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Re: st: XTGEE or XTLOGIT with rare events


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: XTGEE or XTLOGIT with rare events
Date   Tue, 4 Jun 2013 13:39:15 +0100

What is the "issue" you have precisely?

You cannot apply programs that do not exist, but have you tried using
-xtlogit- or -xtgee-?

In broad terms, the rarity of events tends to mean that models are
more difficult to fit, but not necessarily impossible. I wasn't aware
that adding a selection layer made anything easier.

By -relogit- you perhaps meant to refer to

http://gking.harvard.edu/relogit

Without knowing anything personally, it seems a fair guess that that
Stata program is not going to be developed further by that group.

Nick
[email protected]

On 4 June 2013 12:59, Kamyar Baradaran <[email protected]> wrote:

> I have a rare binary dependent variable (most of the time zero and
> rarely 1). My dataset is longitudinal and to my knowledge "relogit"
> and "heckman" selection models are not yet developed for longitudinal
> (Am I correct?). Could you please advice me how to deal with this
> issue?
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