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Re: st: model for fractional data with panel data


From   Daniel Simon <dhs29@cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: model for fractional data with panel data
Date   Wed, 07 Nov 2007 09:15:56 -0500

Ilaria - I am working on the same problem as you: a dependent variable that is a proportion, in a panel data model with fixed effects. I simply ran the glm model with family(binomial) and link(logit) options, and inserted the fixed effects manually using xi. This seems to work ok, although maybe someone can tell me if there is a problem with estimating the model this way.
Daniel

At 05:22 PM 11/6/2007 +0000, you wrote:

Hi to all,
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,.

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?

anyone have something to suggest me?
Thanks to all

Ilaria




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