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 on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: XTGEE or XTLOGIT with rare events


From   Jeph Herrin <stata@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: XTGEE or XTLOGIT with rare events
Date   Tue, 04 Jun 2013 09:30:22 -0400

I suggest you try the existing models and see what happens. The low event rate is less of a problem if you have many observations; however, you will need at least one event per panel in order to include that panel.

I have used -xtmelogit- to estimate panel data where the event rate was <0.5%, with 4000 panels and 40 covariates. I had several million observations, however, and it took 19 days to converge.

cheers,
Jeph

On 6/4/2013 7:59 AM, Kamyar Baradaran wrote:
Dear All,

I have a rare binary dependent variable (most of the time zero and
rarely 1). My dataset is longitudinal and to my knowledge "relogit"
and "heckman" selection models are not yet developed for longitudinal
(Am I correct?). Could you please advice me how to deal with this
issue?

Thank you.
Best,
K.
*
*   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