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  • is its possible to use the seglogit command and include fixed effect?

    How can I include fixed effects at the household level in a sequentil logit?

  • #2
    I think you mean sequential logit and the seqlogit command from SSC.

    Code:
    ssc desc seqlogit
    Do you have individual-level panel data? If so, there should be no issue with adding household dummies in the regression. Simply use:

    Code:
    i.household
    If you have household panel data (where each observation represents a household observed at a point in time) and only a few time periods, then you cannot use household dummies due to the incidental parameters problem. However, since a sequential logit model can be implemented using a series of logit commands, it should also be possible to use a series of conditional logit commands to estimate a sequential conditional logit model. See:

    Code:
    help clogit

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