can I apply regression with percentage data in STATA?

[Adnan Khan]

I am new STATA user, recently I faced difficulties collecting data, however the data I collected are in percentage form so now I am a bit confused whether it would be wise to implement Quantile Regression on such dataset, and even If it works, will the result will be appropriate or not. please let me know what you think.

[Rich Goldstein]

h fracreg
h betareg

[Maarten Buis]

Also see https://www.maartenbuis.nl/publicati...oportions4.pdf

[Nick Cox]

There are at least two distinct set-ups here:
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1. Percentage change which for non-negative outcomes presumably is bounded by -100% below and is unbounded above.

2. Percentages which are bounded by 0 and 100% and are identical to proportions given an understanding that % is just notation for /100.

I am guessing at #2 as I think are Rich Goldstein and Maarten Buis.

Two considerations lead the field.

1. Linear variation is often implausible as values beyond the limits are impossible and predictions beyond the limits should seem absurd. Plausibke models start with sigmoid curves.

2. The variability of proportions is different from other counted or measured outcomes, as seen by the fact that means of 0 and 1 are only attainable if all values are 0 and 1 respectively, and so variance is 0 at either limit.