Thanks to Kit Baum an update of the -fmlogit- package is now
available on SSC. To intall this update type in Stata
-ssc install fmlogit, replace- or -adoupdate, update-. This
update fixes a bug in the way pweights were handeled, which
was kindly pointed out to me by Jorge González Chapela.
-fmlogit- fits by quasi maximum likelihood a fractional multinomial
logit model. It models a set of dependent variables that each
must range between 0 and 1 and must always, for each observation,
add up to 1: for example, they may be proportions. It is a
multivariate generalization of the fractional logit model
proposed by Papke and Wooldridge (1996),
-- Maarten
Papke, Leslie E. and Jeffrey M. Wooldridge. (1996) Econometric
Methods for Fractional Response Variables with an application
to 401(k) Plan Participation Rates. Journal of Applied
Econometrics 11(6):619--632.
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
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