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Re: st: Correcting for self selection

From   "Clyde Schechter" <>
Subject   Re: st: Correcting for self selection
Date   Sat, 29 Jan 2011 09:31:58 -0800

Erik does not provide the details of his modeling, but I'm inferring from
what he wrote that he is trying to do something like:

xtlogit win indvars

and is concerned that the organizations with the highest scores on the
indvars tend to be those who participate in the contests most often.

If the outcome variable, win, means "ever wins" and there is just one
record per competitor summarizing its total participation history, then
there is a need to enter the number of attempts into the model.  -xtlogit-
doesn't offer a simple way to do that.  If it were not panel data, -glm-
with -link(logit) family(binomial n_attempts)- options would do it. 
Closest to that for panel data would be -xtgee- with the same
options--though it uses a population averaged estimator, which may not
handle things exactly as Erik wants.

But I'm wondering in what sense this is panel data.  If it is really panel
data, I'm expecting that there are multiple records per competitor, each
representing one entry into the competition (with the variable win meaning
"wins this time."  In that case, this aspect of frequency of participation
is automatically accounted for without any special treatment.

A different issue altogether is the possibility that participation in the
competitions is itself affected by the values of depvars, a kind of
endogeneity.  There is no truly simple fix for that problem and one might
need to resort to something like structural equations modeling of the
entire system, or other complicated approaches.  I don't know enough to
really be more specific about this.

Clyde Schechter, MA MD
Associate Professor of Family & Social Medicine

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