Panel xtlogit

[Attila Nagy]

Hi,
Before panel xtlogit, can the independent variable list be narrowed down by prev lasso logit and lassocoef with year included? (year then is not in xtlogit just in xtset)
Thanks

[Attila Nagy]

I have 5-year followup clinical data. Occurence (0-1) of a complication would be investigated based on lab parameters and comorbidities. Also are partially missing data included in xt? (like data from 2016,2017,2019,2020, but no 2018)

[Jared Greathouse]

Yes, you can use LASSO for variable selection.

[Attila Nagy]

Thanks, and should I or should not include year variable after xtlogit (like i.year or year), if xtset already contains it, like

 xtset medicalrecordID year,yearly

?

[Jared Greathouse]

Do you think that there are unobserved time-variant, unit-stable confounders which you didn't measure in your original model? Attila Nagy

[Attila Nagy]

Nope, then no need, right? Thanks