发帖
雷达卡
J. SCOTT LONG
Indiana University
Bloomington, Indiana
JEREMY FREESE
University of Wisconsin-Madison
Madison, Wisconsin
p337 PDF
[UseMoney=10]
100981.pdf
(8.61 MB, 需要: 10 个论坛币)
[/UseMoney]
Contents
Preface xv
I General Information 1
1 Introduction 3
1.1 What is this book about? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Which models are considered? . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Who is this book for? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 How is the book organized? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.5 What software do you need? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.5.1 Updating Stata 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5.2 Installing SPost . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5.3 What if commands do not work? . . . . . . . . . . . . . . . . . . . . . . . 10
1.5.4 Uninstalling SPost . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.5.5 Additional files available on the web site . . . . . . . . . . . . . . . . . . 11
1.6 Where can I learn more about the models? . . . . . . . . . . . . . . . . . . . . . . 11
2 Introduction to Stata 13
2.1 The Stata interface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.2 Abbreviations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.3 How to get help . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.3.1 On-line help . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.3.2 Manuals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.3.3 Other resources . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.4 The working directory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.5 Stata file types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
This book is for use by faculty, students, staff, and guests of UCLA, and is not to be distributed,
either electronically or in printed form, to others.
viii Contents
2.6 Saving output to log files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.6.1 Closing a log file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.6.2 Viewing a log file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.6.3 Converting from SMCL to plain text or PostScript . . . . . . . . . . . . . 21
2.7 Using and saving datasets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.7.1 Data in Stata format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.7.2 Data in other formats . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.7.3 Entering data by hand . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.8 Size limitations on datasets. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.9 do-files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.9.1 Adding comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.9.2 Long lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.9.3 Stopping a do-file while it is running . . . . . . . . . . . . . . . . . . . . . 25
2.9.4 Creating do-files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.9.5 A recommended structure for do-files . . . . . . . . . . . . . . . . . . . . 26
2.10 Using Stata for serious data analysis . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.11 The syntax of Stata commands . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.11.1 Commands . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.11.2 Variable lists . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.11.3 if and in qualifiers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.11.4 Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.12 Managing data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.12.1 Looking at your data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.12.2 Getting information about variables . . . . . . . . . . . . . . . . . . . . . 33
2.12.3 Selecting observations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.12.4 Selecting variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.13 Creating new variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.13.1 generate command . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.13.2 replace command . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.13.3 recode command . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.13.4 Common transformations for RHS variables . . . . . . . . . . . . . . . . . 39
2.14 Labeling variables and values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.14.1 Variable labels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
This book is for use by faculty, students, staff, and guests of UCLA, and is not to be distributed,
either electronically or in printed form, to others.
Contents ix
2.14.2 Value labels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
2.14.3 notes command . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
2.15 Global and local macros . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
2.16 Graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.16.1 The graph command . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.16.2 Printing graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
2.16.3 Combining graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
2.17 A brief tutorial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
3 Estimation, Testing, Fit, and Interpretation 63
3.1 Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
3.1.1 Stata¡ˉs output for ML estimation . . . . . . . . . . . . . . . . . . . . . . . 64
3.1.2 ML and sample size . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
3.1.3 Problems in obtaining ML estimates . . . . . . . . . . . . . . . . . . . . . 65
3.1.4 The syntax of estimation commands . . . . . . . . . . . . . . . . . . . . . 66
3.1.5 Reading the output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.1.6 Reformatting output with outreg . . . . . . . . . . . . . . . . . . . . . . . 72
3.1.7 Alternative output with listcoef . . . . . . . . . . . . . . . . . . . . . . . . 73
3.2 Post-estimation analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
3.3 Testing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
3.3.1 Wald tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
3.3.2 LR tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
3.4 Measures of fit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
3.5 Interpretation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
3.5.1 Approaches to interpretation . . . . . . . . . . . . . . . . . . . . . . . . . 90
3.5.2 Predictions using predict . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
3.5.3 Overview of prvalue, prchange, prtab, and prgen . . . . . . . . . . . . . . 91
3.5.4 Syntax for prchange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
3.5.5 Syntax for prgen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
3.5.6 Syntax for prtab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
3.5.7 Syntax for prvalue . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
3.5.8 Computing marginal effects using mfx compute . . . . . . . . . . . . . . . 96
3.6 Next steps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
This book is for use by faculty, students, staff, and guests of UCLA, and is not to be distributed,
either electronically or in printed form, to others.
