> --- Maarten buis wrote:
> -xtgee- relates to -glm- as -xtlogit- relates to -logit-. So
> -xtgee- seems to me the natural way to extend this to approach
> to panel data, especially since the fractional logit was
> originaly proposed as within the framework of quasi-likelihood.
--- Nick Cox <[email protected]> wrote:
> What Maarten says in his last sentence presumably applies to a
> particular kind of model.
Yes, I understood the fractional logit to mean the model proposed by
Papke and Wooldridge (1993). Such terminology does not tend to be
universal across disciplines, so I should have added the reference
(especially when I am making a claim about the history of statistics
and Nick is on watch).
Thanks,
Maarten
Leslie E. Papke and Jeffrey M. Wooldridge, "Econometric Methods for
Fractional Response Variables with an Application to 401(k) Plan
Participation Rates", Journal of Applied Econometrics, Vol. 11, No. 6,
1996, pp. 619-632.
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
__________________________________________________________
Sent from Yahoo! Mail.
A Smarter Inbox. http://uk.docs.yahoo.com/nowyoucan.html
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
