Re: [Gretl-users] Logit command using panel data
Jack,
thank you very much for your answer, as well as for providing the function package.
Jan
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Von: Plus.line MailSystem [mailto:cyrus@mailer.plusline.de] Im Auftrag von Riccardo (Jack)
Lucchetti
Gesendet: Sonntag, 25. Januar 2015 18:53
An: Gretl list
Betreff: Re: [Gretl-users] Logit command using panel data
On Sun, 25 Jan 2015, Jan Tille wrote:
Dear users,
I have a short question regarding the estimation of a logit model,
when data is in panel format. Does Gretl automatically conduct a fixed
effects estimation? I ask because for probit models, there is a random
effects option.
Thanks in advance,
No, if you just run "logit" on a panel dataset you get the pooled estimator.
Howevere, there is a "felogit" function package which gives you the FE
estimator.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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