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FMLOGIT: Stata module fitting a fractional multinomial logit model by quasi maximum likelihood

Maarten Buis ()

Statistical Software Components from Boston College Department of Economics

Abstract: fmlogit fits by quasi maximum likelihood a fractional multinomial logit model. It models a set of dependent variables that each must range between 0 and 1 and must always, 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), Econometric Methods for Fractional Response Variables with an application to 401(k) Plan Participation Rates. Journal of Applied Econometrics 11(6):619--632.

Language: Stata
Requires: Stata version 8.2
Keywords: compositional data; fractional logit; proportion (search for similar items in EconPapers)
Date: 2008-06-19, Revised 2017-02-16
Note: This module should be installed from within Stata by typing "ssc install fmlogit". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.
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