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From |
Maarten buis <[email protected]> |

To |
stata list <[email protected]> |

Subject |
st: updates for betafit dirifit and propcnsreg available |

Date |
Mon, 1 Sep 2008 15:41:47 +0100 (BST) |

Thanks to Kit Baum updates for the -betafit-, -dirifit-, and -propcnsreg- packages are now available from SSC. To install these updates type -ssc install package_name, replace- (where package_name is either betafit, dirifit, or propcnsreg), or -adoupdate, update-. -betafit- allows one to estimate a regression on a depedent variable which has a bounded range, for example a proportion which can by definition only take values between 0 and 1. Mark Fossett pointed out a bug in the way fweights are handled, this has been fixed. -dirifit- is a multivariate generalization of -betafit-, instead of modeling one proportion one can model multiple proportions which have to add up to one, e.g. the proportion of a city budget spent on the categories social services, security, roads, and other. Garry Anderson pointed out that at the top of the output -dirifit- reports a Wald test of the hypothesis that the coefficients of all variables in the first equation are zero. This is the default for -ml-, but in case of -dirifit- a more sensible hypothesis would be that the coefficients of all variables in all equations are zero. -propcnsreg- fits by maximum likelihood a linear regression with a proportionality constraint. Consider a model where the explained variable (y) depends on two explanatory variables (x1 and x2). Furthermore suppose that the effects of x1 and x2 differ for different values of a third variable (x3), i.e. the model contains interaction effects between x1 and x3 and between x2 and x3. The proportionality constraint imposes the constraint that the effects of x1 and x2 change by the same proportion as x3 changes. So if the effect of x1 doubles for a unit change in x3, than so does the effect of x2. Part of the output is a test comparing the constrained and the unconstrained model. In the last update I added a error by estimating the unconstrained model without taking the -if- and -in- selections, and the weights into account. This has been fixed. -- 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/ ----------------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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