Re: st: command for fractional logit model

["Dimitriy V. Masterov" <dvmaster@gmail.com>]

Sara,

Take a look at Stata Tip 63
(http://www.stata-journal.com/sjpdf.html?articlenum=st0147).

There's also the ssc fraclogit command, which uses  iteratively
reweighted least squares in repeated calls to glm.


DVM

On Wed, Oct 10, 2012 at 3:07 PM, Sara Borelli <saraborelli77@gmail.com> wrote:
> Hello statlist,
>
> I need to fit a model where the depended variable is a fraction (with
> several values on zero) and I was thinking to use the fractional logit
> model developed by Papke and Wooldridge (1996) which seems to be
> appropriate for my application.  I read that this can be implemented
> using  glm. I would like to know whether the command:
>
> glm y x1 x2... xk, family(binomial) link(logit) robust
>
> is the correct one to use, or if there is another/more appropriate
> command to use
>
> Thanks in advance for any help,
>
> Sara
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