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From | "Dimitriy V. Masterov" <dvmaster@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: command for fractional logit model |
Date | Wed, 10 Oct 2012 15:22:53 -0700 |
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 > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/