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Re: st: model for fractional data with panel data

From   Maarten buis <>
Subject   Re: st: model for fractional data with panel data
Date   Tue, 6 Nov 2007 18:13:35 +0000 (GMT)

--- Ilaria Tucci <> wrote:
> I have a panel dataset and I am estimating a model where the
> dependent variable is a share which varies between 0 and 1. I used
> the glm command. However, it does not apply to panel dataset and
> therefore it is not able to take into account fixed effects. I would
> like to ask you if you a know a way to  take into account the fixe d
> effects,.

The use of -glm- for fractional dependent variable rests on
quasi-likelihood type of reasoning. The logical extension to a panel
environment is -xtgee-. This will give you a population average model. 

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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