对于非线性模型来说,最常见的就是 logit或者probit model。 其被解释变量是0,1变量,使用MLE来进行估计。 在 Stata 里,使用 logit 即可估计。但这只是对于截面数据来说。如果数据结构更加复杂,例如面板数据,…
To"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> Subjectst: Coding for fixed effects DateFri, 8 Feb 2013 16:47:38 +0000 Hello, I would like to compare the cost-effectiveness of inspection regime used for enforcement of regulatory rule in two distinct groups of (small ...
<- See more new Stata features Highlights Absorb multiple high-dimensional categorical variables in linear models with areg, absorb() fixed-effects linear models with xtreg, fe absorb() Choose an alternating projection algorithm: Halperin Cimmino Gain speed by using option absorb()...
原因有很多，包括数据录入，程序操作等问题
Fixed effects should not be nested, but connected as described in Abowd, Creecy, Kramarz (2002). The deletion of missing values should be performed ex ante. Standard errors can be computed by boostrapping. 关键词: fixed effects two-way fixed effects 被引量: 85 年份: 2008 ...
Logit: glmmboot (R: packageglmmML), feglm (R: packagealpaca) and logit (Stata) All the aforementioned packages were updated at the benchmarking date: February 2020. The code and data for the benchmarking can be foundin this folder. ...
<br/>EstimatingHigh-Dimensional<br/>Fixed-EffectsModels<br/>PauloGuimar˜aes<br/>guimaraes@moore.sc.edu<br/>UniversityofSouthCarolina<br/>StataConference-WashingtonJuly3..
With the optionsave = true, estimates for the high dimensional fixed effects are obtained after regressing the residuals of the full model minus the residuals of the partialed out models onDusing the packageFixedEffects.jl References Baum, C. and Schaffer, M. (2013)AVAR: Stata module to perfo...
xtbcfe is a bootstrap-corrected fixed effects (LSDV) estimator for dynamic panel data models of general order. It estimates the specified model with the fixed effects estimator and corrects its small T bias (see Nickell, 1981) using a simplified but extended version of the approach presented ...
probitfe fits a probit fixed-effects estimator that can include individual and/or time effects, and account for both the bias arising from the inclusion of individual fixed-effects and/or the bias arising from the inclusion of time fixed-effects. probitfe with the nocorrection option does not ...