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about year fixed effect in logistic regression model

Posted: Mon Sep 02, 2013 9:32 am
by stevenc
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".

Re: about year fixed effect in logistic regression model

Posted: Mon Sep 02, 2013 11:18 am
by startz
If you have a dated workfile, try

Code: Select all

@expand(@year,@dropfirst)

Re: about year fixed effect in logistic regression model

Posted: Mon Sep 02, 2013 5:35 pm
by stevenc
OKay!
However, whether i include " @expand(@year,@dropfirst)" or not.
all my coefficients are the same. it that correct?

Re: about year fixed effect in logistic regression model

Posted: Mon Sep 02, 2013 6:33 pm
by startz
Probably not. You might have to post your output both ways.

Re: about year fixed effect in logistic regression model

Posted: Tue Sep 03, 2013 4:29 am
by stevenc
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)"

Re: about year fixed effect in logistic regression model

Posted: Tue Sep 03, 2013 6:28 am
by startz
You're more likely to get help if you post your EViews workfile.