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Re: st: really need help please - fractional probit unbalanced panel-Wooldridge/ Wagner
From
Ken Ning <[email protected]>
To
[email protected]
Subject
Re: st: really need help please - fractional probit unbalanced panel-Wooldridge/ Wagner
Date
Tue, 11 Jun 2013 17:03:02 +0100
Hi Kelvin,
thanks- it seems Wooldridge suggests to use xtreg for unbalanced
panel- am I right?
how did you add fixed effect to the model? simply add time average variables?
it would be great if you could provide some examples
thanks
Ken
On 11 June 2013 16:22, Kelvin Mulungu <[email protected]> wrote:
> 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 <[email protected]> wrote:
>> anyone knows about this?
>>
>> On 10 June 2013 23:26, ken first <[email protected]> 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
>>>
>>> *
>>> * 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/
>
>
>
> --
> Kelvin
> [email protected]
>
> *
> * 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/
*
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