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st: fractional response model for balanced panel

From   "Roberto GANAU" <>
Subject   st: fractional response model for balanced panel
Date   Mon, 16 Jan 2012 12:05:44 +0100

Dear Statalist,

I am working on a panel dataset of N=582 firms and T=2 years. My dependent variable is a proportion, i.e. export sales/total sales.

Using Stata, I run:
xtgee dep_var varlist, family(binomial) link(logit) robust

Is this specification correct?

Is it necessary to include time average variables and/or year dummies?

Excluding the logit transformation [log(y/(1-y))], can you suggest me alternative solutions to model fractional response variables maintaining the panel structure of the data?

I thank you in advance for your time and attention.
Best regards,

Roberto Ganau

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