Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Fractional Response Model with Dynamic Component
From
Anna-Leigh Stone <[email protected]>
To
statalist <[email protected]>
Subject
st: Fractional Response Model with Dynamic Component
Date
Mon, 12 Nov 2012 15:50:33 -0600
Hello Statalist,
I am interested in using the Papke and Wooldridge (2008) fractional
response model. I have a dependent variable that lies within the zero
and one range for the dependent variable with values that lie at zero
but not one. However, the model will not converge without a dynamic
component added in. I am using quarterly data so that there is a need
for lagged values of the dependent variable. I know that Loudermilk
(2007) added in a dynamic component into the Tobit model. Is there an
appropriate way to add in a dynamic component into the fractional
response model?
Thank you for any help you can provide,
Anna-Leigh
--
Anna-Leigh Stone
Finance PHD Candidate 2014
MA/EC 2011
MSF 2010
[email protected]
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/