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

[House Wang <jwanghouse@gmail.com>]

My data is not exactly panel data people usually think.
Each case is unique. But there are a lot of cases in each year, and
the whole dataset covers continuous 30 years.
I am just considering that this year's average level may influence the
next year's. So, this is still a longitudinal data.
Not sure whether the model you mentioned works for me.


On Fri, Oct 14, 2011 at 10:13 AM, Maarten Buis <maartenlbuis@gmail.com> 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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