x Contents
II Models for Specific Kinds of Outcomes 97
4 Models for Binary Outcomes 99
4.1 The statistical model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
4.1.1 A latent variable model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
4.1.2 A nonlinear probability model . . . . . . . . . . . . . . . . . . . . . . . . 103
4.2 Estimation using logit and probit . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
4.2.1 Observations predicted perfectly . . . . . . . . . . . . . . . . . . . . . . . 107
4.3 Hypothesis testing with test and lrtest . . . . . . . . . . . . . . . . . . . . . . . . 107
4.3.1 Testing individual coefficients . . . . . . . . . . . . . . . . . . . . . . . . 108
4.3.2 Testing multiple coefficients . . . . . . . . . . . . . . . . . . . . . . . . . 110
4.3.3 Comparing LR and Wald tests . . . . . . . . . . . . . . . . . . . . . . . . 112
4.4 Residuals and influence using predict . . . . . . . . . . . . . . . . . . . . . . . . . 112
4.4.1 Residuals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
4.4.2 Influential cases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
4.5 Scalar measures of fit using fitstat . . . . . . . . . . . . . . . . . . . . . . . . . . 117
4.6 Interpretation using predicted values . . . . . . . . . . . . . . . . . . . . . . . . . 119
4.6.1 Predicted probabilities with predict . . . . . . . . . . . . . . . . . . . . . 120
4.6.2 Individual predicted probabilities with prvalue . . . . . . . . . . . . . . . 122
4.6.3 Tables of predicted probabilities with prtab . . . . . . . . . . . . . . . . . 124
4.6.4 Graphing predicted probabilities with prgen . . . . . . . . . . . . . . . . . 125
4.6.5 Changes in predicted probabilities . . . . . . . . . . . . . . . . . . . . . . 127
4.7 Interpretation using odds ratios with listcoef . . . . . . . . . . . . . . . . . . . . . 132
4.8 Other commands for binary outcomes . . . . . . . . . . . . . . . . . . . . . . . . 136
5 Models for Ordinal Outcomes 137
5.1 The statistical model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
5.1.1 A latent variable model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
5.1.2 A nonlinear probability model . . . . . . . . . . . . . . . . . . . . . . . . 141
5.2 Estimation using ologit and oprobit . . . . . . . . . . . . . . . . . . . . . . . . . . 141
5.2.1 Example of attitudes toward working mothers . . . . . . . . . . . . . . . . 142
5.2.2 Predicting perfectly . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
5.3 Hypothesis testing with test and lrtest . . . . . . . . . . . . . . . . . . . . . . . . 145
5.3.1 Testing individual coefficients . . . . . . . . . . . . . . . . . . . . . . . . 146
This book is for use by faculty, students, staff, and guests of UCLA, and is not to be distributed,
either electronically or in printed form, to others.
