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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 10:29:32 -0500

Thanks, Arne. this is great. In my case, I have about 50 time periods for each cross-sectional unit, so I think I'm ok. Thanks a lot. Daniel

At 02:34 PM 11/7/2007 +0000, you wrote:

There was an extremely useful discussion on the list recently about
this issue in the context of fixed effects binary logit models. In
short, adding the fixed effects 'by hand' results in biased estimates
unless the number of time periods is large. See the thread starting
with:

http://www.stata.com/statalist/archive/2007-10/msg00935.html

Arne

> 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.
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