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COMPREG: Stata module to estimate a compositional regression with isometric log-ratio (ILR) transformation of the components

Author

Listed:
  • Giacomo Zanello

    (University of Reading)

Programming Language

Stata

Abstract

compreg estimates a compositional regression with isometric log-ratio (ILR) transformation of the components. Compositional regression with isometric log-ratio (ILR) transformation is a statistical method used when dealing with compositional data, independent variables represent parts of a whole and sum up to a constant, e.g. 1, 100%, or any number (1440 for the minutes in a day). Such data are common in multiple fields, for example economics, environment, ecology, in which data are often proportions or percentages. The challenge with compositional data is their constrained nature, which can lead to spurious correlations and statistical issues if standard regression techniques are applied directly.

Suggested Citation

  • Giacomo Zanello, 2024. "COMPREG: Stata module to estimate a compositional regression with isometric log-ratio (ILR) transformation of the components," Statistical Software Components S459291, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459291
    Note: This module should be installed from within Stata by typing "ssc install compreg". 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/c/compreg.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/compreg.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/gdp.dta
    File Function: supplementary data file
    Download Restriction: no
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