我的问题是, 关于heckman两步法,选择模型的被解释变量应该是虚拟变量, 取0和1,用probit估计后求出reverse mills ratio带入第二阶段回归,可是我看stata命令的书,命令可以写成 heckman y x1 x2, select(z1 z2)twostep,书中解释说此时选择方程的被解释变量也是y,但y不是虚拟变量啊,这怎么解释,谢谢!
楼主: xgdl2010
|
12019
6
关于heckman两步法的选择方程的因变量 |
讲师 36%
-
|
回帖推荐heckman depvar , select(depvar_s = varlist_s) [twostep]
If depvar_s is specified, it should be coded as 0 or 1, with 0 indicating an observation not selected and 1 indicating a selected observation. If depvar_s is not specified,observations for which depvar is not missing are assumed selected, and those for which depvar is missing are assumed not selected.
本帖被以下文库推荐
| ||
| ||
京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明 免责及隐私声明