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Fitting a fractional multinomial logit model by quasi maximum likelihood

        fmlogit depvars [weight] [if] [in] [, etavar(varlist)
                 cluster(clustervar) constraints(numlist|matname)} level(#)
                 nolog maximize_options ]

    by ... : may be used with betafit; see help by.

    fweights, and pweights are allowed; see help weights.


Description

    fmlogit fits by quasi maximum likelihood a fractional multinomial logit
    model. Each variable in depvarlist ranges between 0 and 1 and all
    variables in depvarlist must, 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).

    Note that cases will be ignored if the one or more of the dependent
    variables has a value less zero or more than one or if the dependent
    variables don't add up to one.

    Also note that fmlogit always implies the robust option because the model
    is fitted using quasi maximum likelihood.


Options

    etavar() specifies the explanatory variables. (The name of this option
        originates from the symbol commonly used for the linear predictor,
        the Greek letter eta.)

    cluster(clustervar) specifies that the observations are independent
        across groups (clusters) but not necessarily within groups.
        clustervar specifies to which group each observation belongs; e.g.,
        cluster(personid) in data with repeated observations on individuals.
        See [U] 23.14 Obtaining robust variance estimates.

    constraints(numlist|matname)} specifies linear constraint(s) that are to
        be applied to the model; see help constraint.

    level(#) specifies the confidence level, in percent, for the confidence
        intervals of the coefficients; see help level.

    nolog suppresses the iteration log.

    maximize_options control the maximization process; see help maximize. If
        you are seeing many "(not concave)" messages in the log, using the
        difficult option may help convergence.

       
Example


    use http://fmwww.bc.edu/repec/bocode/c/citybudget.dta, clear

    fmlogit governing safety education recreation social urbanplanning, ///
        eta(minorityleft noleft houseval popdens)

    dfmlogit, at(minorityleft 0 noleft 0 )

    (click to run)


Author

    Maarten L. Buis, Universitaet Tuebingen
    maarten.buis@uni-tuegingen.de


References

    Papke, Leslie E. and Jeffrey M. 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.


Also see

    Online: help for fmlogit postestimation,