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st: RE: simultaneous regression for proportions


From   "Joseph Coveney" <[email protected]>
To   <[email protected]>
Subject   st: RE: simultaneous regression for proportions
Date   Tue, 7 Apr 2009 10:46:18 +0900

Mike Wazowski wrote:

is there a way in stata to estimate a simultaneous model with two dependent
variables that represent proportions?  as suggested on
http://www.stata.com/support/faqs/stat/logit.html, i can do it for a single dv
with

glm ...., link(logit) family(binomial) robust

a search of statalist archives for "simultaneous and proportion" did not return
any meaningful queries.

i have cross sectional data only (one time period).

--------------------------------------------------------------------------------

Perhaps you could use -cluster(panel_id)- with -glm- (or -xtgee- analogously),
or you could fit a linear model after a variance-stabilizing transformation,
such arcsine-square-root.

Joseph Coveney



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