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Re: st: The dependent variable is a multi-proportion in actual values


From   [email protected]
To   [email protected]
Subject   Re: st: The dependent variable is a multi-proportion in actual values
Date   Sat, 13 Jun 2009 20:23:40 -0400

--
-fmlogit- by Maarten Buis (downloadable from SSC) does regression on
such fractional or compositional data.

Steve

On Sat, Jun 13, 2009 at 9:09 AM, jverkuilen<[email protected]> wrote:
> See John Aitchison, 2003, Compositional Data Analysis. -dirifit- implements the Dirichlet model, which is highly restrictive. Otherwise you need to transform the proportions and use a multivariate multiple regression type approach.
>
> Nick Cox has some nice plots from the CDA tradition implemented in Stata, eg., -triplot-.
>
> -----Original Message-----
> From: "timothy adler" <[email protected]>
> To: [email protected]
> Sent: 6/12/2009 7:23 AM
> Subject: st: The dependent variable is a multi-proportion in actual values
>
> Hello Stata experts,
>
> Would anyone know of a technique to use when I want to do a regression on a dependent variable which is a multi-proportion?
>
> In particular, I want to estimate the effect of gender on (1) spending on food (2) spending on clothing and (3) spending on recreation.
>
> I cannot use mlogit, because these are actual spending proportions, not categorical values, and I want to estimate them in one regression to know their relationships, like one spending increasing more than the others.
>
> Much appreciated for any help.
>
> Tim
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