请教关于Woodridge panel data一书中的一道题

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<P> 81065.rar (7.24 KB) 本附件包括：

• pension.des
• pension.raw
• pension.dta

2006-12-29 11:31:00 上传

请教关于Woodridge panel data一书中的一道题

</P>
<P>练习题15.14. Use the data in PENSION.RAW for this example.<BR>a. Estimate a linear model for pctstck, where the explanatory variables are choice,<BR>age, educ, female, black, married, finc25; . . . ; finc101, wealth89, and prftshr. Why<BR>might you compute heteroskedasticity-robust standard errors?<BR>b. The sample contains separate observations for some husband-wife pairs. Compute standard errors of the estimates from the model in part a that account for the cluster correlation within family. (These should also be heteroskedasticity-robust.) Do the standard errors differ much from the usual OLS standard errors, or from the heteroskedasticity-robust standard errors?<BR>c. Estimate the model from part a by ordered probit. Estimate E(pctstck | x) for a<BR>single, nonblack female with 12 years of education who is 60 years old. Assume she<BR>has net worth (in 1989) equal to $150,000 and earns $45,000 a year, and her plan is<BR>not profit sharing. Compare this with the estimate of E(pctstck | x) from the linear<BR>model<BR>d. If you want to choose between the linear model and ordered probit based on how<BR>well each estimates E(y | x), how would you proceed?<BR>第一小题好说，我也知道ordered probit在stata中用oprobit命令，但我的问题是b和c如何在stata软件上实现？我指的是如何进行数据筛选以得到自己想要的结果。弄了半天stata，还是让最基本的问题把自己难住了。唉，学业不精啊……<BR>P.S.附件中是数据，stata和txt格式的都有，还有数据描述，真诚的希望大家能够帮帮我，谢谢了。<BR><BR></P>

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关键词：panel data Woodridge dridge Ridge Panel separate standard account family female

哪位大侠帮帮忙？谢谢

82027.rar (18.19 KB) 本附件包括：

• 15.14(a&c).doc

2007-1-3 00:42:00 上传

请教关于Woodridge panel data一书中的一道题

楼上的，这是我做的a和c的结果，至于b和d，还在琢磨中，主要是用eviews做的，里面有命令。

如果你有什么好的建议，咱们可以一起完成剩下的题目

b是cluster下的OLS分析，就是有的家庭两口子都参与调查了，要把他们合为一类，然后再回归，我正在看进一步方法。