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Re: st: Fractional Logit


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Fractional Logit
Date   Fri, 28 Oct 2005 21:58:19 +0900

Rijo John wrote:

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.

--------------------------------------------------------------------------------

If I understand you correctly, then you might want to use -glm-.
www.stata.com/support/faqs/stat/logit.html states, "glm has since been
enhanced specifically to deal with fractional response data."

Joseph Coveney

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