'Logit regression : glmer vs bife
I am working on a panel dataset and trying to run a logit regression with fixed effects.
I found that glmer models from the lme4 package and the bife package are suited for this kind of work.
However when I run a regression with each model I do not have the same results (estimates, standard errors, etc.)
Here is the code and results for the glmer model with an intercept:
glmer_1 <- glmer(CVC_dummy~at_log + (1|year), data=own, family=binomial(link="logit"))
summary(glmer_1)
Estimate Std. Error zvalue Pr(>|z|)
(Intercept) -6.43327 0.09635 -66.77 <2e-16 ***
at_log 0.46335 0.01101 42.09 <2e-16 ***
Without an intercept:
glmer_2 <- glmer(CVC_dummy~at_log + (1|year)-1, data=own, family=binomial(link="logit"))
summary(glmer_2)
Estimate Std.Error z value Pr(>|z|)
at_log 0.46554 0.01099 42.36 <2e-16 ***
And with the bife package:
bife_1 <- bife(CVC_dummy~at_log | year, data=own, model="logit")
summary(bife_1)
Estimate Std. error t-value Pr(> t)
at_log 0.4679 0.0110 42.54 <2e-16 ***
Why are estimated coefficients of at_log different between the two packages?
Which package should I use ?
Solution 1:[1]
There is quite a confusion about the terms fixed effects and random effects. From your first sentence, I guess that you intend to calculate a fixed-effects model.
However, while bife calculates fixed-effects models, glmer calculates random-effects models/mixed-effects models.
Both often get confused because random-effects models differ between fixed effects (your usual coefficients, the independent variables you are interested in) and random effects (the variances/std. dev. of your random intercepts and/or random slopes).
On the other hand, fixed-effects models are called that way because they cancel out individual differences by including a dummy variable (-1) for each group, hence by including a fixed effect for each group.
However, not all fixed-effects models work by including indicator-variables: Bife works with pseudo demeaning - yet, the results are the same and it is still called a fixed-effects model.
Sources
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Source: Stack Overflow
| Solution | Source |
|---|---|
| Solution 1 | Poza |
