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Re: st: new package on ssc fmlogit


From   "Murali Kuchibhotla" <muralik@iastate.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: new package on ssc fmlogit
Date   Wed, 12 Nov 2008 08:53:00 -0600 (CST)

Maarten,
        There seems to be a problem with the help file for fmlogit.It states:
"Note that cases will be ignored if the one or more of the dependent   
variables has a value less than or equal to zero or more than or equal to one or
if the dependent variables don't add up to one". Since fmlogit was written to
especially accommodate the dependent variables taking on values of 0 or 1, the
language here probably needs to be changed.

Murali




> Thanks to Kit Baum a new package is available on SSC: -fmlogit-.
> -fmlogit- fits by quasi maximum likelihood a fractional multinomial
> logit model. It models a set of dependent variables that each must
> range between 0 and 1 and must always, for each observation, add up to
> 1: for example, they may be proportions. It is a multivariate
> generalization of the fractional logit model proposed by Papke and
> Wooldridge (1996). 
> 
> -fmlogit- is an alternative to -dirifit- by me, Nick Cox and Stephen
> Jenkins and is also downloadable from SSC. -fmlogit- may be
> particularly useful in large dataset when some of the proportions that
> are being model are either zero or one, and there is nothing special
> about those zeros and ones, for instance they occurred through rounding
> during measurement. Sometimes, the zeros and ones occur through a
> special process, for example the proportion time spent taking care of
> children will have a reasonably smooth distribution well away from zero
> except for a spike at zero for those persons without children.
> -fmlogit- cannot take care of those situations.
> 
> To install -fmlogit- type -ssc install fmlogit-.
> 
> -- 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):619--632.
> 
> 
> PS. those who are worried about my dissertation progress: I just
> finished two chapters, so I decided that I could indulge in an
> afternoon of programming.
> 
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
> 
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room N515
> 
> +31 20 5986715
> 
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
> 
> 
>       
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Murali Kuchibhotla
Department of Economics
Iowa State University
Office:75,Heady
Phone:515-294-5452


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