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Re: st: Marginal Effects: Logit Transformation


From   "Ana R. Rios" <arorigal@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Marginal Effects: Logit Transformation
Date   Wed, 12 Sep 2007 13:29:14 -0700 (PDT)

Thank you for the information, the presentation
material was very helpful.

Another question, how can I implement a fractional
logit when I have an endogenous explanatory variable
in the model?

Regards,

Ana Rios
--- Maarten buis <maartenbuis@yahoo.co.uk> wrote:

> --- "Ana R. Rios" <arorigal@yahoo.com> wrote:
> > I am using a logit transformation to estimate a
> model
> > where the dependent variable is a proportion. 
> After
> > estimating the model using OLS, how can I get the
> > marginal effects and standard errors of the
> marginal
> > effects?
> 
> It is better to either go for a beta regression
> using -betafit-
> (downloadable from ssc) or use a fractional logit
> (-glm- with the
> -family(binomial)- and -robust- options) as
> described in my
> presentation at the UK Stata Users' meeting last
> year (for that and
> more see:
> http://home.fsw.vu.nl/m.buis/software/betafit.html).
> The
> presentation also describes tools to get marginal
> effects for those
> models.
> 
> 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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