STATA应用。CMP命令原文分享
cmp可用于解决一些疑难杂问题。
以二阶段工具变量法为例,其命令格式可以是:
cmp (被解释变量=内生变量 ) (内生变量=工具变量 ), ind(1 4)
$cmp_out = 0
$cmp_missing = .
$cmp_cont = 1
$cmp_left = 2
$cmp_right = 3
$cmp_probit = 4
$cmp_oprobit = 5
$cmp_mprobit = 6
$cmp_int = 7
$cmp_trunc = 8 (deprecated)
$cmp_roprobit = 9
$cmp_frac = 10
论文链接: Roodman, David (2011). Fitting Fully Observed Recursive Mixed-process Models with cmp. The Stata Journal: Promoting communications on statistics and Stata, 11(2), 159–206. doi:10.1177/1536867x1101100202