Re: st: model for fractional data with panel data

[Daniel Simon <dhs29@cornell.edu>]

Thanks, Arne. this is great. In my case, I have about 50 time periods for 
each cross-sectional unit, so I think I'm ok. Thanks a lot. Daniel

At 02:34 PM 11/7/2007 +0000, you wrote:

> There was an extremely useful discussion on the list recently about
> this issue in the context of fixed effects binary logit models. In
> short, adding the fixed effects 'by hand' results in biased estimates
> unless the number of time periods is large. See the thread starting
> with:
>
> http://www.stata.com/statalist/archive/2007-10/msg00935.html
>
> Arne
>
> > I simply ran the
> > glm model with family(binomial) and link(logit) options, and inserted the
> > fixed effects manually using xi. This seems to work ok, although maybe
> > someone can tell me if there is a problem with estimating the model 
> this way.
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