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

[Cameron McIntosh <cnm100@hotmail.com>]

Well, that may be a sign that you shouldn't be doing this analysis without some additional courses and/or the assistance of an experienced collaborator. Understanding of the logic and purpose of the method should be achieved prior to statistical programming. 

There are numerous other resources on models with fractional DVs... I don't have my reference list handy, but just google "fractional dependent variables panel data" or something similar and you will find several recent papers. 

Cam 


> Date: Fri, 14 Oct 2011 17:41:22 -0500
> Subject: Re: st: fixed and random effects for longitudinal censored continuous data
> From: jwanghouse@gmail.com
> To: statalist@hsphsun2.harvard.edu
> 
> This paper is too complicated for me. I need practical STATA command
> and examples. Thanks.
> 
> 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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