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st: RE: Fractional Logit


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Fractional Logit
Date   Fri, 28 Oct 2005 12:29:27 +0100

This is a repeat posting. The original 
got no replies. One possible reason for 
that is that it is near impossible to 
say what is the "right answer", absent 
any idea of your data or your scientific
problem. Different families might be 
appropriate depending on the data and 
on your ideas about generative processes. 

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

Rijo John
 
>  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.

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