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RE: st: RE: Fractional Logit


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Fractional Logit
Date   Fri, 28 Oct 2005 15:08:38 +0100

I can't add much, but others may be able to say more. 

However, it does seem clear on the face of it that 
you are _not_ dealing with a binomial. 

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

Rijo John
 
> Thanks Nick. I am trying to estimate the impact of spending on a
> particular commodity (say X) on the purchase of other goods 
> and services.
> So I have the share of, say commodity Y (Its share in 
> household budget) as
> the dependent variable and the expenditure on commodity X along with
> various control variables for household as explanatory 
> variables. This can
> be a standrad OLS estimation. But since the depended variable is a
> fraction and  is bound between 0 and 1 we go for fractional 
> logit model.
> 
> I hope this clarifies the problem. Given this I would like to 
> know what
> would be the right choice of family and link in GLM.
> 
> "family(gaussian) link(logit)" or "family(binomial) 
> link(logit)" or some
> other combination?
> 
> in "family(binomial) link(logit)" is it tru that stata takes 
> all values
> other than 0 in the dependent variable as 1. If thats the 
> case it does not
> take the budget share (absolute amount) information into 
> account. It will
> only see if the budget share is absent or not.

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