Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: estimating a proportion in panel data


From   Lloyd Dumont <lloyddumont@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: estimating a proportion in panel data
Date   Tue, 12 Oct 2010 09:01:49 -0700 (PDT)

Hello, everyone.

My question puts two twists on a question I can see has been answered before.

Mainly, I am estimating a proportion [0,1].  That is, it is a continuous variable between zero and one, inclusive.

If this were the only issue, I would just consider the pros and cons of using OLS.

But, as promised, two twists...
#1
The data are panel data.  Think of it as a proportion observed for each unit each month, over many months.

#2
My focal independent variable is a two-way multiplicative interaction term.  I know there are a number of issues associated with estimating these interactions in logits and probits.

Any thoughts on the best way to get a reliable estimate of that two-way interaction, in particular, in this case?

Thank you for your help.  Lloyd Dumont


      
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index