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Re: st: Fractional Logit Model


From   samuel opoku <samuel.opoku@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fractional Logit Model
Date   Thu, 18 Apr 2013 08:55:19 -0500

Thank you Nick!
One of the articles I was referring to by Wooldridge and Papke addressed panel data specifically : "Panel data methods for fractional response variables with an application to test pass rates"
My understanding from that paper was that I add time averages and time dummies (#1 #2 #3). I just needed clarification on whether I was on the right track or if there was anything I was missing.

thanks much!
Samuel
On Apr 18, 2013, at 3:45 AM, Nick Cox <njcoxstata@gmail.com> wrote:

> #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
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