Thank you for the information, the presentation
material was very helpful.
Another question, how can I implement a fractional
logit when I have an endogenous explanatory variable
in the model?
Regards,
Ana Rios
--- Maarten buis <[email protected]> wrote:
> --- "Ana R. Rios" <[email protected]> wrote:
> > I am using a logit transformation to estimate a
> model
> > where the dependent variable is a proportion.
> After
> > estimating the model using OLS, how can I get the
> > marginal effects and standard errors of the
> marginal
> > effects?
>
> It is better to either go for a beta regression
> using -betafit-
> (downloadable from ssc) or use a fractional logit
> (-glm- with the
> -family(binomial)- and -robust- options) as
> described in my
> presentation at the UK Stata Users' meeting last
> year (for that and
> more see:
> http://home.fsw.vu.nl/m.buis/software/betafit.html).
> The
> presentation also describes tools to get marginal
> effects for those
> models.
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> 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
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
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