运行此命令后,Stata将输出类似以下的结果: plaintext Tobit regression Number of obs = 100 LR chi2(3) = 123.45 Prob > chi2 = 0.0000 Log likelihood = -456.789 Pseudo R2 = 0.3456 --- income | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---+---...
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...
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...
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 "Pseu...
7、模型的解释能力参数:pseudo-R2和Chi2Ø pseudo-R2 = (ln(L0) - ln(LN) / ln(L0) = (-175224+146215) / -175224ln(L0)是第一个回归值,ln(LN)是最后一个回归值。l Chi2 = -2(ln(L0) - ln(LN) = -2*(-175224+14 55、6215) = 58018Ø 3.3 Estimating logit models 1、回归...
Note: 部分课程的资料,PPT 等可以前往连享会-直播课主页查看,下载。 连享会 - 文本分析与爬虫 - 专题视频 主讲嘉宾:司继春 || 游万海 项目介绍 史上最全的 Stata 外部命令一览,可以在线查看帮助文件。 Source:Archive of user-written Stata packages ...
money dating teenager nkids, select(newborn hours distance weekends) ll(0)Iteration 0: Log likelihood = -13836.472 Iteration 1: Log likelihood = -13836.472 Cragg hurdle regression Number of obs = 10,000 LR chi2(3) = 8775.37 Prob > chi2 = 0.0000 Log likelihood = -13836.472 Pseudo R2 = ...
flex module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data tssc install flex floattolong module to recast variables from float to long storage type tssc install floattolong flowchart module to generate subject disposition flow diagram figures in LaTeX using...
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 ...
1.1 Tobit 模型 1.2 Double - hurdle 模型 1.3 用图形解释 double hurdle 模型 1.4 Double - hurdle 模型的特殊形式 2. 模型的 Stata 实现 2.1 dhreg 命令介绍 2.2 基于模拟分析的范例 2.3 模型估计 3. 面板双栏模型 (Panel-hurdle model) 3.1 面板双栏模型基本原理 ...