Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: RE: Dependent variable is a proportion


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: RE: Dependent variable is a proportion
Date   Thu, 13 May 2004 13:16:18 +0100

Thanks; that's very helpful 

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

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of 
> joachim Wagner
> Sent: 13 May 2004 12:37
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: RE: Dependent variable is a proportion
> 
> 
> Nick (and others):
> 
> No, the paper deals with the (0,1) case. A solution for the 
> [0,1] case with 
> many zeros is the fractional logit estimator introduced by 
> Leslie Papke and 
> Jeff Wooldridge in their Journal of Applied Econometrics 
> paper in 1996; see 
> also Jeff Wooldridge 's textbook " Econometric Analysis of 
> Cross Section 
> and Panel Data ", MIT Press 2002, p. 661ff. This can easily 
> done in Stata 
> by using glm with the binomial family and a logit link.
> 

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index