Sorry, I missed the part about N being zero also . So the model has to
take into account that N can be zero. As an example, n|N ~ binomial(N,
p) if N > 0, otherwise n=0; and N has a Poisson distribution. p and or
the Poisson mean may vary randomly from firm to firm (random effects),
but is fixed within a firm. May require a customized -ml- program, or
maybe even a Bayesian approach. I am assuming that both N and n vary
within the observations pertaining to the same firm. Is this correct?
Al F.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Feiveson,
Alan H. (JSC-SK311)
Sent: Tuesday, December 30, 2008 3:19 PM
To: [email protected]
Subject: RE: st: regression with dependent variable ranging from 0 to 1
Andrea -
Are n and N counts? What range of values do they take on? Can n be
thought of as a binomial sample from N? Then try -glm- as before but
using n as the dependent variable, not G or H. Still, clustering on
firms, should probably be taken into account. Perhaps this can be done
using -xtlogit- on a 0-1 variable that sums to n.
Al F.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Andrea
Rispoli
Sent: Tuesday, December 30, 2008 3:06 PM
To: [email protected]
Subject: Re: st: regression with dependent variable ranging from 0 to 1
I typed:
glm depvar indepvar1 indepvar2... indepvarn, link(logit) robust nolog
when I tried
glm depvar indepvar1 indepvar2... indepvarn, link(logit)
family(binomial) robust nolog
I got
"note: depvar has noninteger values"
Actually, the great majority of my data are zeros: 204581 over 213000
observation. What do you mean exactly with "model separately"?
Austin:
Sorry, I gave a wrong information: this is actually 1-H, that is why I
have several 0s Let me say it more in detail:
Dep var = Log(1+G)
where G=1-H and H=S(n/N)^2 (an Herfindahl index)
I have 0 for all the cases in which H=1 and for all the cases in which n
and N=0
Al:
no clustering variable, but indeed I have 10 observations for each firm
(I use dummies for dealing with this) and indeed some indep variables
have the same values for all the 10 obs and sometimes the depvar is the
same for some of the 10 obs
Thank you!
On Tue, Dec 30, 2008 at 8:16 PM, Maarten buis <[email protected]>
wrote:
> --- Andrea Rispoli <[email protected]> wrote:
>> It is an Herfindahl index of concentration, it ranges from 0 to 1 (in
>> principle) : in my specific case:
>>
>> Variable | Obs Mean Std. Dev. Min Max
>>
> -------------+--------------------------------------------------------
>> H | 213620 .0190621 .0920916 0 .6477536
>
> How many zeros do you have? ( type in Stata: -count if H == float(0)-
> ) Even though it is possible for a fractional logit to model a
> dependent variable that includes zero (and one), if there are too many
> of these, then that might indicate that these zeros occur due to a
> separate process and need to be modeled separately.
>
> -- 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 N515
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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