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st: RE: RE: out-of-sample predictions with GLM

From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: out-of-sample predictions with GLM
Date   Thu, 26 Jul 2007 15:17:43 +0200

---I wrote:
> A situation where you want proportions to add up to 1
> within an observation occurs when you have for each
> observation multiple proportions, e.g. for each city
> you have the proportions of the city budget spent on
> safety, education, transport, etc. In this case the
> proportions within a city should add up to 1. A model
> that deals with this situation is -dirifit-,see:

A couple of months ago I posted a fractional multinomial 
logit -fmlogit- on the statalist

-fmlogit- relates to -dirifit- like fractional logit relates 
to beta regression. 

Can you tell us a bit more about your problem? What are
the dependent and independent variables? Do you have many 
observations with a proportion equal to 0 or 1. Papke and 
Wooldridge are overly optimistic about the ability of
dealing with those problems using the fractional 
(binomial or multinomial) logit model.

Hope this helps,

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

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

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