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

Giacomo Zanello ()
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Giacomo Zanello: University of Reading

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 10 and ilr from SSC (q.v.)
Keywords: isometric log ratio; compositional data (search for similar items in EconPapers)
Date: 2024-02-03
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.
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http://fmwww.bc.edu/repec/bocode/c/compreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/compreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gdp.dta supplementary data file (application/x-stata)

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