help fraclogit
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Title


    fraclogit -- Fractional logit model as implemented in Wedderburn (1974)
    and generalized by McCullagh (1983).

Syntax
        fraclogit depvar indepvars [if] [in] [weight], [options]

    options                    Description
    -------------------------------------------------------------------------
      eform                     odds ratio form results
 
     
        
Description

    fraclogit carries out a quasi-likelihood estimation of a fractional logit
    model as described Wedderburn (1974) and generalized by McCullah (1983).
    The dependent variable for fraclogit is assumed to a proportion in the
    (0,1) interval. This model was rediscovered two decades later by Papke
    and Wooldridge (1996).



Example (from Wedderburn 1974)

. use wedderburn, clear 
. fraclogit yield i.site i.variety
. margins variety

Estimation Details

    fraclogit uses iteratively reweighted least squares in repeated calls to 
    glm.


Saved Results

fraclogit saves the following in e():

    Scalars   
      e(N)           number of observations
      e(df)          number of model parameters
      e(dev)         deviance
      e(rmse)        root mse (dispersion)

    Macros    
      e(depvar)      name of dependent variable
    Matrices  
      e(b)           1 X K vector of estimates
      e(V)           K X K variance-covariance matrix

    Functions 
      e(sample)       marks estimation sample


Authors

    Daniel A. Powers, University of Texas at
    Austin(dpowers@austin.utexas.edu).

References

    McCullagh, P. (1983) "Quasi-Likelihood Functions," Annals of Statistics.
    Vol. 11, No. 1, pp. 59-67.

    Papke, L.E. and J.W. Wooldridge (1996) "Econometric Methods for
    Fractional Response Variables With an Application to 401 (K) Plan
    Participation Rates," Journal of Applied Econometrics. Vol 11, No. 6, pp.
    619-632.

    Wedderburn, R.M.W. (1974) "Quasi-Likelihood Functions, Generalized Linear
    Models, and the Gauss-Newton Method," Biometrika, Vol. 61, No. 3, pp.
    439-447.



Also see