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st: estimating a proportion in panel data
From
Lloyd Dumont <[email protected]>
To
[email protected]
Subject
st: estimating a proportion in panel data
Date
Tue, 12 Oct 2010 09:01:49 -0700 (PDT)
Hello, everyone.
My question puts two twists on a question I can see has been answered before.
Mainly, I am estimating a proportion [0,1]. That is, it is a continuous variable between zero and one, inclusive.
If this were the only issue, I would just consider the pros and cons of using OLS.
But, as promised, two twists...
#1
The data are panel data. Think of it as a proportion observed for each unit each month, over many months.
#2
My focal independent variable is a two-way multiplicative interaction term. I know there are a number of issues associated with estimating these interactions in logits and probits.
Any thoughts on the best way to get a reliable estimate of that two-way interaction, in particular, in this case?
Thank you for your help. Lloyd Dumont
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