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RE: st: Multinomial logit in stata


From   "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Multinomial logit in stata
Date   Fri, 3 Mar 2006 14:47:48 -0600

Albert - 

Unless you had repeated observations for the same covariate pattern, I
don't see how proportions alone would be enough information to do proper
inference. Those same proportions could have arisen from 100, 1000 or
100000 observations. Clearly the inference would be different for those
situations. If you did have reps, then trying a beta or dirchlet model
fit might work.



Al Feiveson

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: Friday, March 03, 2006 2:41 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Multinomial logit in stata

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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