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

[House Wang <jwanghouse@gmail.com>]

I thought to follow this book: Multilevel and longitudinal modeling
using stata 2nd edition !!!!!
By S. Rabe-Hesketh, Anders Skrondal
This book talks about the problems I have in here.
But I cannot get this book until the next week.

On Fri, Oct 14, 2011 at 2:00 PM, House Wang <jwanghouse@gmail.com> wrote:
> 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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>>
>

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