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RE: st: The dependent variable is a multi-proportion in actual values

From   "Nick Cox" <>
To   <>
Subject   RE: st: The dependent variable is a multi-proportion in actual values
Date   Tue, 16 Jun 2009 11:32:20 +0100

Maarten gives a very good summary here. I'd particularly underline that this field, like almost all in statistical science, contains problems that arise in several sciences. There is a big world beyond econometrics! 

I would add the nuance that any credit here given to geographers for originating techniques belongs mostly to geologists. The reference Maarten cites is one gateway to the literature. On the other hand, geographers have contributed more than geologists by way of Stata code, both in this territory and more generally. 


Maarten buis

--- On Tue, 16/6/09, timothy adler wrote:
> I am just surprised that this fractional logit and
> compositional data analysis appears in stata, but the
> econometrics behind it is underexplored or not (fully)
> discussed.

Notice that what appeared in Stata is mostly user written
with the exception of the way we can trick -glm- to 
fit a fractional logit model. StataCorp is for good 
reason conservative whith what it implements in official
Stata, this way they won't have to retract any commands. 
However, StataCorp allows and encourages users to write 
their own commands implementing whatever technique a 
user may think is useful, regardless whether the 
technique has fully matured or is still "bleeding edge". 

My impression of the state of the art with respect to
compositional data analysis ist that this may be 
underexplored within econometrics (though Jeff 
Wooldridge has definately worked and published on it), 
but in other sciences real progress is being made, in 
particular within geography. There are enough open 
questions to justify it not being implemented in 
official Stata (e.g. how to handle proportions of 
exactly 0 or 1), but that is more a matter that a 
concensus needs to appear of what reasonable but 
faulty solution is the most reasonable/least faulty. 

-- Maarten

Another reference is:

A Buccianti, G Mateu-Figueras and V Pawlowsky-Glahn (2006)
Compositional Data Analysis in the Geosciences: From Theory
to Practice. Geological Society special publication, no. 264
London : Geological Society. 

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