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| From | samuel opoku <samuel.opoku@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Fractional Logit Model |
| Date | Thu, 18 Apr 2013 09:04:56 -0500 |
Duly noted. Thank you for your help! On Apr 18, 2013, at 9:01 AM, Nick Cox <njcoxstata@gmail.com> wrote: > Sorry; I can't add to my previous answer. > > Please give _full_ references, however. The FAQ is quite explicit on this point. > Nick > njcoxstata@gmail.com > > > On 18 April 2013 14:55, samuel opoku <samuel.opoku@gmail.com> wrote: >> Thank you Nick! >> One of the articles I was referring to by Wooldridge and Papke addressed panel data specifically : "Panel data methods for fractional response variables with an application to test pass rates" >> My understanding from that paper was that I add time averages and time dummies (#1 #2 #3). I just needed clarification on whether I was on the right track or if there was anything I was missing. >> >> thanks much! >> Samuel >> On Apr 18, 2013, at 3:45 AM, Nick Cox <njcoxstata@gmail.com> wrote: >> >>> #1 #2 #3 sound highly specific to your problem; it's easy to find >>> fractional logit problems in which time does not even appear. But in >>> general yes, logit link, binomial distribution, and robust standard >>> errors. >>> >>> For an outstandingly lucid and concise miniature review >>> >>> SJ-8-2 st0147 . . . . . . . . . . . . . . Stata tip 63: Modeling proportions >>> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . C. F. Baum >>> Q2/08 SJ 8(2):299--303 (no commands) >>> tip on how to model a response variable that appears >>> as a proportion or fraction >>> >>> http://www.stata-journal.com/sjpdf.html?articlenum=pr0032 >>> >>> Without re-reading it I am not sure whether he gets to the panel case, >>> so -xt- may come extra, so to speak. >>> Nick >>> njcoxstata@gmail.com >>> >>> >>> On 18 April 2013 07:45, samuel opoku <samuel.opoku@gmail.com> wrote: >>>> Dear all, >>>> I am new to stata and a newbie in running econometric models. I am trying to run a fractional logic model (Wooldridge & Papke, 2008, 2011) for panel data. Here is my understanding of the steps (I was hoping to get some confirmation on whether my understanding is correct please) >>>> >>>> 1. Obtain time averages for independent variables (IVs) >>>> 2. Include time averages as additional IVs >>>> 3. Include time dummies >>>> 4. Run a GEE model with a logic link and binomial distribution >>>> >>>> Is this correct please? >>>> Any help would be much appreciated. >>>> >>>> Thank you! >>>> Samuel >>>> * >>>> * For searches and help try: >>>> * http://www.stata.com/help.cgi?search >>>> * http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/