Contents xi
5.3.2 Testing multiple coefficients . . . . . . . . . . . . . . . . . . . . . . . . . 147
5.4 Scalar measures of fit using fitstat . . . . . . . . . . . . . . . . . . . . . . . . . . 148
5.5 Converting to a different parameterization. . . . . . . . . . . . . . . . . . . . . . 148
5.6 The parallel regression assumption . . . . . . . . . . . . . . . . . . . . . . . . . . 150
5.7 Residuals and outliers using predict . . . . . . . . . . . . . . . . . . . . . . . . . 152
5.8 Interpretation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
5.8.1 Marginal change in y. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
5.8.2 Predicted probabilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
5.8.3 Predicted probabilities with predict . . . . . . . . . . . . . . . . . . . . . 156
5.8.4 Individual predicted probabilities with prvalue . . . . . . . . . . . . . . . 157
5.8.5 Tables of predicted probabilities with prtab . . . . . . . . . . . . . . . . . 158
5.8.6 Graphing predicted probabilities with prgen . . . . . . . . . . . . . . . . . 159
5.8.7 Changes in predicted probabilities . . . . . . . . . . . . . . . . . . . . . . 162
5.8.8 Odds ratios using listcoef . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
5.9 Less common models for ordinal outcomes . . . . . . . . . . . . . . . . . . . . . 168
5.9.1 Generalized ordered logit model . . . . . . . . . . . . . . . . . . . . . . . 168
5.9.2 The stereotype model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
5.9.3 The continuation ratio model . . . . . . . . . . . . . . . . . . . . . . . . . 170
6 Models for Nominal Outcomes 171
6.1 The multinomial logit model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
6.1.1 Formal statement of the model . . . . . . . . . . . . . . . . . . . . . . . . 175
6.2 Estimation using mlogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
6.2.1 Example of occupational attainment . . . . . . . . . . . . . . . . . . . . . 177
6.2.2 Using different base categories . . . . . . . . . . . . . . . . . . . . . . . . 178
6.2.3 Predicting perfectly . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
6.3 Hypothesis testing of coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
6.3.1 mlogtest for tests of the MNLM . . . . . . . . . . . . . . . . . . . . . . . 181
6.3.2 Testing the effects of the independent variables . . . . . . . . . . . . . . . 181
6.3.3 Tests for combining dependent categories . . . . . . . . . . . . . . . . . . 184
6.4 Independence of irrelevant alternatives . . . . . . . . . . . . . . . . . . . . . . . . 188
6.5 Measures of fit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
6.6 Interpretation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
6.6.1 Predicted probabilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
This book is for use by faculty, students, staff, and guests of UCLA, and is not to be distributed,
either electronically or in printed form, to others.
xii Contents
6.6.2 Predicted probabilities with predict . . . . . . . . . . . . . . . . . . . . . 192
6.6.3 Individual predicted probabilities with prvalue . . . . . . . . . . . . . . . 193
6.6.4 Tables of predicted probabilities with prtab . . . . . . . . . . . . . . . . . 194
6.6.5 Graphing predicted probabilities with prgen . . . . . . . . . . . . . . . . . 195
6.6.6 Changes in predicted probabilities . . . . . . . . . . . . . . . . . . . . . . 198
6.6.7 Plotting discrete changes with prchange and mlogview . . . . . . . . . . . 200
6.6.8 Odds ratios using listcoef and mlogview . . . . . . . . . . . . . . . . . . . 203
6.6.9 Using mlogplot. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
6.6.10 Plotting estimates from matrices with mlogplot. . . . . . . . . . . . . . . 209
6.7 The conditional logit model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
6.7.1 Data arrangement for conditional logit . . . . . . . . . . . . . . . . . . . . 214
6.7.2 Estimating the conditional logit model . . . . . . . . . . . . . . . . . . . . 214
6.7.3 Interpreting results from clogit . . . . . . . . . . . . . . . . . . . . . . . . 215
6.7.4 Estimating the multinomial logit model using clogit. . . . . . . . . . . . . 217
6.7.5 Using clogit to estimate mixed models. . . . . . . . . . . . . . . . . . . . 219
7 Models for Count Outcomes 223
7.1 The Poisson distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
7.1.1 Fitting the Poisson distribution with poisson . . . . . . . . . . . . . . . . . 224
7.1.2 Computing predicted probabilities with prcounts . . . . . . . . . . . . . . 226
7.1.3 Comparing observed and predicted counts with prcounts . . . . . . . . . . 227
7.2 The Poisson regression model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
7.2.1 Estimating the PRM with poisson . . . . . . . . . . . . . . . . . . . . . . 230
7.2.2 Example of estimating the PRM . . . . . . . . . . . . . . . . . . . . . . . 231
7.2.3 Interpretation using the rate ￥ì . . . . . . . . . . . . . . . . . . . . . . . . 232
7.2.4 Interpretation using predicted probabilities . . . . . . . . . . . . . . . . . 237
7.2.5 Exposure time. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
7.3 The negative binomial regression model . . . . . . . . . . . . . . . . . . . . . . . 243
7.3.1 Estimating the NBRM with nbreg . . . . . . . . . . . . . . . . . . . . . . 244
7.3.2 Example of estimating the NBRM . . . . . . . . . . . . . . . . . . . . . . 245
7.3.3 Testing for overdispersion . . . . . . . . . . . . . . . . . . . . . . . . . . 246
7.3.4 Interpretation using the rate ￥ì . . . . . . . . . . . . . . . . . . . . . . . . 247
7.3.5 Interpretation using predicted probabilities . . . . . . . . . . . . . . . . . 248
7.4 Zero-inflated count models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250
This book is for use by faculty, students, staff, and guests of UCLA, and is not to be distributed,
either electronically or in printed form, to others.
