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st: Re: Limited dependent variable


From   "Christer Thrane" <ch-thran@online.no>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Limited dependent variable
Date   Mon, 14 Aug 2006 18:42:45 +0200

Hi,

I think this should be modelled as a multinomial logit, it's either a win, a tie, or a loss--I see no ordering here--hence -mlogit-. To take account of several observations per unit (the panel structure), use the -cluster- option.

If you are willling to dicotomize the dep var (say win versus loose or tie), you could use -xtlogit-.

There exists, as far as I know, no xt-variant for mlogit in Stata.

HTH,
Christer

************************************************
Professor Christer Thrane
Department of Social Science
Lillehammer University College
2626 Lillehammer, Norway
+ 47 61 28 81 70 (fax)
+ 47 61 28 82 47 (phone, work)
+ 47 61 25 53 04 (phone, home)
E-mail, work: christer.thrane@hil.no
E-mail, home: ch-thran@online.no
************************************************



----- Original Message ----- From: <blcnei002@mail.uct.ac.za>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, August 13, 2006 9:51 PM
Subject: st: Limited dependent variable



Dear stata community,

I am working with panel data and have a dependent variable that can take on 3
possible values of 0, 0.5 or 1. The dependent variable represents a wins
percentage with 1 representing a win, 0.5 representing a tie and 0 reflecting a
loss. I wish to regress this wins percentage variable on several explanatory
variables.

From reading through the FAQs and stata help facilities my understanding is that
this falls within the domain of a generalized linear model. Is it correct to use
-xtgee- and if so what option should I choose for the family and link choices?
Or should I be adopting a different approach?

Many thanks in advance.

Neil



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