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


From   "Giovanni Vecchi" <giovanni.vecchi@uniroma2.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: sureg? ml? system with adding-up constraint
Date   Thu, 1 Jun 2006 15:09:37 +0200

Dear Maarten,

thanks a lot for your message.
I'll experiment with your program... after studying the  Dirichlet
distribution, about which I am fully ignorant.
Your help has been really appreciated.

Giovanni

----------------------------------------------------------
Giovanni VECCHI
Dipartimento di Economia e Istituzioni
UniversitÓ di Roma "Tor Vergata"
Via Columbia, 2
00133 Roma
Italy

voice   + 39 06 7259 5730
fax     + 39 06 2020 500
email   giovanni.vecchi@uniroma2.it
webpage http://www.economia.uniroma2.it/vecchi.htm
----------------------------------------------------------
 


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis
Sent: Thursday, June 01, 2006 2:31 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: sureg? ml? system with adding-up constraint

---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 - 	-.

-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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