Appendix A. Supplementary data【数据+Stata】 示例代码 use"C:\Download\1-s2.0-S0140988317303249-mmc2\data and codes\data_S&G.dta",clearivtobitstoveuse_in_monthsageproptime2Livestock_TLUeducationlevelofffarmpartipation///hhsizeNchildrenl7Nowindowssepartekitchenvaluetotalassets1000hhsizelandown_tsimadln...
条件矩检验可使用非官方命令tobcm实现,但该命令仅适用于左归并,且归并为点为0的情形。net install tobcm.pkg //下载安装命令tobcm如能安装则,findit tobcmpackage tobcm from http://www.stata.com/users/ddrukkerINSTALLATION FILES (click here to install) tobcm/tobcm.ado tobcm/tobcm.hlp tobcm/_tobsimdta.a...
Help: [R] ivtobit postestimation; [R] gmm, [R] ivprobit, [R] ivregress, [R] regress, [SVY] svy estimation, [R] tobit, [XT] xtintreg, [XT] xttobit © Copyright 1996–2014 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index ...
Title ivtobit — Tobit model with continuous endogenous covariates stata.com Description Syntax Remarks and examples Acknowledgments Quick start Options for ML estimator Stored results References Menu Options for two-step estimator Methods and formulas Also see Description ivtobit fits tobit models where ...
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivprobit, ivtobit, reg3 OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3. Statistical Software Components S396902, Boston College...
比如stata中的ivtobit命令跑模型的时候,一般要求内生变量为连续变量了,工具变量搞了个虚拟变量? Tobit用MLE估计。Tobit模型的一个缺陷是对分布的依赖性很强,不够稳健。如果发现扰动项不服从正态分布或存在异方差,则MLE或QMLE估计就不一致。为检验正态性,可将Tobit模型的MLE一阶条件视为矩条件,并进行条件矩检验。
量是否合适？⽐如stata中的ivtobit命令跑模型的时候，⼀般要求内⽣变量为连续变 量了，⼯具变量搞了个虚拟变量？Tobit⽤MLE估计。Tobit模型的⼀个缺陷是对分布的依赖性很强，不够稳健。如 果发现扰动项不服从正态分布或存在异⽅差，则MLE或QMLE估计就不⼀致。为检 验正态性，可将Tobit模型的MLE...
…(陈强,高级计量经济学与stata应用,245页) 而提问者使用了两步法进行OLS实施ivtobit 模型,如果使用tobit时的MLE,则可能不易收敛。 总之,ivtobit和tobit的回归方法有差异,而且Tobit模型的一个缺陷是对分布的依赖性很强,不够稳健。当然可以尝试tobcm、clad等这些命令,以及非两步法,即MLE估计ivtobit。
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivprobit, ivtobit, reg3 来自 EconPapers 喜欢 0 阅读量: 287 作者:CF Baum,V Wiggins,S Stillman,ME Schaffer 摘要: overid computes versions of a "Sargan" or "Basmann" test of overidentifying restrictions ...