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st: RE: sureg? ml? system with adding-up constraint


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: sureg? ml? system with adding-up constraint
Date   Thu, 1 Jun 2006 14:30:58 +0200

---Giovanni Vecchi wrote:
> The dependent variables are relative frequencies: pi_1, pi_2, ..., pi_7,
> which sum up to one.
> 
> I need to estimate the *same* model for each pi_i (i = 1,...7). The model is
> linear and simple enough:
> 
> pi_i = alpha_i + beta1_i * X1 + ... + betak_i * Xk  (i=1,...,7)
> 
> The difficulty is that I want to obtain predicted values that add up to one.

Giovanni:
This looks like the kind of problem for which -dirifit- was made. 
Unfortunately the version on ssc contains a bug and ssc will not be 
updated till june 9th (presumably Kit is enjoying a well deserved 
vacation), so I have put a corrected version on my website. To get it, 
type: - net from http://home.fsw.vu.nl/m.buis/stata - and than - net 
install dirifit -.

-dirifit- doesn't have a predict command, but it is quite easy to get 
the predicted proportions you want, see the example.

*-------------------- begin example --------------------------
use http://home.fsw.vu.nl/m.buis/stata/municipality.dta, clear
dirifit safety social infrastructure, muvar(density poverty)

tempvar xb2 xb3
gen `xb2' = [mu2]_cons + [mu2]density*density + [mu2]poverty*poverty
gen `xb3' = [mu3]_cons + [mu3]density*density + [mu3]poverty*poverty

gen p1 = 1/(1 + exp(`xb2') + exp(`xb3'))
gen p2 = exp(`xb2')/(1 + exp(`xb2') + exp(`xb3'))
gen p3 = exp(`xb3')/(1 + exp(`xb2') + exp(`xb3'))
*-------------------- end example ---------------------------
 

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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