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]

Re: st: Fractional Logit Model


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Fractional Logit Model
Date   Thu, 18 Apr 2013 09:45:40 +0100

#1 #2 #3 sound highly specific to your problem; it's easy to find
fractional logit problems in which time does not even appear. But in
general yes, logit link, binomial distribution, and robust standard
errors.

For an outstandingly lucid and concise miniature review

SJ-8-2  st0147  . . . . . . . . . . . . . . Stata tip 63: Modeling proportions
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . C. F. Baum
        Q2/08   SJ 8(2):299--303                                 (no commands)
        tip on how to model a response variable that appears
        as a proportion or fraction

http://www.stata-journal.com/sjpdf.html?articlenum=pr0032

Without re-reading it I am not sure whether he gets to the panel case,
so -xt- may come extra, so to speak.
Nick
njcoxstata@gmail.com


On 18 April 2013 07:45, samuel opoku <samuel.opoku@gmail.com> wrote:
> Dear all,
> I am new to stata and a newbie in running econometric models. I am trying to run a fractional logic model (Wooldridge & Papke, 2008, 2011) for panel data. Here is my understanding of the steps (I was hoping to get some confirmation on whether my understanding is correct please)
>
> 1. Obtain time averages for independent variables (IVs)
> 2. Include time averages as additional IVs
> 3. Include time dummies
> 4. Run a GEE model with a logic link and binomial distribution
>
> Is this correct please?
> Any help would be much appreciated.
>
> Thank you!
> Samuel
> *
> *   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/

*
*   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/


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