLab immigLibLab econWorse i.education i.partner i.religion i.wave, fe
Additionally, I'm wondering if it makes sense to introduce wave (i.e. time variable) fixed effects?
Thank you for any help and let me know if I need to provide more or different information.
Related Posts with Clustering standard errors with logistic regression for panel data
postestimation, predict, and pweightsHi, I use the following regression: Code: reg y x i.time [pweight=weight], r predict yhat, xb by…
collapse string?Dear All, II find this question here (https://bbs.pinggu.org/forum.php?mod...=1#pid58387315). The da…
Analysing Life Satisfaction after Averaging and Collapsing in two CategoriesDear all, for a project I want to examine the relationship between objective city-indicators and li…
Lag for Survival Analysis (Discrete hazard proportional odd)Dear Statalists, To control for endogeneity, can I use the Lag for the Discrete hazard proportional…
P-Value Interpretation for Dummy Variables (output included)Hello, I am having some difficulty interpreting the p-value of my results - especially the dummy va…
Subscribe to:
Post Comments (Atom)
0 Response to Clustering standard errors with logistic regression for panel data
Post a Comment