about year fixed effect in logistic regression model

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stevenc
Posts: 4
Joined: Mon Sep 02, 2013 9:24 am

about year fixed effect in logistic regression model

Postby stevenc » Mon Sep 02, 2013 9:32 am

HI,
my regression is logistic regression model (ie.y=1/0). Since there is no built in fixed effect estimators, so what command i should type.
i did try "Turnover c iroe size debt tenure age split_2 @expand(@obsid,@dropfirst)" like this, however, it doesnt work.
and there is an error message "752 is not valid index for vector -series-coefficient C".

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: about year fixed effect in logistic regression model

Postby startz » Mon Sep 02, 2013 11:18 am

If you have a dated workfile, try

Code: Select all

@expand(@year,@dropfirst)

stevenc
Posts: 4
Joined: Mon Sep 02, 2013 9:24 am

Re: about year fixed effect in logistic regression model

Postby stevenc » Mon Sep 02, 2013 5:35 pm

OKay!
However, whether i include " @expand(@year,@dropfirst)" or not.
all my coefficients are the same. it that correct?

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: about year fixed effect in logistic regression model

Postby startz » Mon Sep 02, 2013 6:33 pm

Probably not. You might have to post your output both ways.

stevenc
Posts: 4
Joined: Mon Sep 02, 2013 9:24 am

Re: about year fixed effect in logistic regression model

Postby stevenc » Tue Sep 03, 2013 4:29 am

the execel is my data and both result. i get both result same. :cry:
my commnad "turnover c iroe board duality external ceo_share ceo_share*split_2 split_2 age tenure size debt @expand(@year, @dropfirst)"
Attachments
ceo share ,debt 1-99,rubust,iroe.xls
(1.48 MiB) Downloaded 336 times

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: about year fixed effect in logistic regression model

Postby startz » Tue Sep 03, 2013 6:28 am

You're more likely to get help if you post your EViews workfile.


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