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st: RE: RE: out-of-sample predictions with GLM


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: out-of-sample predictions with GLM
Date   Thu, 26 Jul 2007 15:17:43 +0200

---I wrote:
> A situation where you want proportions to add up to 1
> within an observation occurs when you have for each
> observation multiple proportions, e.g. for each city
> you have the proportions of the city budget spent on
> safety, education, transport, etc. In this case the
> proportions within a city should add up to 1. A model
> that deals with this situation is -dirifit-,see:
> http://home.fsw.vu.nl/m.buis/software/dirifit.html 

A couple of months ago I posted a fractional multinomial 
logit -fmlogit- on the statalist 
http://www.stata.com/statalist/archive/2007-05/msg00449.html

-fmlogit- relates to -dirifit- like fractional logit relates 
to beta regression. 

Can you tell us a bit more about your problem? What are
the dependent and independent variables? Do you have many 
observations with a proportion equal to 0 or 1. Papke and 
Wooldridge are overly optimistic about the ability of
dealing with those problems using the fractional 
(binomial or multinomial) logit model.

Hope this helps,
Maarten

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

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

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


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