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


From   Ken Ning <kenscholar2008@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: really need help please - fractional probit unbalanced panel-Wooldridge/ Wagner
Date   Tue, 11 Jun 2013 12:23:53 +0100

anyone knows about this?

On 10 June 2013 23:26, ken first <kenscholar2008@gmail.com> wrote:
> 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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