FRACLOGIT: Stata module to estimate fractional logit model

Daniel Powers

Statistical Software Components from Boston College Department of Economics

Abstract: fraclogit carries out a quasi-likelihood estimation of a fractional logit model as described Wedderburn (Biometrika, 1974) and generalized by McCullagh (Annals of Statistics, 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 (J. Applied Econometrics, 1996).

Language: Stata
Requires: Stata version 12
Keywords: fractional logit; logit; quasi maximum likelihood; Wedderburn; McCullagh (search for similar items in EconPapers)
Date: 2012-08-23, Revised 2013-02-22
Note: This module should be installed from within Stata by typing "ssc install fraclogit". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/f/fraclogit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fraclogit.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fraclogit.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/w/wedderburn.dta sample data file (application/x-stata)

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