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Re: st: Fractional Logit Model
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Fractional Logit Model
Date
Thu, 18 Apr 2013 15:01:19 +0100
Sorry; I can't add to my previous answer.
Please give _full_ references, however. The FAQ is quite explicit on this point.
Nick
[email protected]
On 18 April 2013 14:55, samuel opoku <[email protected]> wrote:
> Thank you Nick!
> One of the articles I was referring to by Wooldridge and Papke addressed panel data specifically : "Panel data methods for fractional response variables with an application to test pass rates"
> My understanding from that paper was that I add time averages and time dummies (#1 #2 #3). I just needed clarification on whether I was on the right track or if there was anything I was missing.
>
> thanks much!
> Samuel
> On Apr 18, 2013, at 3:45 AM, Nick Cox <[email protected]> wrote:
>
>> #1 #2 #3 sound highly specific to your problem; it's easy to find
>> fractional logit problems in which time does not even appear. But in
>> general yes, logit link, binomial distribution, and robust standard
>> errors.
>>
>> For an outstandingly lucid and concise miniature review
>>
>> SJ-8-2 st0147 . . . . . . . . . . . . . . Stata tip 63: Modeling proportions
>> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . C. F. Baum
>> Q2/08 SJ 8(2):299--303 (no commands)
>> tip on how to model a response variable that appears
>> as a proportion or fraction
>>
>> http://www.stata-journal.com/sjpdf.html?articlenum=pr0032
>>
>> Without re-reading it I am not sure whether he gets to the panel case,
>> so -xt- may come extra, so to speak.
>> Nick
>> [email protected]
>>
>>
>> On 18 April 2013 07:45, samuel opoku <[email protected]> wrote:
>>> Dear all,
>>> I am new to stata and a newbie in running econometric models. I am trying to run a fractional logic model (Wooldridge & Papke, 2008, 2011) for panel data. Here is my understanding of the steps (I was hoping to get some confirmation on whether my understanding is correct please)
>>>
>>> 1. Obtain time averages for independent variables (IVs)
>>> 2. Include time averages as additional IVs
>>> 3. Include time dummies
>>> 4. Run a GEE model with a logic link and binomial distribution
>>>
>>> Is this correct please?
>>> Any help would be much appreciated.
>>>
>>> Thank you!
>>> Samuel
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>>> * http://www.ats.ucla.edu/stat/stata/
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/