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Re: st: xtlogit with a fractional response

From   Maarten buis <>
Subject   Re: st: xtlogit with a fractional response
Date   Wed, 27 Feb 2008 07:17:47 +0000 (GMT)

--- Garry Anderson <> wrote:
> I was wondering if there is a way that xtlogit can be used with
> fractional response panel data? 
> (Other options include glm and the cluster robust variance, or
> xtgee.)

-xtgee- relates to -glm- as -xtlogit- relates to -logit-. So 
-xtgee- seems to me the natural way to extend this to approach 
to panel data, especially since the fractional logit was 
originaly proposed as within the framework of quasi-likelihood. 

Hope this helps,

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

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