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


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: RE: sureg? ml? system with adding-up constraint
Date   Thu, 1 Jun 2006 15:27:03 +0200

Giovanni:
The beta distribution is a good place to start, since the Dirichlet is a multivariate
extension of the beta distribution. It's easier to start with the univariate case and 
than work up to the multivariate case. The references below (which are also in 
the help-file) are a good applied way to start with the beta distribution.

I'd be interested in your results. Having examples from multiple disciplines is 
always handy.

HTH,
Maarten

Ferrari, S.L.P. and Cribari-Neto, F. 2004.  Beta regression for modelling rates and
proportions.  Journal of Applied Statistics 31(7): 799-815.

Paolino, P. 2001.  Maximum likelihood estimation of models with beta-distributed
dependent variables. Political Analysis 9(4): 325-346.
http://polmeth.wustl.edu/polanalysis/vol/9/WV008-Paolino.pdf

-----------------------------------------
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/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Giovanni Vecchi
Sent: donderdag 1 juni 2006 15:10
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: RE: sureg? ml? system with adding-up constraint

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

 

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