Following up on David's comment, there is a Stata FAQ on this topic at "How
does one estimate a model when the dependent variable is a proportion?"
(http://www.stata.com/support/faqs/stat/logit.html) and at the UCLA Academic
Technology Services: "How does one do regression when the dependent variable
is a proportion?" (http://www.ats.ucla.edu/stat/stata/faq/proportion.htm )
Hope this helps,
Scott
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of David Greenberg
Sent: Thursday, June 17, 2004 6:25 PM
To: [email protected]
Subject: Re: st: probit
You should not use probit (or logit). Treat your dependent variable as
continuous, ranging between 0 and 1. To linearize the equation, create a new
variable, ln[PIT/(1-PIT)] and treat that as a dependent variable. This will
work as long as you don't have values in which PIT is 0 or 1. If you do, you
may need to use a different transformation.
- David Greenberg, Sociology Department, New York University
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