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RELOGIT: Stata module to perform Rare Event Logistic Regression

Author

Listed:
  • Michael Tomz

    (Harvard University)

  • Gary King

    (Harvard University)

  • Langche Zeng

    (Harvard University)

Programming Language

Stata

Abstract

relogit is a suite of programs for estimating and interpreting logit results when the sample is unbalanced (one outcome is rarer than the other) or has been selected by a rule correlated with the dependent variable. RELOGIT estimates the same logit model as the logit command, but with an estimator that give lower mean square error in the presence of rare events data for coefficients, probabilities, and other quantities of interest.

Suggested Citation

  • Michael Tomz & Gary King & Langche Zeng, 2021. "RELOGIT: Stata module to perform Rare Event Logistic Regression," Statistical Software Components S458936, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458936
    Note: This module should be installed from within Stata by typing "ssc install relogit". 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

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/relogit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/relogit.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/relogitq.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/relogitq.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/setx.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/setxHL.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/setx.sthlp
    File Function: help file
    Download Restriction: no
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