Stata tip 63: Modeling proportions

Stata Journal

Volumn 8, Issue 2, 2008, Pages 299-303

  Baum, Christopher F ^a  

^a BOSTON COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 48249138140     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x0800800212     Document Type: Article

References (4)

1. Cook, D. O., R. Kieschnick, and B. D. McCullough. 2008. Regression analysis of proportions in finance with self selection. Journal of Empirical Finance. In press.
2. Li, K., and R. Nagpurnanand. 2007. Self-selection models in corporate finance. In Handbook of Corporate Finance: Empirical Corporate Finance, ed. B. E. Eckbo, chap. 2. Amsterdam: Elsevier.
3. McDowell, A., and N. J. Cox. 2001. FAQ: How do you fit a model when the dependent variable is a proportion? http://www.stata.com/support/faqs/stat/ logit.html.
4. Papke, L. E., and J. M. Wooldridge. 1996. Econometric methods for fractional response variables with an application to 401(K) plan participation rates. Journal of Applied Econometrics 11: 619-632.