FMLOGIT: Stata module fitting a fractional multinomial logit model by quasi maximum likelihood

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FMLOGIT: Stata module fitting a fractional multinomial logit model by quasi maximum likelihood

Author Info

Maarten L. Buis () (Universitaet Tuebingen)

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Maarten L. Buis

Abstract

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.

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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456976.

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Programming language: Stata
Requires: Stata version 8.2
Date of creation: 19 Jun 2008
Date of revision: 16 Oct 2009
Handle: RePEc:boc:bocode:s456976

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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
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This page was last updated on 2009-12-22.

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