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Re: st: command for fractional logit model


From   Sara Borelli <saraborelli77@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: command for fractional logit model
Date   Thu, 11 Oct 2012 14:16:59 -0400

Dimitry,
thank you very much, this is very helpful!
Sara

On Wed, Oct 10, 2012 at 6:22 PM, Dimitriy V. Masterov
<dvmaster@gmail.com> wrote:
> Sara,
>
> Take a look at Stata Tip 63
> (http://www.stata-journal.com/sjpdf.html?articlenum=st0147).
>
> There's also the ssc fraclogit command, which uses  iteratively
> reweighted least squares in repeated calls to glm.
>
>
> DVM
>
> On Wed, Oct 10, 2012 at 3:07 PM, Sara Borelli <saraborelli77@gmail.com> wrote:
>> Hello statlist,
>>
>> I need to fit a model where the depended variable is a fraction (with
>> several values on zero) and I was thinking to use the fractional logit
>> model developed by Papke and Wooldridge (1996) which seems to be
>> appropriate for my application.  I read that this can be implemented
>> using  glm. I would like to know whether the command:
>>
>> glm y x1 x2... xk, family(binomial) link(logit) robust
>>
>> is the correct one to use, or if there is another/more appropriate
>> command to use
>>
>> Thanks in advance for any help,
>>
>> Sara
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