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Re: st: XTGEE or XTLOGIT with rare events


From   Jeph Herrin <[email protected]>
To   [email protected]
Subject   Re: st: XTGEE or XTLOGIT with rare events
Date   Tue, 04 Jun 2013 09:30:22 -0400

I suggest you try the existing models and see what happens. The low event rate is less of a problem if you have many observations; however, you will need at least one event per panel in order to include that panel.

I have used -xtmelogit- to estimate panel data where the event rate was <0.5%, with 4000 panels and 40 covariates. I had several million observations, however, and it took 19 days to converge.

cheers,
Jeph

On 6/4/2013 7:59 AM, Kamyar Baradaran wrote:
Dear All,

I have a rare binary dependent variable (most of the time zero and
rarely 1). My dataset is longitudinal and to my knowledge "relogit"
and "heckman" selection models are not yet developed for longitudinal
(Am I correct?). Could you please advice me how to deal with this
issue?

Thank you.
Best,
K.
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