Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Limited dependent variable

From   "Christer Thrane" <>
To   <>
Subject   st: Re: Limited dependent variable
Date   Mon, 14 Aug 2006 18:42:45 +0200


I think this should be modelled as a multinomial logit, it's either a win, a tie, or a loss--I see no ordering here--hence -mlogit-. To take account of several observations per unit (the panel structure), use the -cluster- option.

If you are willling to dicotomize the dep var (say win versus loose or tie), you could use -xtlogit-.

There exists, as far as I know, no xt-variant for mlogit in Stata.


Professor Christer Thrane
Department of Social Science
Lillehammer University College
2626 Lillehammer, Norway
+ 47 61 28 81 70 (fax)
+ 47 61 28 82 47 (phone, work)
+ 47 61 25 53 04 (phone, home)
E-mail, work:
E-mail, home:

----- Original Message ----- From: <>
To: <>
Sent: Sunday, August 13, 2006 9:51 PM
Subject: st: Limited dependent variable

Dear stata community,

I am working with panel data and have a dependent variable that can take on 3
possible values of 0, 0.5 or 1. The dependent variable represents a wins
percentage with 1 representing a win, 0.5 representing a tie and 0 reflecting a
loss. I wish to regress this wins percentage variable on several explanatory

From reading through the FAQs and stata help facilities my understanding is that
this falls within the domain of a generalized linear model. Is it correct to use
-xtgee- and if so what option should I choose for the family and link choices?
Or should I be adopting a different approach?

Many thanks in advance.


This message was sent using IMP, the Internet Messaging Program.

* For searches and help try:

*   For searches and help try:

© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index