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FRM: Stata module to estimate and test fractional regression models

Author

Listed:
  • Joaquim J. S. Ramalho

    (Universidade de Evora, Portugal)

Programming Language

Stata

Abstract

This package includes six Stata modules for estimating and testing fractional regression models (Ramalho, Ramalho and Murteira, 2011, Alternative estimating and testing empirical strategies for fractional regression models, Journal of Economic Surveys, 25(1), 19-68). frm estimates one-part and two-part fractional regression models. frm_reset and frm_ggoff test the link specification in one-part and the individual components of two-part fractional regression models using, respectively, the RESET and the GGOFF tests. frm_ptest tests the link specification and/or alternative sets of non-nested regressors in one-part and two-part fractional regression models using the P test. frm_pe calculates average and conditional partial effects in one-part and two-part fractional regression models. frm_cauchit provides the Cauchit link function for estimating a fractional or binary regression model using the Stata module frm.

Suggested Citation

  • Joaquim J. S. Ramalho, 2012. "FRM: Stata module to estimate and test fractional regression models," Statistical Software Components S457542, Boston College Department of Economics, revised 28 May 2014.
    • Handle: RePEc:boc:bocode:s457542
    Note: This module should be installed from within Stata by typing "ssc install frm". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/f/frm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/frm.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/frm_pe.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/frm_pe.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/frm_ptest.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/frm_ptest.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/frm_reset.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/frm_reset.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/frm_ggoff.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/frm_ggoff.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/frm_cauchit.ado
    File Function: program code
    Download Restriction: no
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