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

Author

Listed:
  • Maarten L. Buis

    (University of Konstanz)

Programming Language

Stata

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.

Suggested Citation

  • Maarten L. Buis, 2008. "FMLOGIT: Stata module fitting a fractional multinomial logit model by quasi maximum likelihood," Statistical Software Components S456976, Boston College Department of Economics, revised 16 Feb 2017.
    • Handle: RePEc:boc:bocode:s456976
    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 (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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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/f/fmlogit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fmlogit.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fmlogit_lf.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fmlogit_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fmlogit_d2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/d/dfmlogit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fmlogit_postestimation.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/citybudget.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fmlogit_ex.ado
    File Function: sample file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Schweri, Juerg & Hartog, Joop, 2014. "Do wage expectations influence the decision to enroll in nursing college?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100542, Verein für Socialpolitik / German Economic Association.
    2. Nam, Suhyeon, 2012. "Multiple Fractional Response Variables with Continuous Endogenous Explanatory Variables," MPRA Paper 42696, University Library of Munich, Germany.
    3. Kan, Iddo & Kimhi, Ayal & Kaminski, Jonathan, 2014. "The impact of climate change on agriculture and food prices: combining a micro land use model and a market equilibrium model," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 183024, European Association of Agricultural Economists.
    4. David Chilosi & Giovanni Federico, 2021. "The effects of market integration during the first globalization: a multi-market approach," European Review of Economic History, European Historical Economics Society, vol. 25(1), pages 20-58.
    5. Vincenzina Caputo & Jayson L. Lusk, 2020. "What agricultural and food policies do U.S. consumers prefer? A best–worst scaling approach," Agricultural Economics, International Association of Agricultural Economists, vol. 51(1), pages 75-93, January.
    6. Zhu Wang & Alexander L. Wolman, 2016. "Consumer Payment Choice in the Fifth District: Learning from a Retail Chain," Economic Quarterly, Federal Reserve Bank of Richmond, issue 1Q, pages 51-78.
    7. Zhu Wang & Alexander L. Wolman, 2018. "The Decline in Currency Use at a National Retail Chain," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 53-77.
    8. Becker, Gideon, 2014. "The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity," University of Tübingen Working Papers in Business and Economics 74, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
    9. Allen, James E. IV, 2014. "Determinants of Land Allocation in a Multi-Crop Farming System: An Application of the Fractional Multinomial Logit Model to Agricultural Households in Mali," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170175, Agricultural and Applied Economics Association.
    10. Kimhi, A., 2018. "Integrated Micro-Macro Structural Econometric Framework for Assessing Climate-Change Impacts on Agricultural Production and Food Markets," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276972, International Association of Agricultural Economists.
    11. James Barth & Dongyun Lin & Keven Yost, 2011. "Small and Medium Enterprise Financing in Transition Economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(1), pages 19-38, March.
    12. Zhu Wang & Alexander L. Wolman, 2014. "Payment Choice and the Future of Currency: Insights from Two Billion Retail Transactions," Working Paper 14-9, Federal Reserve Bank of Richmond.
    13. Tran, Tuyen & Vu, Huong, 2013. "Farmland loss, nonfarm diversification and inequality: A micro-econometric analysis of household surveys in Vietnam," MPRA Paper 47596, University Library of Munich, Germany.
    14. Sofia Vale & Francisco Camões, 2017. "Housing valuation, wealth perception, and households’ portfolio composition," EcoMod2017 10565, EcoMod.
    15. Sophie Hedges & Rebecca Sear & Jim Todd & Mark Urassa & David Lawson, 2019. "Earning their keep? Fostering, children's education, and work in north-western Tanzania," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 41(10), pages 263-292.

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