Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: fractional response using xtgee - correct implementation of random effects and fixed effectst?
From
[email protected]
To
[email protected]
Subject
st: fractional response using xtgee - correct implementation of random effects and fixed effectst?
Date
Thu, 4 Jul 2013 13:23:24 +0200
(First line)
Dear Statalist members,
I would like to model the degree of internationalization of firms (a
fractional variable bounded between 0 and 1) using a strongly balanced
panel of 30 firms over an 11-year period, and test both the use of fixed
and of random effects. I am using Stata 12.
I have read Papke and Wooldridge's (2008) article Panel data methods for
fractional response variables... (see
http://www.sciencedirect.com/science/article/pii/S030440760800050X) and
consulted the archives of Statalist. I found one relevant thread from 2012
at http://www.stata.com/statalist/archive/2013-06/msg00517.html as well as
a very recent one (last post 12 June) at
http://www.stata.com/statalist/archive/2013-06/msg00434.html which does
not appear to have been answered yet.
In the first link from 2012 it is suggested to go to the website of Leslie
Papke at https://www.msu.edu/~ec/faculty/papke/papke.html where one "would
find lots of invaluable information with detailed codes as to how
implement in case of panel data". Perhaps, the answers to my question
could be found here. However, I am not able to access this site and the
following message is returned: You don't have permission to access
/~ec/faculty/papke/papke.html on this server. Thus, my first question is
simply whether somebody knows if I can access the material in Papke's
webpage from somewhere else? I have made extensive searches on the web but
couldn't find anything.
To my main question: From the discussion in the above threads (as well as
my experience with using random effects and fixed effects in Stata for
normal variables), I am sort of guessing that the following two commands
using -xtgee- will achieve what I want:
Random effects: xtgee dependent_variable independent_variables,
family(binomial) link(logit) vce(robust)
Fixed effects: xtgee dependent_variable independent_variables
time_averages_independent_variables, family(binomial) link(logit) robust
In the first case, I set firm and year as the panel variables (-xtset-)
and the output states that the group variable is firm. In the second case,
which I did not test yet, my interpretation of the discussion in PW2008
(see p. 123) and at the above mentioned links is that including time
averages will give me the fixed effects. Is this correct?
Thank you for your time.
Best,
Asmund Rygh
*
* 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/