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Re: st: model for fractional data with panel data


From   "alessia matano" <alexis.rtd@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: model for fractional data with panel data
Date   Tue, 6 Nov 2007 19:52:07 +0100

Thank you,
I thought also at that command. However first my share are th
proportion of white collar on total employment in any firm. therefore
i do not know if a population averaged model is adapt in these case.
Secondly with xtgee you can not perform fixed effects estimates and
thus you can not take into account the likely correlation between
fixed effects and explanatory varibales.

No answers for the second question?
Thank you to pay attention
ilaria

2007/11/6, Maarten buis <maartenbuis@yahoo.co.uk>:
> --- 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/
> -----------------------------------------
>
>
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