Stata Tip 63: Modeling Proportions
The Stata Journal Promoting communications on statistics and StataPublished 1 June 2008Open access
Christopher F. Baum
Citations389
SJR quartileQ1
SJR score1.65
SNIP1.90
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TL;DR
Using a proportion in a linear regression model will generally yield nonsensical predictions for extreme values of the regressors, so one way to handle this for response variables’ values strictly within the unit interval is the logit transformation y = 1.
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MathematicsAgricultural and Biological SciencesEconomics, Econometrics and Finance
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