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Re: st: Fractional Logit Model
From
samuel opoku <[email protected]>
To
[email protected]
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 <[email protected]> wrote:
> Sorry; I can't add to my previous answer.
>
> Please give _full_ references, however. The FAQ is quite explicit on this point.
> Nick
> [email protected]
>
>
> On 18 April 2013 14:55, samuel opoku <[email protected]> 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 <[email protected]> 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
>>> [email protected]
>>>
>>>
>>> On 18 April 2013 07:45, samuel opoku <[email protected]> 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
>>>> *
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>>>> * http://www.ats.ucla.edu/stat/stata/
>>>
>>> *
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>>> * http://www.ats.ucla.edu/stat/stata/
>>
>>
>> *
>> * For searches and help try:
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>> * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
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> * http://www.ats.ucla.edu/stat/stata/
*
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