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st: RE: econometric analysis of proportions


From   ACavallo@lexecon.com
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: econometric analysis of proportions
Date   Thu, 21 Aug 2003 15:35:36 -0500




Al,

I was thinking about a multinomial logit model.  But what about the grouped
nature of the data?  If this were a single proportion wouldn't I want to
use -glogit-?

For example:  cat indexes the categories, year indexes time, count is the
count by year and category, pop is the sum of count by year, and pct is the
proportion (count/pop):

. li

          cat      year     count        pop        pct
  1.        1         1         2         10         .2
  2.        2         1         3         10         .3
  3.        3         1         5         10         .5
  4.        1         2         3          9   .3333333
  5.        2         2         3          9   .3333333
  6.        3         2         3          9   .3333333

.

I thinking to do the following:
    expand count
    mlogit cat year

Would this give me correct standard errors for the trend and constant
terms?

I just did a simulation and got identical results from doing the above as I
do with:
      mlogit cat year [fweight=count]
on the unexpanded data.

In either case I get the same # of obs (19).  Is this correct for the
degrees of freedom calculations, or should it be 6 - the number of
categories*years?

Regards,

--Alex Cavallo
Lexecon
(312) 322-0208  voice
(312) 322-0218  fax

-----Original Message-----
Alex -

This sounds as if a multinomial logit model (mlogit in Stata) might work
for
you.

Al Feiveson

-----Original Message-----
From: ACavallo@lexecon.com [mailto:ACavallo@lexecon.com]
Sent: Wednesday, August 20, 2003 10:12 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: econometric analysis of proportions






I am interested in tracking changes in proportions over time and testing
for trend effects.  I have a categorical variable with 11 categories that
is measured in aggregate data annually.  I want to do some tests for
positive or negative trends in the shares in the categories.  I know the
count of cases in each category and year and the overall annual total.
Does anyone have suggestions on how I can model this?


Regards,

--Alex Cavallo
Lexecon
(312) 322-0208  voice
(312) 322-0218  fax

Regards,

--Alex Cavallo
Lexecon
(312) 322-0208  voice
(312) 322-0218  fax

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