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Re: st: I would like to restrict the coeficients in a regression so that the estimated values belong to a certain pre-defined interval. Is this possible?


From   Petya Alexandrova <p.alexandrova@montesquieu-instituut.nl>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: I would like to restrict the coeficients in a regression so that the estimated values belong to a certain pre-defined interval. Is this possible?
Date   Tue, 22 Jan 2013 13:20:03 +0200 (EET)

You might want to consider the fractional logit model, proposed by Papke and Wooldridge:

Papke, L.E. & Wooldridge, J.M. (1996). Econometric methods for fractional response 
variables with an application to 401(k) plan participation rates. Journal of Applied
Econometrics 11(6): 619–632.

See also: Papke, L.E. & Wooldridge, J.M. (2008). Panel data methods for fractional response 
variables with an application to test pass rates. Journal of Econometrics 145: 121-133.

The Stata comand is:
glm y x1 x2...xk, family(binomial) link(logit) robust

There are other possibilities too. This persentation by Maarten Buis is very helpful:
http://www.dpc.de/fileadmin/templates/dpc-statistik/doc_pdf/add_info_stataUM/germany10_buis.pdf

Best,
Petya Alexandrova








 >-------- Original Letter --------

 >From: Geomina Turlea geomina@yahoo.fr

 >Subject: st: I would like to restrict the coeficients in a regression so that the estimated values belong to a certain pre-defined interval. Is this possible?

 >To: statalist@hsphsun2.harvard.edu

 >Sent on: Tuesday, 2013, January 22 13:04:08 EET



 
> Hello everybody! 
 
> I need to fill in missing data in a panel database of shares of ICT occupations in total occupations by country, industry and year. I am using a simple nested area unit level regression model. However, as the values of the depedent variable are shares, their predicted(estimated) value have to be restricted to the interval [0,1]. How can I do that using STATA? Thank you! 
 
> Geomina
 
> 
 
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