Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: fractional response model for balanced panel


From   "Roberto GANAU" <[email protected]>
To   [email protected]
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


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index