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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 09:04:56 -0500

Duly noted.
Thank you for your help!
On Apr 18, 2013, at 9:01 AM, Nick Cox <njcoxstata@gmail.com> wrote:

> 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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