--- [email protected] wrote:
> Using proportions data, I am estimating a GLM of
> the type described in Papke and Wooldridge's 1996
> article entitled "Econometric methods for fractional
> response variables...", Journal of Applied
> Econometrics, vol 11, 619-632.
>
> The Stata command to estimate the model is:
> glm y x1 x2, fam(bin) link(logit) robust
> One nice feature of the model is that the in-sample
> predictions (logically) sum to one.
Do you mean that:
the predicted proportion for observation 1 +
the predicted proportion for observation 2 +
the predicted proportion for observation 3 +
.
.
the predicted proportion for observation _N = 1 ?
This is not true. I also cannot think of any situation
in which that would be desirable.
A situation where you want proportions to add up to 1
within an observation occurs when you have for each
observation multiple proportions, e.g. for each city
you have the proportions of the city budget spent on
safety, education, transport, etc. In this case the
proportions within a city should add up to 1. A model
that deals with this situation is -dirifit-,see:
http://home.fsw.vu.nl/m.buis/software/dirifit.html
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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