[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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