From the course: Advanced and Specialized Statistics with Stata

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Nonlinear panel data estimators

Nonlinear panel data estimators - Stata Tutorial

From the course: Advanced and Specialized Statistics with Stata

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Nonlinear panel data estimators

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- Finally, let's examine nonlinear panel estimators. Just like for the cross-sectional data case, nonlinear panel estimators are used when the dependent variable is either binary, or categorical. The general approach for these models is similar to that of their linear models. However, the mathematics behind these models can be very tricky. So I'll try to give you the most layman interpretation as possible. To keep things manageable, we're going to concentrate on logit models only. Just like for linear ordinary least squares models, three types of panel data logit models are used most often, pooled, random effects, and fixed effects. In principle, they are similar to their linear counterparts, but here, are some quick tips for each. Pooled logit models are similar to their cross-sectional counterparts. They allow for the computation of marginal effects, and assume the regressors are not correlated with the individual effect…

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