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Re: st: fractional response model for balanced panel

From   Suryadipta Roy <>
Subject   Re: st: fractional response model for balanced panel
Date   Mon, 16 Jan 2012 09:53:20 -0500

Please read the paper by Papke and Wooldridge "Panel data methods for
fractional response variables with an application to test
pass rates" that was published in the Journal of Econometrics 145
(2008) 121 - 133. Also, if you visit Prof. Papke's website , you would find lots
of invaluable information with detailed codes as to how implement in
case of panel data. Also, please read the presentation by Prof.
Wooldridge at very

Best wishes,

On Mon, Jan 16, 2012 at 6:05 AM, Roberto GANAU
<> wrote:
> 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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