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From |
"Verkuilen, Jay" <[email protected]> |

To |
<[email protected]> |

Subject |
st: RE: RE: RE: fractional logit? |

Date |
Fri, 1 Feb 2008 14:35:25 -0500 |

>>ALso consider using a beta distribution to model the fractions - ssc describe betafit<< Having written a paper on beta regression (and others in the works), I obviously like it, but it's missing an important issue, namely the fact that the time allocations are correlated due to a sum constraint. For instance, let's say there are three tasks, A, B and C. Knowledge of how much time is allocated to A and B automatically gives knowledge of C, which in turn induces a negative correlation among the three proportions. Now, many people like the notion of using the Dirichlet distribution to model this but it's got a serious issue: The Dirichlet's association structure is completely determined by the marginals. This is highly undesirable in general. Aitchison's book shows several examples of datasets that cannot possibly be Dirichlet. He provides several options, most notably one based on the multivariate Johnson family. Thanks to Nick for the proper citation for Aitchison's book. Jay * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: RE: RE: fractional logit?***From:*"Feiveson, Alan H. (JSC-SK311)" <[email protected]>

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