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st: Re: XTGEE or XTLOGIT with rare events


From   Kamyar Baradaran <kamyar.baradaran@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: XTGEE or XTLOGIT with rare events
Date   Tue, 4 Jun 2013 15:03:34 +0200

Thank you very much Nick, sorry for not clearly explaining my issue.

the issue is as Gary King and Langche Zeng discuss,  "most popular
statistical procedures, such as logistic regression, can sharply
underestimate the probability of rare events". I have used -xtlogit-
and -xtgee-, my models converge and I do not have any problem, but are
the results reliable and is it justified to use these models?

As per the selection layer here is the logic: we first model the
probability of an event (a 1 in the dependent variable), and then
conditional on that, estimate the effects of interest on occurrence of
an event. I am just a student and trying to learn and I hope this
makes sense. If it makes sense, is there anyway to do it in Stata with
longitudinal data?

Thank you again and I appreciate any advice,
K.



Re: st: XTGEE or XTLOGIT with rare events

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