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st: really need help please - fractional probit unbalanced panel-Wooldridge/ Wagner


From   ken first <kenscholar2008@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: really need help please - fractional probit unbalanced panel-Wooldridge/ Wagner
Date   Mon, 10 Jun 2013 23:26:43 +0100

Dear Stata user,


I really need your help with these two questions.


Question 1. determining fixed or random effects in a fractional probit
panel model

Papke Wooldridge 2008 and Wagner (2008)suggests if the panel is
balanced, one can use xtgree  or glm .

for example,  xtgee dependent_variable independent_variables, fe
family(binomial) link(logit) vce(robust)

is this correct?


I dont know how one determines if one should use a fixed or random
effect in this case. Can one still use hausman tests to decide?



Question 2. unbalanced panel

 Wooldridge later on said in this post,
http://www.stata.com/statalist/archive/2012-05/msg00585.html

he has worked on some solution to unbalanced panel. Does anyone know
what I should use if I have unbalanced panel data?


Many thanks
Ken





reference

Leslie E. Papke, Jeffrey M. Wooldridge 2008 Panel data methods for
fractional response variables with an application to test
pass rates


Wagner, Joachim (2008) : Exports and firm characteristics: first evidence
from fractional probit panel estimates, University of Lüneburg Working
Paper Series

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