st: estimating a proportion in panel data

[Lloyd Dumont <lloyddumont@yahoo.com>]

Hello, everyone.

My question puts two twists on a question I can see has been answered before.

Mainly, I am estimating a proportion [0,1].  That is, it is a continuous variable between zero and one, inclusive.

If this were the only issue, I would just consider the pros and cons of using OLS.

But, as promised, two twists...
#1
The data are panel data.  Think of it as a proportion observed for each unit each month, over many months.

#2
My focal independent variable is a two-way multiplicative interaction term.  I know there are a number of issues associated with estimating these interactions in logits and probits.

Any thoughts on the best way to get a reliable estimate of that two-way interaction, in particular, in this case?

Thank you for your help.  Lloyd Dumont


      
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