Dynamic regression model State-dependent regression parameters State-dependent variance parameters Tables of Transition probabilities Expected state durations Predictions Expected values of dependent variable Probabilities of being in a state Static (one-step) ...
Dynamic regression model State-dependent regression parameters State-dependent variance parameters Tables of Transition probabilities Expected state durations Predictions Expected values of dependent variable Probabilities of being in a state Static (one-step) ...
This article describes the movestay Stata command, which implements the maximum likelihood method to fit the endogenous switching regression model. Copyrig... M Lokshin,Z Sajaia - 《Stata Journal》 被引量: 473发表: 2004年 Estimation of some limited dependent variable models with application to ho...
We then adopt the 'modern' alternative: the Markov-switching vector autoregression (MS-VAR). The model's regime probabilities provide an optimal statistical... HM Krolzig,J Toro - 《Spanish Economic Review》 被引量: 157发表: 2005年 Financial regime-switching vector auto-regression Krolzig, H.M...
tofittheendogenousswitchingregressionmodel.Keywords:st0071,movestay,endogenousvariables,maximumlikelihood,limiteddependentvariables,switchingregression1IntroductionInthisarticle,wedescribetheimplementationofthemaximumlikelihood(ML)algo-rithmtofittheendogenousswitchingregressionmodel.Inthismodel,aswitchingequationsorts...
To examine plan choice in 2015, we used a multinomial logit regression that allowed us to analyze our categorical outcome variable without natural ordering. We stratified by dual eligibility and high-need status to see how patterns differ between groups. We excluded enrollees who (1) moved between...
常用回归模型 常用回归模型简介 2、针对删截数据（censoring），可采用Tobit模型（Tobin’s probit model）；针对截除数据（truncation）与内生生性（endogenous）样本选择问题，可采用Heckman 选择模型（Heckman selection model: Heckit model）、内生性变换模型（endogenous switching regression）或倾向分分析法（propensity...
A well-fitting regression model results in predicted values are close to the actual data values that can be observed in Figs. 7 and 8 when run model Eqs. (3) and (4) for historical population and TNV trend giving regres- sion Eqs. (5) and (6) Population = 1.77E + 06 ∗...
To statalist@hsphsun2.harvard.edu Subject st: Switching model Date Fri, 7 Feb 2003 14:45:47 -0000hi there, I'm working on a switching model similar to the one in Maddala (1983), two stage methods for switching regression models. I've got two regimes y1=x1b+u1 if P=1 y2=x2b+...
Subject Re: AW: st: AW: Switching from SPSS to Stata Date Sun, 26 Jul 2009 08:37:56 -0700 (PDT)I agree with Martin. However, I continue to use R for certain tasks that I can't do (yet) in Stata, eg, Bayesian model averaging and some of the regression modeling approaches develop...