[Limdep Nlogit List] discrete choice with small proportion of ones

[Casey Dawkins]

That makes sense.  Thanks for your help!

- Casey


--- Arthur Caplan <acaplan at econ.usu.edu> wrote:

> Hi Casey,
> 
> I know that there are zero inflation models for
> count distributions.
> You might try and find something similar for
> discrete choice.
> 
> Arthur Caplan 
> 
> -----Original Message-----
> From: limdep-bounces at limdep.itls.usyd.edu.au
> [mailto:limdep-bounces at limdep.itls.usyd.edu.au] On
> Behalf Of Casey
> Dawkins
> Sent: Friday, July 28, 2006 9:14 AM
> To: limdep at limdep.itls.usyd.edu.au
> Subject: [Limdep Nlogit List] discrete choice with
> small proportion of
> ones
> 
> Hello,
> 
> I am estimating a discrete choice model with a
> sample
> that contains a small proportion of ones (less than
> 5%
> of the sample).  
> 
> I am looking for references on the econometric
> issues
> associated with such samples.  I know that
> count-R-square-type measures are unreliable for such
> models, because the .50 cutoff is a poor naive
> prediction rule.  I've also seen somewhere that the
> logit model may be inefficient in such cases, but I
> do
> not recall where this result appears.
> 
> Any suggestions would be greatly appreciated.
> 
> Thanks,
> Casey
> 
> 
> 
> 
> 
> 
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