stata - Fractional logit models in SAS -


institutionally constrained using sas (yes, know). have basic specification run in stata/r no problem: fractional logit model (papke wooldridge 1996). it's glm binomial distribution assumption , logit link function. data context stationary time series in unit interval—percentage data.

in stata run 

glm y x, family(binomial) link(logit)

in r 

amodel <- glm(y ~ x, family=binomial(link=logit), data = adataframe)

attempting in sas using proc glimmix:

proc glimmix data =adatatable method = rspl; class someclassifier anotherclassifier; model y = x / dist = binomial link = logit solution;  random _residual_;  run;

i'm dealing panel dataset, doesn't matter in r or stata syntax appears needed information proc glimmix, hence inclusion of 'class' line. able fit models close original stata/r differ in non trivial ways when @ individual parameters or predicted values (correlation between different predicted values .97). can advise on proper way fractional logit in sas? think inclusion of "random" line have above 1 source of trouble, seems add random effects model via matrix * vector operation.

solution simple turns out. need use: method = quad use quasi maximum likelihood estimation, same used in stata , r.


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