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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 15:01:19 +0100

Sorry; I can't add to my previous answer.

Please give _full_ references, however. The FAQ is quite explicit on this point.
Nick
njcoxstata@gmail.com


On 18 April 2013 14:55, samuel opoku <samuel.opoku@gmail.com> wrote:
> 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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>
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