楼主: zhangtao
4584 6

这句在Gauss中是什么意思? [推广有奖]

  • 3关注
  • 42粉丝

学科带头人

41%

还不是VIP/贵宾

-

威望
0
论坛币
2302 个
通用积分
882.7566
学术水平
114 点
热心指数
120 点
信用等级
83 点
经验
52012 点
帖子
1553
精华
1
在线时间
2356 小时
注册时间
2005-1-13
最后登录
2024-5-10

+2 论坛币
k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群
赵安豆老师微信:zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

感谢您参与论坛问题回答

经管之家送您两个论坛币!

+2 论坛币

xx = ones(n,1)~edu~urb~minor~age~expp~kids~kids5~lofinc ;

vnx = {"cons", "edu", "urb", "minor", "age", "expp",

"kids", "kids5", "lofinc" };
以上这句在Gauss中是什么意思?

bb = invpd(xx'xx)*(xx'yy) ;
以上这句在Gauss中是什么意思?
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

关键词:GAUSS 是什么意思 Aus USS minor 意思 GAUSS

沙发
gzb161 发表于 2011-2-18 10:35:39 |只看作者 |坛友微信交流群
楼主最好把完整的程序提供出来,这样才能正确的判断 。
目前,根据你提供的信息,
~  horizontal concatenation 从右侧合并两个矩阵,ones(n,1 )是 产生n*1的列向量,所以
xx = ones(n,1)~edu~urb~minor~age~expp~kids~kids5~lofinc  应该是 xx=ones(n,1) edu urb minor age expp kids kids5 lofinc 的合并后的矩阵。
vnx 应该是一个字符型的变量, 后门是变量的相关内容。

第二句,invpd returns the inverse of a symmetric, positive definite matrix. 就很简单了。

使用道具

藤椅
gzb161 发表于 2011-2-18 10:37:58 |只看作者 |坛友微信交流群
lz应该是在做一个包含教育, 年龄,孩子,民族, 经验等的一个数据表吧?

使用道具

板凳
zhangtao 发表于 2011-2-18 11:17:43 |只看作者 |坛友微信交流群
原程序如下:
/*
** Probit MLE Estimation
*/

new ;

@ LOADING DATA @


load dat[1962,25] = mwpsid82.db ; @ Data on married women from PSID 82 @


@ OPEN OUTPUT FILE @


output file = probit.out reset ;


@ DEFINE VARIABLES @


nlf
= dat[.,1]
; @ dummy variable for non-labor-force
@


emp
= dat[.,2]
; @ dummy variable for employed workers @


wrate
= dat[.,3]
; @ hourly wage rate @


lrate
= dat[.,4]
; @ log of (hourly wage rate ($)+1) @


edu
= dat[.,5]
; @ years of schooling @


urb
= dat[.,6]
; @ dummy variable for urban resident @


minor
= dat[.,7]
; @ dummy variable for minority race @


age
= dat[.,8]
; @ age @


tenure
= dat[.,9]
; @ # of months under current employer @


expp
= dat[.,10] ; @ years of experience since age 18 @


regs
= dat[.,11] ; @ dummy variable for South @


occw
= dat[.,12] ; @ dummy variable for white collar @


occb
= dat[.,13] ; @ dummy variable for blue collar @


indumg
= dat[.,14] ; @ dummy variable for manufacturing industry @


indumn
= dat[.,15] ; @ dummy variable for non-manufacturing industry @


unionn
= dat[.,16] ; @ dummy variable for union membership @


unempr
= dat[.,17] ; @ local unemployment rate @


ofinc
= dat[.,18] ; @ other family income in 1980 ($) @


lofinc
= dat[.,19] ; @ log of (other family income + 1) @


kids
= dat[.,20] ; @ # of children of age <= 17 @


wune80
= dat[.,21] ; @ UNKNOWN @


hwork
= dat[.,22] ; @ hours of house work per week @


uspell
= dat[.,23] ; @ # of unemployed weeks in 1980 @


search
= dat[.,24] ; @ # of weeks looking for job in 1980 @


kids5
= dat[.,25] ; @ # of children of age <= 5 @



@ DEFINE # of OBSERVATIONS @



n = rows(dat) ;


