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Re: st: ΄πΈ΄: st: How to choose a proper model if the dependent variable is within bounds?


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ΄πΈ΄: st: How to choose a proper model if the dependent variable is within bounds?
Date   Sun, 1 Oct 2006 19:49:08 +0100 (BST)

Xiaoqiang Cheng:
no, if you use -glm- to estimate a fractional logit the effect should
be interpreted in pretty much the same way as logit results, i.e. the
coefficents are the effects of the explanatory variables on the
"logit-transformed" proportions. You can get the effects on the
proportion using -mfx, predict(mu)-. I've given a presentation on
analysing proportions with Stata at the last London Stata User's
meeting. You can get the slides from
http://ideas.repec.org/s/boc/usug06.html and my website
http://home.fsw.vu.nl/m.buis/ .

HTH,
Maarten

--- "Cheng, Xiaoqiang" <Xiaoqiang.Cheng@econ.kuleuven.be> wrote:
> BTW, since  "glm"  estimates likelihood, should we then interpret the
> coefficients of regressors as probability? 


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

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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


		
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