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From |
"Feiveson, Alan H. (JSC-SK311)" <Alan.H.Feiveson@nasa.gov> |

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Wed, 31 Dec 2008 12:14:45 -0600 |

Andrea - Yours is indeed an interesting problem - I was hoping someone else on the list might have a better idea, but as a starter, you could try modeling n|N and N separately. For n given N, (only for those cases where N > 0 )you could try GEE. In Stata this would be -xtgee- with a binomial family and logit link to coount for the dependence within firms. The command would look something like xtgee n x1 x2 x3 if N>0,fam(bin N) link(logit) robust i(firm) For N you could try a zero-inflated Poisson or negative binomial with random effects (-xtpoisson- or -xtnbreg-) Al Feiveson -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Andrea Rispoli Sent: Wednesday, December 31, 2008 8:44 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: regression with dependent variable ranging from 0 to 1 yes On Tue, Dec 30, 2008 at 10:28 PM, Feiveson, Alan H. (JSC-SK311) <Alan.H.Feiveson@nasa.gov> wrote: > Sorry, I missed the part about N being zero also . So the model has to > take into account that N can be zero. As an example, n|N ~ > binomial(N, > p) if N > 0, otherwise n=0; and N has a Poisson distribution. p and or > the Poisson mean may vary randomly from firm to firm (random effects), > but is fixed within a firm. May require a customized -ml- program, or > maybe even a Bayesian approach. I am assuming that both N and n vary > within the observations pertaining to the same firm. Is this correct? > > Al F. > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Feiveson, > Alan H. (JSC-SK311) > Sent: Tuesday, December 30, 2008 3:19 PM > To: statalist@hsphsun2.harvard.edu > Subject: RE: st: regression with dependent variable ranging from 0 to > 1 > > 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 >> >> visiting address: >> Buitenveldertselaan 3 (Metropolitan), room N515 >> >> +31 20 5986715 >> >> http://home.fsw.vu.nl/m.buis/ >> ----------------------------------------- >> >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: regression with dependent variable ranging from 0 to 1***From:*"Andrea Rispoli" <andrea.rspl@gmail.com>

**Re: st: regression with dependent variable ranging from 0 to 1***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: st: regression with dependent variable ranging from 0 to 1***From:*"Andrea Rispoli" <andrea.rspl@gmail.com>

**RE: st: regression with dependent variable ranging from 0 to 1***From:*"Feiveson, Alan H. (JSC-SK311)" <Alan.H.Feiveson@nasa.gov>

**RE: st: regression with dependent variable ranging from 0 to 1***From:*"Feiveson, Alan H. (JSC-SK311)" <Alan.H.Feiveson@nasa.gov>

**Re: st: regression with dependent variable ranging from 0 to 1***From:*"Andrea Rispoli" <andrea.rspl@gmail.com>

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