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Re: st: Multinomial logit in stata


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multinomial logit in stata
Date   Fri, 3 Mar 2006 20:41:22 +0000 (GMT)

Hi Albert:
This question does occationally come up in the binomial form (choice between two options), and the
answer than is either assuming that the proportion is beta distributed and use -betafit- with the
-alternitive- option, or use a GLM approach recommended by Papke and Wooldridge(1996). Now the
multivariate equivalent of -betafit- would be -dirichletfit-, though that program has not been
written yet. You might have more luck trying to extent the approach of Papke and Wooldridge.
HTH,
Maarten

Leslie E. Papke and Jeffrey M. Wooldridge, "Econometric Methods for Fractional Response Variables
with an Application to 401(k) Plan Participation Rates", Journal of Applied Econometrics, Vol. 11,
No. 6, 1996, pp. 619-632.

--- Albert Newton <lacneo@gmail.com> wrote:
> Does anyone know if stata could do multinomial logit model with
> proportion as dependent variable.
> 
> e.g.
> 
> choice	formprop	city	Lmkrev	Lmkstat	Lgrowth	Lcable
> 1	0.22 	1.00 	5.47 	36.00 	0.03 	0.59
> 2	0.11 	1.00 	5.47 	36.00 	0.03 	0.54
> 3	0.06 	1.00 	5.47 	36.00 	0.03 	0.59
> 4	0.06 	1.00 	5.47 	36.00 	0.03 	0.59
> 5	0.56 	1.00 	5.47 	36.00 	0.03 	0.56
> 1	0.38 	2.00 	5.48 	39.00 	0.04 	0.59
> 2	0.22 	2.00 	5.48 	39.00 	0.04 	0.59
> 3	0.11 	2.00 	5.48 	39.00 	0.04 	0.59
> 4	0.06 	2.00 	5.48 	39.00 	0.04 	0.59
> 5	0.23 	2.00 	5.48 	39.00 	0.04 	0.59


-----------------------------------------
between 1/2/2006 and 31/3/2006 I will be
visiting the UCLA, during this time the
best way to reach me is by email

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


	
	
		
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