glm() will handle fractional logit with some tweaks. below is copied from
my blog in a python example. however, you should be able to see the R code
from it.

In [12]: # Address the same type of model with R by Pyper

In [13]: import pyper as pr

In [14]: r = pr.R(use_pandas = True)

In [15]: r.r_data = data

In [16]: # Indirect Estimation of Discrete Dependent Variable Models

In [17]: r('data <- rbind(cbind(r_data, y = 1, wt = r_data$LEV_LT3),
cbind(r_data, y = 0, wt = 1 - r_data$LEV_LT3))')
Out[17]: 'try({data <- rbind(cbind(r_data, y = 1, wt =
r_data$LEV_LT3), cbind(r_data, y = 0, wt = 1 - r_data$LEV_LT3))})\n'

In [18]: r('mod <- glm(y ~ COLLAT1 + SIZE1 + PROF2 + LIQ + IND3A,
weights = wt, subset = (wt > 0), data = data, family = binomial)')
Out[18]: 'try({mod <- glm(y ~ COLLAT1 + SIZE1 + PROF2 + LIQ + IND3A,
weights = wt, subset = (wt > 0), data = data, family =
binomial)})\nWarning message:\nIn eval(expr, envir, enclos) :
non-integer #successes in a binomial glm!\n'

In [19]: print r('summary(mod)')
try({summary(mod)})

Call:
glm(formula = y ~ COLLAT1 + SIZE1 + PROF2 + LIQ + IND3A, family = binomial,
    data = data, weights = wt, subset = (wt > 0))

Deviance Residuals:
    Min       1Q   Median       3Q      Max
-1.0129  -0.4483  -0.3173  -0.1535   2.5379

Coefficients:
            Estimate Std. Error z value Pr(>|z|)
(Intercept) -7.24979    0.56734 -12.779  < 2e-16 ***
COLLAT1      1.23715    0.26012   4.756 1.97e-06 ***
SIZE1        0.35901    0.03746   9.584  < 2e-16 ***
PROF2       -3.14313    0.73895  -4.254 2.10e-05 ***
LIQ         -1.38249    0.35749  -3.867  0.00011 ***
IND3A        0.54658    0.14136   3.867  0.00011 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

(Dispersion parameter for binomial family taken to be 1)

    Null deviance: 2692.0  on 5536  degrees of freedom
Residual deviance: 2456.4  on 5531  degrees of freedom
AIC: 1995.4

Number of Fisher Scoring iterations: 6



On Sun, Feb 3, 2013 at 11:17 AM, Rachael Garrett
<rachaeldgarrett@gmail.com>wrote:

> Hi,
>
> Does anyone know of a function in R that can handle a fractional variable
> as the dependent variable?  The catch is that the function has to be
> inclusive of 0 and 1, which betareg() does not.
>
> It seems like GLM might be able to handle the fractional logit model, but
> I can't figure it out.  How do you format GLM to do so?
>
> Best,
>
> Rachael
>
>
>
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>
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>



-- 
==============================
WenSui Liu
Credit Risk Manager, 53 Bancorp
wensui.liu@53.com
513-295-4370
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