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


From   Kelvin Mulungu <kelvin.statalist@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 18:22:24 +0300

Am also interested in your first part.

Let me try to refer you to a document that may help to aswer your
second question about unbalanced data. Am assuming your response
variable is a fraction, hence the choice for the fractional category
of models.

In this paper
http://stata.com/meeting/chicago11/
Woodridge explains how to handle an unbalanced panel with fractional
probit and provides a user written Stata programme to run the same
model.

Kindly refer to the link for more details. I have personally used it
and it worked, but I have not been able to find the interpretation.

Thanks.


On Tue, Jun 11, 2013 at 2:23 PM, Ken Ning <kenscholar2008@gmail.com> wrote:
> 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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>
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-- 
Kelvin
kelvin.statalist@gmaill.com

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