# RE: st: regression with dependent variable ranging from 0 to 1

 From "Feiveson, Alan H. (JSC-SK311)" To Subject RE: st: regression with dependent variable ranging from 0 to 1 Date Tue, 30 Dec 2008 15:19:22 -0600

```Andrea -

Are n and N counts? What range of values do they take on? Can n be
thought of as a binomial sample from N? Then try -glm- as before but
using n as the dependent variable, not G or H.  Still, clustering on
firms, should probably be taken into account. Perhaps this can be done
using -xtlogit- on a 0-1 variable that sums to n.

Al F.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Andrea
Rispoli
Sent: Tuesday, December 30, 2008 3:06 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: regression with dependent variable ranging from 0 to 1

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
>
> Buitenveldertselaan 3 (Metropolitan), room N515
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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