由于不存在平方和分解公式,我们无法计算拟合优度(R²),不过Stata仍然会汇报一个准R²,即图中的Pseudo R2,同样可以用来描述拟合情况。在我建立的这个模型中,拟合优度为0.0634。可以看到,四个自变量对因变量的影响都是显著的。观察Coef系数值发现,四个自变量的值均为正值,说明随着X的增加Y也会增加,X对Y存在...
我的pseudo r2是负数咋办啊[捂脸R],tobit回归 1月前·山东 0 分享 回复 @珍 ... 都0.8了咋把它调小于0.05呀,求求 6月前·云南 0 分享 回复 猴哥说论文 粉丝1769获赞4010 关注 1.缩尾 将数据进行缩尾处理,常用命令 winsor2 variable,cut(199)replace ...
probit 或者 logit 在使用 reg2docx 或者 outreg 导出 margins 结果的时候无法输出准 R2 (Pseudo R2)。该命令解决了这一问题。 1. 自定义命令 cap program drop get_margin program define get_margin, eclass syntax, Model(string) MARGINopt(string) qui `model' local r2_p = e(r2_p) dis as text ...
TitlePseudo-R2for tobit AuthorWilliam Sribney, StataCorp Concerning the pseudo-R2, we use the formula pseudo-R2= 1 − L1/L0 whereL0andL1are the constant-only and full model log-likelihoods, respectively. For discrete distributions, the log likelihood is the log of a probability, so it...
l spautoreg–Moduleto estimate Spatial Cross Sections Regression (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit) l sppack–Modulefor cross-section spatial-autoregressive models l gs2sls-Moduleto estimate Generalized Spatial Two Stage Least Squares Cross Sections Regressi...
l sptobitsar--Moduleto Estimate Tobit MLE Spatial Lag Cross Sections Regression l sptobitsem--Moduleto Estimate Tobit MLE Spatial Error Cross Sections Regression l sptobitsdm--Moduleto Estimate Tobit MLE Spatial Durbin Cross Sections Regression ...
S458741 MBITOBIT: Stata module to fit bivariate Tobit regression byFernando Rios-Avila S458740 PREDSURV: Stata module to compute predicted survival to a specified time after streg byRoger Newson S458739 CHARON: Stata module to redistribute deaths by ill-defined causes and garbage codes ...
你是说pseudo r方为负吗？
lspautoreg--Moduleto estimate Spatial Cross Sections Regression (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit) lsppack--Modulefor cross-section spatial-autoregressive models lgs2sls-Moduleto estimate Generalized Spatial Two Stage Least Squares Cross Sections Regression ...
Statistics: Why is the pseudo-R2 for tobit negative or greater than one? (Updated 26 June 2017) Statistics: What is the effect of specifying aweights with regress? (Updated 26 June 2017) Statistics: For two-stage least-squares (2SLS/IV/ivregress) estimates, why is the R-squared stati...