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From |
"Scott Merryman" <smerryman@kc.rr.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: RE: econometric analysis of proportions |

Date |
Thu, 21 Aug 2003 19:36:24 -0500 |

----- Original Message ----- From: <ACavallo@lexecon.com> To: <statalist@hsphsun2.harvard.edu> Sent: Thursday, August 21, 2003 3:35 PM Subject: st: RE: econometric analysis of proportions > > > > > 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 > There is FAQ "How can I do logistic regression or multinomial logistic regression with grouped data?" (http://www.stata.com/support/faqs/stat/grouped.html) that maybe helpful. The correct number of obs is 19 - since with frequency weights you are treating each observation as one or more real observations. See [U]23.16.1 Frequency Weights Hope this helps, Scott * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: RE: econometric analysis of proportions***From:*ACavallo@lexecon.com

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