这个我还真是不熟悉。刚才下载了这个命令,查看了帮助文件,里面列出了一系列相关的参考文献,应该是可以顺藤摸瓜,找出背后的理论基础的。
Description
dirifit fits by maximum likelihood a Dirichlet distribution to a set of variables
depvarlist. Each variable in depvarlist ranges between 0 and 1 and all variables
in depvarlist must, for each observation, add up to 1: for example, they may be
proportions.
Note that cases will be ignored if the one or more of the dependent variables has
a value less than or equal to zero or more than or equal to one or if the
dependent variables don't add up to one.
dirifit uses one of two parameterizations:
A conventional parameterization with shape parameters alpha_j > 0 (one for
each variable in depvarlist) (e.g. Evans et al. 2000 or Kotz et al. 2000) will
be used if only depvarlist is specified or if one or more of alphavar() and
alpha1|2|3|...|k() is specified. alpha_j is reported on the logarithmic scale
to ensure that it remains positive. The conventional parameterization is
especially useful when no covariates are present.
An alternative parameterization with location parameters mu_j (one for each
variable in depvarlist except the baseoutcome) and scale parameter phi will be
used if one or more of muvar(), mu1|2|3|...|k(), baseoutcome(), and phivar()
is specified or if the alternative option is specified. The alternative
parameterization is especially useful when covariates are present. mu_j are
reported on the multinomial logit scale so that they stay between 0 and 1, and
add up to one. In order to help interpretation, various types of marginal
effects can be calculated with ddirifit. phi is reported on the logarithmic
scale to ensure that it remains positive. This parameterization is analogous
to the parameterization proposed by Paolino (2001), Ferrari and Cribari-Neto
(2004), and Smithson and Verkuilen (2006) for the beta distribution.
References
Evans, M., Hastings, N. and Peacock, B. 2000. Statistical distributions. New
York: John Wiley.
Ferrari, S.L.P. and Cribari-Neto, F. 2004. Beta regression for modelling rates
and proportions. Journal of Applied Statistics 31(7): 799-815.
Kotz, S., Balakrishnan, N., Johnson, N.L. 2000. Continuous multivariate
distributions: Volume 1. New York: John Wiley.
MacKay, D.J.C. 2003. Information theory, inference, and learning algorithms.
Cambridge: Cambridge University Press (see pp.316-318).
http://www.inference.phy.cam.ac.uk/itprnn/book.pdf
Paolino, P. 2001. Maximum likelihood estimation of models with beta-distributed
dependent variables. Political Analysis 9(4): 325-346.
http://polmeth.wustl.edu/polanalysis/vol/9/WV008-Paolino.pdf
Smithson, M. and Verkuilen, J. 2006. A better lemon squeezer? Maximum likelihood
regression with beta-distributed dependent variables. Psychological Methods
11(1): 54-71.