logit with fixed effect (Panal data) in stata is it possible??

suha

New Member
#1
Do Stata run fixed effect with Logit or probit,

I am using Eviews and doesn't have this option Before i move to stata i want to know if this is possible????



Please let me know ASAP
 
#2
Hey there,

I might be wrong but probit with individual fixed effects cannot be estimated, so you won't find it in Stata.

Regarding logit with fixed effects, it is possible to estimate these models using the method proposed by Chamberlain. You must use the clogit command, or rearrange the data by your own to estimate the model.

Best

Etienne