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RE: st: RE: model for fractional data with panel data


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: model for fractional data with panel data
Date   Tue, 6 Nov 2007 19:26:05 -0000

Thanks for reminding me of -betafit-. Note that this does not entail 
a transformation or link function. It is certainly capable of coping 
with unimodal skewed distributions on (0,1). 

Feiveson, Alan H.

Another possibility is beta regression (see -betafit- on SSC). Although
this is not a program written for panel data, it does allow the
-cluster- option to get robust standard errors when fitting with panel
data.

Alessia matano

zero is not present in my estimation. My variable varies between 0 and
1 with extremes excluded, since my share is the relative employment of
white collar workers in any firm and there are no firms with only non
white collar workers. However the fact that the logarithmic variable is
bounded at 0 worries me. It's like I am estimating an impact on a
variable which is "truncated", but not in a classical way. It is in this
respect that I would like to get suggestions.

2007/11/6, Nick Cox <n.j.cox@durham.ac.uk>:
> The fact that a logarithm may be negative should not worry you one
bit.
> The fact that log 0 is indeterminate should worry you a lot if you 
> have exact zeros in your data. What to do when you have 0 and wish to 
> take logarithms is one of the most frequently discussed problems on 
> this list.

Ilaria Tucci

> Another question: Is that right that is not possible to transform the 
> dependent variable in logarithmic form and then apply the related 
> panel data models, since the logarithm of a variable between 0 and 1, 
> varies between -infinite and 0, and thus it does no make sense to 
> perform analysis on such a variable?

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