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


From   "Nick Cox" <[email protected]>
To   <[email protected]>
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 
[email protected] 

> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of 
> joachim Wagner
> Sent: 13 May 2004 12:37
> To: [email protected]
> 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.
> 

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