@
DEFINE DEPENDENT VARIABLE AND REGRESSORS @



@ Dependent variable @



yy = emp ;


vny = {"emp"};



@ Regressors @



xx = ones(n,1)~edu~urb~minor~age~expp~kids~kids5~lofinc ;

       vnx = {"cons", "edu", "urb", "minor", "age", "expp",

"kids", "kids5", "lofinc" };


/*
**
DO NOT CHANGE FROM HERE

*/

@
DEFINE INITIAL VALUE @



bb = invpd(xx'xx)*(xx'yy) ;


library optmum;
#include optmum.ext;
optset ;

proc
f(b) ;

local ltt
;



使用道具

报纸
zhangtao 发表于 2011-2-18 12:55:47 |只看作者 |坛友微信交流群
接上:
ltt = yy.*ln( cdfn(xx*b) ) + (1-yy).*ln( 1-cdfn(xx*b) ) ;

RETP(
-sumc(ltt)
) ;
ENDP
;

b0 = bb ;
__title = "Probit MLE ";
_opgtol = 1e-4;
_opstmth = "newton, helf";
__output = 0 ;

{b,func,grad,retcode} = optmum(&f,b0) ;

@ value of likelihood function @


logl = -func ;

@ likelihood ratio test @


rlogl = sumc(yy)*ln(sumc(yy)/n) + (n-sumc(yy))*ln(1-sumc(yy)/n) ;

lrt
= 2*(logl-rlogl);

lrdf
= cols(xx)-1 ;
      
@ Covariance matrix by Hessian @


covhess = invpd(hessp(&f,b));

@ Covariance matrix by BHHH @


proc
ff(b) ;

local ltt
;


ltt = yy.*ln(cdfn(xx*b)) + (1-yy).*ln(1-cdfn(xx*b));


RETP(
ltt
) ;

ENDP
;


gtt = gradp(&ff,b);

covbhhh = invpd(gtt'gtt) ;

@ Robust covariance matrix @


covrob = covhess*invpd(covbhhh)*covhess ;

@ Computing Standard errors @


sehess = sqrt(diag(covhess));

sebhhh = sqrt(diag(covbhhh));

serob
= sqrt(diag(covrob)) ;

stathess = b~sehess~(b./sehess);
statbhhh = b~sebhhh~(b./sebhhh);
statrob
= b~serob~(b./serob);
yyhess = vnx~stathess;
yybhhh = vnx~statbhhh;
yyrob
= vnx~statrob;

let mask[1,4] = 0 1 1 1;
let fmt[4,3] =

"-*.*s" 8 8

"*.*lf" 10 4

"*.*lf" 10 4

"*.*lf" 10 4;
这部分是什么意思?

format /rd 10,4 ;
"" ;
"Probit Estimation Result" ;
"------------------------" ;
" dependent variable: " $vny ;
"" ;
" log likelihood:
" logl ;
"" ;
" Pseudo R-square:
" (1-logl/rlogl) ;
"" ;
" LR test, df, p-val: " lrt lrdf cdfchic(lrt,lrdf) ;
"" ;
" Using Hessian ";
"" ;
"variable
coeff.
std. err.
t-st " ;
yyprin = printfm(yyhess,mask,fmt);
"" ;
" Using BHHH ";
"" ;
"variable
coeff.
std. err.
t-st " ;
yyprin = printfm(yybhhh,mask,fmt);
"" ;
" Using Robust ";
"" ;
"variable
coeff.
std. err.
t-st " ;
yyprin = printfm(yyrob,mask,fmt);

output off ;

使用道具

地板
xuelida 在职认证  发表于 2011-2-24 18:40:37 |只看作者 |坛友微信交流群
xx = ones(n,1)~edu~urb~minor~age~expp~kids~kids5~lofinc ;解释变量
vnx = {"cons", "edu", "urb", "minor", "age", "expp","kids", "kids5", "lofinc" };工具变量
bb = invpd(xx'xx)*(xx'yy) ; OLS系数估计

使用道具

7
zhangtao 发表于 2011-2-24 20:19:08 |只看作者 |坛友微信交流群
非常感谢!

使用道具

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注jltj
拉您入交流群

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

GMT+8, 2024-5-12 10:50