Stata Tip 63: Modeling Proportions

Cook D. O. , Kieschnick R. , and McCullough B. D. 2008. Regression analysis of proportions in finance with self selection. Journal of Empirical Finance. In press.

Li K. , and Nagpurnanand R. 2007. Self-selection models in corporate finance. In Handbook of Corporate Finance: Empirical Corporate Finance, ed. Eckbo B. E. , chap. 2. Amsterdam: Elsevier.

McDowell A. , and Cox N. J. 2001. FAQ: How do you fit a model when the dependent variable is a proportion? http://www.stata.com/support/faqs/stat/logit.html.

Papke L. E. , and Wooldridge J. M. 1996. Econometric methods for fractional response variables with an application to 401(K) plan participation rates. Journal of Applied Econometrics 11: 619–632.