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RE: st: xtlogit with a fractional response


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: xtlogit with a fractional response
Date   Wed, 27 Feb 2008 12:04:03 +0000 (GMT)

> --- Maarten buis wrote:
> -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. 

--- Nick Cox <n.j.cox@durham.ac.uk> wrote:
> What Maarten says in his last sentence presumably applies to a
> particular kind of model. 

Yes, I understood the fractional logit to mean the model proposed by
Papke and Wooldridge (1993). Such terminology does not tend to be
universal across disciplines, so I should have added the reference
(especially when I am making a claim about the history of statistics
and Nick is on watch). 

Thanks,
Maarten 

Leslie E. Papke and Jeffrey M. Wooldridge, "Econometric Methods for
Fractional Response Variables with an Application to 401(k) Plan
Participation Rates", Journal of Applied Econometrics, Vol. 11, No. 6,
1996, pp. 619-632. 


-----------------------------------------
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

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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