Abstract
AbstractThis paper describes and applies econometric strategies for estimating regression models of economic share data outcomes where the shares may take boundary values (zero and 1) with nontrivial probability. The main focus of the paper is on the conditional mean structures of such data. The paper proposes an extension of the fractional regression methodology proposed by (Papke, L. E., and J. M. Wooldridge. 1996. “Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates.”
Subject
Applied Mathematics,Economics and Econometrics,Statistics and Probability
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