RELOGIT: Stata module to perform Rare Event Logistic Regression

Michael Tomz (), Gary King and Langche Zeng ()
Additional contact information
Michael Tomz: Harvard University
Langche Zeng: Harvard University

Statistical Software Components from Boston College Department of Economics

Abstract: relogit is a suite of programs for estimating and interpreting logit results when the sample is unbalanced (one outcome is rarer than the other) or has been selected by a rule correlated with the dependent variable. RELOGIT estimates the same logit model as the logit command, but with an estimator that give lower mean square error in the presence of rare events data for coefficients, probabilities, and other quantities of interest.

Language: Stata
Requires: Stata version 6
Keywords: logit; logistic regression (search for similar items in EconPapers)
Date: 2021-04-20
Note: This module should be installed from within Stata by typing "ssc install relogit". 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/r/relogit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/relogit.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/relogitq.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/relogitq.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/setx.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/setxHL.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/setx.sthlp help file (text/plain)

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