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enh: fractional Logit, Probit #2040
we need to replace the check for set (0, 1) with interval [0, 1]
partial skimming of the paper only:
uses QuasiMLE with Logit/Bernoulli and sandwich covariance for robust.
They have a 2008 paper that uses Probit. in panel setting
the first article has 1417 citations in Google so there is a lot more similar.
Papke and Wooldridge 1996
GLM in Stata has been updated since then
@kshedden Does GEE work with fractional data in a logit or probit binary/binomial model?
I haven't looked at the example yet, it has panel data for a response variable that is a proportion
in the Papke Wooldrige 2008 article they use just GLM and GEE (among others)
Papke has the replication files on her (departmental) web page (her personal page gives me a permission error) http://www.econ.msu.edu/faculty/papke/
It seems to work fine, I made a notebook:
On Sat, Oct 11, 2014 at 9:19 AM, Josef Perktold firstname.lastname@example.org