Stata Tip 63: Modeling Proportions

By Christopher F. Baum. 2008

355 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Agricultural and Biological Sciences, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/763988dce63e29c3d3505a2cf7c46be33fd130c8

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Citations in the corpus

Tobit models in strategy research: Critical issues and applications (2019, neutral): “…uncensored proportion (e.g., theoretically bounded between 0 and 100% without any censoring) scholars should consider the benefits of specific models such as the fractional Logit (see Papke & Wooldridge, 1996, 2008, Wulff & Villadsen, 2019 and Baum, 2008 for an application using the Stata package).”
Why do institutional investors buy green bonds: Evidence from a survey of European asset managers (2021, neutral): “See for instance Papke and Wooldridge (1996), Baum (2008) and Zheng and Agresti (2000) for discussions on how to model proportions when used as dependent variables and possible goodness of fit measures in GLM. 15 Due to the small sample size and to limit over-identification issues, we estimate…”
Estimating the Effect of State Zero Tolerance Laws on Exclusionary Discipline, Racial Discipline Gaps, and Student Behavior (2016, methodology): “Given the proportional nature of the outcome variable, I conducted a sensitivity analysis in which I utilized GLMs appropriate for fractional dependent variables (Baum, 2008; Papke & Wooldridge, 1996).”
Keep Your Cool or Let it Out: Nonlinear Effects of Expressed Arousal on Perceptions of Consumer Reviews (2017, methodology): “Analyses utilized fractional logit models to account for the bounded dependent variable (Baum 2008), and the sample was restricted to reviews with at least five votes.”
Predicting the performance of online consumer reviews: A sentiment mining approach to big data analytics (2014, positive): “Hence, we used binomial regression with logit transformation to examine hypotheses 6 through 8 using the following regression equation (Baum 2008): ܸ‫݈ݑ݂݌݈݁ܪ BLOCKINݏ݁ݐ݋‬ ܸ‫݈ܽݐ݋ܶ BLOCKINݏ݁ݐ݋‬ % = = ߚ ଴ + ߚ ଵ ܴ݁‫ݐ݊݁݉݅ݐ݊݁ܵ BLOCKINݓ݁݅ݒ‬ + ߚ ଶ ܴ‫ܮܣܴܷܶܧܰ_ܹܧܫܸܧ‬ + ߚ ଷ ݈‫݃݋‬ ( ܴ݁‫ݐ݃݊݁ܮ BLOCKINݓ݁݅ݒ‬ℎ) + ߚ…”
Non-tariff barriers, integration and the transatlantic economy (2015, methodology): “We estimate the models in share terms (normalized by importer expenditures) and employ the Papke and Wooldridge (1996) estimator for logit estimation with structural zeros (see also Baum, 2008).”
Export behaviour of SMEs in transition countries (2013, methodology): “We replicated our preferred model using our pooled sample: first, we implemented tobit estimation with censoring at both zero and one, and; second, we implemented the generalised linear model recommended by Baum (2008, p. 301) for modelling ‘‘proportions data in which zeros and ones may appear as we”
Commercializing university research in transition economies: Technology transfer offices or direct industrial funding? (2019, methodology): “Bearing in mind the issues pointed out by Baum (2008) when modelling 607 proportions as dependent variables, we estimated the generalised logistic model with three-level 608 controls and the fractional dependent variable 𝑦𝑖𝑗𝑘 defined on the interval [0,1] such that: 609 𝑔[𝐸(𝑦𝑖𝑗𝑘)] = 𝛽0 +…”