Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: RE: proportion as a dependent variable


From   Richard Herrell <[email protected]>
To   statalist <[email protected]>
Subject   Re: st: RE: proportion as a dependent variable
Date   Mon, 14 Jul 2003 15:41:22 -0500 (CDT)

How would one model, say, hematocrit as a DV (% of red blood cells in
whole blood)  in a way that the predictor variables would have a clear
biological interpretation?




On Mon, 14 Jul 2003, Nick Cox wrote:

> Ronnie Babigumira
>
> > I was attending a workshop in which one of the presenters
> > had a regression
> > in which a dependent variable was a proportion. One of the
> > participants
> > noted that it was wrong but didnt follow it up with a clear
> > explanation.
>
> Presumably the argument was that, given predictor x,
> a linear form a + bx must predict response values outside [0,1] for
> some x, so that at least in principle the functional
> form cannot be appropriate. In practice, if response were (say)
> proportion female and x were time, then the time at which the
> proportion passed outside the interval might be far outside the
> range of the data, but there are plenty of exceptions.
>
> This is most commonly mentioned, at least in my reading,
> as a simple argument why a + bx is likely to be a poor form
> for predicting responses which are either 0 or 1, an
> argument which usually leads to a case for logit or
> probit models. But the argument seems almost as strong
> for proportions. And -- historically -- logit as a
> transformation for continuous responses preceded logit
> as (in modern terms) a link function for binary responses.
> (The terminology of logit is more recent than its use.)
>
> Generalised linear models offer a nice approach to this
> question using e.g. logit link and some sensible family.
>
> There is a FAQ with further comments at
>
> How does one estimate a model when the dependent variable
> is a proportion?
> http://www.stata.com/support/faqs/stat/logit.html
>
> Nick
> [email protected]
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index