关于预测反米尔斯比率的问题 麻烦问一下各位老师同学,做了似不相关双边probit模型后,怎样预测对应的反米尔斯比率,目的是把两个方程的反米尔斯放到第二阶段的回归中,希望各位老师同学解惑,谢谢大家! //help biprobit //Examples //webuse school ,giving up for firewall cd D:\\biprobit_heckprobit_mill use school,clear //Bivariate probit regression biprobit private vote logptax loginc years //Seemingly unrelated bivariate probit regression biprobit (private = logptax loginc years) (vote = logptax years) //Seemingly unrelated bivariate probit regression with robust standard errors biprobit (private = logptax loginc years) (vote = logptax years), vce(robust) ****************************help heckprobit****************************************** //[R] heckprobit -- Probit model with sample selection //(View complete PDF manual entry) //Fit a probit model with sample selection heckprobit private years logptax, sel(vote=years loginc logptax) //Replay results, but display legend of coefficients rather than the statistics for the coefficients heckprobit, coeflegend //stata中heckprobit命令的查询可知rho即为实际的逆米尔兹比 //https://bbs.pinggu.org/thread-2660588-1-1.html ****probit 提取inverse mills ratio probit private vote logptax loginc years,nolog // possibility of being open regionpredict gw, xbg lambda=normalden(gw)/normal(gw) if private==1 replace lambda=-normalden(gw)/normal(-gw) if private==0 // generate inverse mills ratio (selection model) //怎么在stata中计算mills ratio probit private vote logptax loginc years,nolog predict gw, xb replace lambda=normalden(gw,0,1)/normal(gw) if private==1 replace lambda=-normalden(gw,0,1)/normal(-gw) if private==0 *y是0-1变量,x1-xn是解释变量,lambda即IMR //http://bbs.pinggu.org/thread-1087688-1-1.html?winzoom=1 |
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