Re: st: model for fractional data with panel data

[Daniel Simon <dhs29@cornell.edu>]

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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