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Re: st: regression with dependent variable ranging from 0 to 1


From   "Andrea Rispoli" <andrea.rspl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: regression with dependent variable ranging from 0 to 1
Date   Tue, 30 Dec 2008 22:06:29 +0100

I typed:
glm  depvar indepvar1 indepvar2... indepvarn, link(logit) robust nolog

when I tried

glm  depvar indepvar1 indepvar2... indepvarn,  link(logit)
family(binomial) robust nolog
I got
"note: depvar has noninteger values"

Actually, the great majority of my data are zeros: 204581 over 213000
observation. What do you mean exactly with "model separately"?

Austin:
Sorry, I gave a wrong information: this is actually 1-H, that is why I
have several 0s
Let me say it more in detail:
Dep var = Log(1+G)
where G=1-H and  H=S(n/N)^2 (an Herfindahl index)

I have 0 for all the cases in which H=1 and for all the cases in which n and N=0


Al:
no clustering variable, but indeed I have 10 observations for each
firm (I use dummies for dealing with this) and indeed some indep
variables have the same values for all the 10 obs and sometimes the
depvar is the same for some of the 10 obs

Thank you!


On Tue, Dec 30, 2008 at 8:16 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- Andrea Rispoli <andrea.rspl@gmail.com> wrote:
>> It is an Herfindahl index of concentration, it ranges from 0 to 1 (in
>> principle) : in my specific case:
>>
>> Variable |       Obs        Mean    Std. Dev.       Min        Max
>>
> -------------+--------------------------------------------------------
>>  H         |    213620    .0190621    .0920916          0   .6477536
>
> How many zeros do you have? ( type in Stata: -count if H == float(0)- )
> Even though it is possible for a fractional logit to model a dependent
> variable that includes zero (and one), if there are too many of these,
> then that might indicate that these zeros occur due to a separate
> process and need to be modeled separately.
>
> -- 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 N515
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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