Limdep could handle this regression with mutivariate proportion as
dependent variable. I just wonder if Stata has the couterpart program
for that.
Albert
On 3/3/06, Maarten buis <[email protected]> wrote:
> Hi Albert:
> This question does occationally come up in the binomial form (choice between two options), and the
> answer than is either assuming that the proportion is beta distributed and use -betafit- with the
> -alternitive- option, or use a GLM approach recommended by Papke and Wooldridge(1996). Now the
> multivariate equivalent of -betafit- would be -dirichletfit-, though that program has not been
> written yet. You might have more luck trying to extent the approach of Papke and Wooldridge.
> HTH,
> Maarten
>
> Leslie E. Papke and Jeffrey M. Wooldridge, "Econometric Methods for Fractional Response Variables
> with an Application to 401(k) Plan Participation Rates", Journal of Applied Econometrics, Vol. 11,
> No. 6, 1996, pp. 619-632.
>
> --- Albert Newton <[email protected]> wrote:
> > Does anyone know if stata could do multinomial logit model with
> > proportion as dependent variable.
> >
> > e.g.
> >
> > choice formprop city Lmkrev Lmkstat Lgrowth Lcable
> > 1 0.22 1.00 5.47 36.00 0.03 0.59
> > 2 0.11 1.00 5.47 36.00 0.03 0.54
> > 3 0.06 1.00 5.47 36.00 0.03 0.59
> > 4 0.06 1.00 5.47 36.00 0.03 0.59
> > 5 0.56 1.00 5.47 36.00 0.03 0.56
> > 1 0.38 2.00 5.48 39.00 0.04 0.59
> > 2 0.22 2.00 5.48 39.00 0.04 0.59
> > 3 0.11 2.00 5.48 39.00 0.04 0.59
> > 4 0.06 2.00 5.48 39.00 0.04 0.59
> > 5 0.23 2.00 5.48 39.00 0.04 0.59
>
>
> -----------------------------------------
> between 1/2/2006 and 31/3/2006 I will be
> visiting the UCLA, during this time the
> best way to reach me is by email
>
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z214
>
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>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
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