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Re: st: seqlogit with repeated observations


From   rs.net@me.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: seqlogit with repeated observations
Date   Fri, 22 Jun 2012 11:47:44 +0100

Hi Marteen/ Brendan,

Thanks again for your responses.

My intuition tells me that the second stage of actual dividend payments would need to be modelled separately. In doing so, I can possibly run two sequential logits: (1) model from no authority, to obtaining authority and then implementing the authority, and (2) model from no authority, to obtaining one, and then renewing or cancelling the authority. This process might work but then there are two issues with this.

(a) In the first model, paying dividend multiple times is more significant than just paying once. How can I incorporate repeated observations by way of either the count or the the amount of dividend paid?

(b) In the second model, the probability of renewing or cancelling will in some pay depend on whether a firm has paid dividend, although the latter does not fall sequentially in the process. How can I incorporate this information in the final stage of the sequence.

Thanks a lot for your assistance. This discussion is helping me think out loud the issues with this complex data setup.

Best Wishes,
Rohit
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