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Re: st: fixed and random effects for longitudinal censored continuous data


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: fixed and random effects for longitudinal censored continuous data
Date   Fri, 14 Oct 2011 17:37:12 +0200

Hard to say, as whether a model is correct depends on so many things.
But in principle I could imagine that that such models could work for
such data.

On Fri, Oct 14, 2011 at 5:23 PM, House Wang <[email protected]> wrote:
> Maarten, Thank you very much.
>
> The D.V. is not a usual proportional, though it looks like proportional data.
> It is the sum of three proportional scores divided by three, though
> the result is never bigger than 0.8.
> For this kind of data, do you still think the model you mentioned is
> good? Thanks.
>
> Jianying
>
>
> On Fri, Oct 14, 2011 at 10:13 AM, Maarten Buis <[email protected]> wrote:
>> On Fri, Oct 14, 2011 at 4:10 PM, House Wang wrote:
>>> The data is proportional data, lasting from 0 to 1, without either 0
>>> or 1. And the data is longitudinal across 30 years. In the model, I
>>> want to address the fixed and random effects of years OR congresses
>>> (every two years).
>>>
>>> I have found: xttobit can address random effects for longitudinal
>>> censored continuous data, but I do not know how to address fixed
>>> effects.
>>>
>>> My questions:
>>> 1, what are the correct command of STATA to address fixed effects for
>>> longitudinal censored continuous data. Any good examples?
>>>
>>> 2, xttobit can address random effects, but can you recommend any good
>>> examples?
>>
>> I don't think a tobit model particularly useful for modeling
>> proportions as the logic of that model does not correspond well with
>> proportions. You are probably better of with some models for
>> fractional logit models for panel data proposed by Jeffrey Wooldridge
>> at the 2008 North American Stata Users' meeting:
>>
>> http://ideas.repec.org/p/boc/nsug08/17.html
>>
>> Hope this helps,
>> Maarten
>>
>> --------------------------
>> Maarten L. Buis
>> Institut fuer Soziologie
>> Universitaet Tuebingen
>> Wilhelmstrasse 36
>> 72074 Tuebingen
>> Germany
>>
>>
>> http://www.maartenbuis.nl
>> --------------------------
>> *
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>>
>
> *
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>



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


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

*
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*   http://www.stata.com/support/statalist/faq
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