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st: Fractional Logit


From   Rijo John <rijo@igidr.ac.in>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Fractional Logit
Date   Fri, 28 Oct 2005 15:28:13 +0530 (IST)

Hi all,

 I am estimating a Fractional logit model. Stata help says
using

glm y x1 x2...xk, family(binomial) link(logit)

is same as "logistic" command and the later is infact preferred. Because
family(binomial) means that y has the Bernoully distribution with values 0
and 1 only. But my y variable is a continuous variable (a fraction) taking
any values between 0 and 1. In this case which family and link should I be
using?

Is "family(gaussian) link(logit)" the right one?
Also what is the criteria of deciding which scale parameter to be used?
I mean whether scale(1) or scale(x2) etc.

Kindly advise.

Rijo John.

************************************************
Rijo.M.John,Research Scholar
Indira Gandhi Institute of Development Research,
Film City Road, Goregaon East,
Mumbai, India-400065.




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