I have a large panel dataset (about 14000 individuals over 84 periods
– unbalanced). I want to get to the limiting distribution of
distribution dynamics for 2 separate groups. Is anyone aware of the
way to analyze this?
–markov- does not work on panel data and –xttrans- produces a single
transition matrix by lumping all of the transitions into '1 old to 1
new' transition. Ideally I would want a dynamic panel data model but
the dependant variable is a quintile so it seems to me that
multinomial logit or probit is in order. Thanks for all of your help
again.
Dmitriy Krichevskiy
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