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Re: st: RE: RE: RE: proportion as a dependent variable


From   Todd Wagner <twagner@stanford.edu>
To   statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: RE: RE: proportion as a dependent variable
Date   Mon, 14 Jul 2003 09:20:35 -0700

I think you are referring to the fractional logit (flogit). These models are discussed (briefly) in Wooldridge's book. Also there is a talk by John Mullahy, see http://lhcwww.soph.uab.edu/presentation.pdf.

It is a relatively simple model and can be run with Stata.

glm <dv> <iv's> , link(logit) family(binomial) robust

As Mullahy's talk shows, it is critical to use the robust option.

Todd



At 04:56 PM 7/14/2003 +0100, Nick Cox wrote:

Joao Pedro W. de Azevedo
>
> I've seen papers in which the authors used a tobit model
> censored at 0 and 1
> to model a proportion.
> Would this be an acceptable approach?
>

Without knowing about the data or the underlying science,
it is difficult to say. But it does not sound like a
general solution to me.

Nick
n.j.cox@durham.ac.uk
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