English, Article edition: FMLOGIT: Stata module fitting a fractional multinomial logit model by quasi maximum likelihood Maarten L. Buis

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  • code
Language
  • English

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Title
  • FMLOGIT: Stata module fitting a fractional multinomial logit model by quasi maximum likelihood
Author
  • Maarten L. Buis
Physical Description
  • code
Notes
  • 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), Econometric Methods for Fractional Response Variables with an application to 401(k) Plan Participation Rates. Journal of Applied Econometrics 11(6):619--632.
  • compositional data, fractional logit, proportion
  • RePEc:boc:bocode:s456976
Language
  • English
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