Re: st: XTGEE or XTLOGIT with rare events

[Jeph Herrin <stata@spandrel.net>]

I suggest you try the existing models and see what happens. The low event rate is less of a problem if you have many 
observations; however, you will need at least one event per panel in order to include that panel.

I have used -xtmelogit- to estimate panel data where the event rate was <0.5%, with 4000 panels and 40 covariates. I had 
several million observations, however, and it took 19 days to converge.

cheers,
Jeph

On 6/4/2013 7:59 AM, Kamyar Baradaran wrote:
> Dear All,
>
> 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?
>
> Thank you.
> Best,
> K.
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