[Limdep Nlogit List] generalised linear model

A.M.Zanni at lboro.ac.uk A.M.Zanni at lboro.ac.uk
Wed Dec 16 20:32:09 EST 2009


Dear all,
> 
> two questions for you:
> 
> I would like to use Limdep to estimate a Generalised 
>Linear Quasi Likelihood regression model for proportion 
>data as dependent variable. This is the model developed 
>by Papke and Wooldridge in 1996 (Econometric methods for 
>fractional response variables with an application to 
>401(K) plan participation rates. Journal of Applied 
>Econometrics, 11, 619-632). In STATA it corresponds to 
>the command "glm dependent independent family (binomial) 
>link(logit) robust". It seems to me that this model 
>(which allows for consideration of the values 0 and 1 of 
>the dependent variable, and not only those within the interval) is not among the 
>options of generalised models in Limdep. Could somebody 
>please help?
> 
> Second question is about the constant. A senior 
>colleague has suggested to me to remove the constant from 
>a regression model (which contains among the independent 
>variable a tax level) because by keeping it the model 
>would predict change even when the tax is zero). I have 
>always thought removing a constant is not good. Any ideas 
>on that?
> 
> Thank you very much for your attention.
> 
> Best
> Alberto
> 
> Dr Alberto M Zanni
> Transport Studies Group
> Department of Civil and Building Engineering 
> Loughborough University
> Loughborough LE11 3TU
> United Kingdom 


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