Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: update fmlogit available


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   stata list <statalist@hsphsun2.harvard.edu>
Subject   st: update fmlogit available
Date   Fri, 16 Oct 2009 08:20:56 -0700 (PDT)

Thanks to Kit Baum, an update of the -fmlogit- package is now available
from SSC. The main change is that -fmlogit- is now faster. (For those 
interested in the technical details: it now maximizes the quasi 
likelihood function using the d2 method rather than the lf method, and
provides better starting values.)

-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). 

Those who already have a copy of the program can update it by either
typing -ssc instal fmlogit, replace- or -adoupdate, update-. Those 
who don't have a copy yet can instal it by typing -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.


--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

Send instant messages to your online friends http://uk.messenger.yahoo.com 

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index