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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   Wed, 12 Jun 2013 09:58:22 +0300

Ken,
Am not sure plain xtreg will handle your response variable which I
have assumed is a fraction or proportion.
Make it clear for me; Is your response variable fractional?

If yes, and unbalanced data. Your considerations remain between glm
and the user written Stata programme by Woodridge (frac_het) (as in
the earlier link). But in this case, you are assuming unobserved
effects. Time dummies can be included.

Am not necessarily an expert here, but its something I have been
learning equally.

On Tue, Jun 11, 2013 at 7:03 PM, Ken Ning <kenscholar2008@gmail.com> wrote:
> 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 <kelvin.statalist@gmail.com> 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 <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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>
> *
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-- 
Kelvin
kelvin.statalist@gmaill.com

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