st: psuedo panel

[Cardani Roberta <roberta.cardani@unicatt.it>]

Dear Statalister,
I am working on repeated cross sections, following Deaton (1995). I have generated cohort by mean of the year of head of household (bcoh). I used logit regression for the analysis of cross sectional database. 
Using the command: 
collapse (mean) varlist [weight] , by (year bcoh country)

I obtain a new database. 
The problem is that my dependent variable is now 0<=y<=1. What kind of command I have to use now?
frcount for the fractional response model or a simple regr?

Any help is welcome.
Best
Roberta


________________________________________
Da: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] per conto di Maarten buis [maartenbuis@yahoo.co.uk]
Inviato: giovedì 28 ottobre 2010 14.02
A: statalist@hsphsun2.harvard.edu
Oggetto: Re: st: Re: Making Cohorts

--- On Thu, 28/10/10, ajjee <wrote:
> I want to implement the following strategy on my data.
>
>
> Consider now the basic linear individual effect model
>
> yit = ai + bXit + uit    i = 1,..N; t = 1,..T       eq(1)
>
> where Xit is a (K x 1) vector of explanatory variables
> which we assume exogenous to the model, index t and
> i refer to time and individuals respectively.
> Assuming, for simplicity, that there is a unique regressor
> (K = 1), if we aggregate all observations to cohort level,
> the resulting model can be written as
>
> (y-bar)_ct = (a-bar)_ct + b(x-bar)_ct + (u-bar)_ct  c = 1,..C
>
>
> where (x-bar)_ct is the average value of all observed
> xit’s in cohort c at time t, and analogously for the other
> variables in the model. The resulting data set is a pseudo
> panel with repeated observations over T periods and C
> cohorts.
>
> now I want to make cohorts (say for) birth year and then
> want to aggregate the data as above.  But I have 15 countries
> also and I want to analyse particular attitudes in countries
> based on three year surveys(6 waves).

You earlier stated that you wanted to do a -logit- analysis.
This type of averaging does not work in non-linear models,
like -logit-. You can do the computations, but the results
just don't mean what you think they mean. Instead you should
look at -xtlogit- and -xtmelogit-.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------





*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/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/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/