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Re: st: RE: RE: RE: RE: Re: Compositional data


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: RE: RE: Re: Compositional data
Date   Wed, 5 Mar 2008 23:21:46 +0000 (GMT)

--- "Verkuilen, Jay" <JVerkuilen@gc.cuny.edu> wrote:
> As an aside, why did you guys kick out simplex corner observations in
> the Dirichlet model? These are perfectly valid observations, indeed
> quite possibly very informative ones since they say "I spent all my
> budget on X". A boundary point is a pain because the likelihood is
> undefined there, but the procedure described in one of Tim Fry's
> articles (Fry, et al, Modelling Zeroes in Microdata, Applied
> Economics, 2000, 33, 383-392) avoids the problem and preserves
> subcompositional invariance. 

Last year I posted some code on statalist to estimate a "multinomial
fractional logit", which is basically an extension of (Papke and
Wooldridge 1996): 

http://www.stata.com/statalist/archive/2007-05/msg00449.html

I never got around turning it into full Stata package, but it does
allow for zeros and ones.

-- Maarten

Papke, Leslie E. and Jeffrey M. Wooldridge. 1996. `Econometric Methods
for Fractional Response Variables with an Application to 401(k) Plan
Participation Rates.' Journal of Applied Econometrics 11(6):619632.

-----------------------------------------
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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