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Re: st: Re: Nonlinear Panel Data


From   Clive Nicholas <[email protected]>
To   [email protected]
Subject   Re: st: Re: Nonlinear Panel Data
Date   Fri, 29 Oct 2010 05:38:11 +0100

Sazas Azagba replied to Adam Cobb:

> The dependent variable is binary indicator 0 or 1 to capture behavior and l
> have data available for the five waves. The list of my independent variables
> (regressors) include a dummy (policy effect) that takes the value of one
> post policy period
> Yit = dit(policy effect) + Zit + residual       t = 1,.. 5 waves or time
> periods, i= cross sectional unit in this case individuals
>
> Yit is a binary indicator that represents behavior, for example do u own a
> car? yes =1 or 0 otherwise, do you drink alcohol? yes =1 and 0 otherwise
>
> dit is a dummy that captures the policy effect, it takes the value of zero
> pre policy  & 1 post policy.
>
> Zit is other explanatory variables

Have you tried fitting your model with the user-written package
-xtfevd- by Vera Troeger and Thomas Pleumper? That might be a solution
to your problem. Unfortunately, it cannot be downloaded via SSC, so if
you want to try it, you'll have to follow the steps as given in:

http://www.stata.com/statalist/archive/2007-06/msg01121.html

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<[email protected]>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.

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