Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: model for fractional data with panel data


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: model for fractional data with panel data
Date   Tue, 6 Nov 2007 18:13:35 +0000 (GMT)

--- Ilaria Tucci <ilale78@yahoo.it> 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

-----------------------------------------
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

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      ___________________________________________________________ 
Want ideas for reducing your carbon footprint? Visit Yahoo! For Good  http://uk.promotions.yahoo.com/forgood/environment.html
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index