Contents xiii
7.4.1 Estimation of zero-inflated models with zinb and zip . . . . . . . . . . . . 253
7.4.2 Example of estimating the ZIP and ZINB models . . . . . . . . . . . . . . 253
7.4.3 Interpretation of coefficients . . . . . . . . . . . . . . . . . . . . . . . . . 254
7.4.4 Interpretation of predicted probabilities . . . . . . . . . . . . . . . . . . . 255
7.5 Comparisons among count models . . . . . . . . . . . . . . . . . . . . . . . . . . 258
7.5.1 Comparing mean probabilities . . . . . . . . . . . . . . . . . . . . . . . . 258
7.5.2 Tests to compare count models . . . . . . . . . . . . . . . . . . . . . . . . 260
8 Additional Topics 263
8.1 Ordinal and nominal independent variables . . . . . . . . . . . . . . . . . . . . . 263
8.1.1 Coding a categorical independent variable as a set of dummy variables . . . 263
8.1.2 Estimation and interpretation with categorical independent
variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
8.1.3 Tests with categorical independent variables . . . . . . . . . . . . . . . . . 266
8.1.4 Discrete change for categorical independent variables . . . . . . . . . . . . 270
8.2 Interactions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271
8.2.1 Computing gender differences in predictions with interactions . . . . . . . 272
8.2.2 Computing gender differences in discrete change with interactions . . . . . 273
8.3 Nonlinear nonlinear models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 274
8.3.1 Adding nonlinearities to linear predictors . . . . . . . . . . . . . . . . . . 275
8.3.2 Discrete change in nonlinear nonlinear models . . . . . . . . . . . . . . . 276
8.4 Using praccum and forvalues to plot predictions . . . . . . . . . . . . . . . . . . . 278
8.4.1 Example using age and age-squared . . . . . . . . . . . . . . . . . . . . . 278
8.4.2 Using forvalues with praccum . . . . . . . . . . . . . . . . . . . . . . . . 281
8.4.3 Using praccum for graphing a transformed variable . . . . . . . . . . . . . 282
8.4.4 Using praccum to graph interactions . . . . . . . . . . . . . . . . . . . . . 283
8.5 Extending SPost to other estimation commands . . . . . . . . . . . . . . . . . . . 284
8.6 Using Stata more efficiently . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
8.6.1 profile.do . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
8.6.2 Changing screen fonts and window preferences . . . . . . . . . . . . . . . 286
8.6.3 Using ado-files for changing directories . . . . . . . . . . . . . . . . . . . 286
8.6.4 me.hlp file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
8.6.5 Scrolling in the Results Window in Windows . . . . . . . . . . . . . . . . 288
8.7 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
This book is for use by faculty, students, staff, and guests of UCLA, and is not to be distributed,
either electronically or in printed form, to others.
xiv Contents
A Syntax for SPost Commands 289
A.1 brant . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
A.2 fitstat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
A.3 listcoef . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 294
A.4 mlogplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297
A.5 mlogtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 300
A.6 mlogview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
A.7 Overview of prchange, prgen, prtab, and prvalue . . . . . . . . . . . . . . . . . . . 306
A.8 praccum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 307
A.9 prchange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310
A.10 prcounts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
A.11 prgen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 315
A.12 prtab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
A.13 prvalue . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320
B Description of Datasets 323
B.1 binlfp2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
B.2 couart2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324
B.3 gsskidvalue2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324
B.4 nomocc2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325
B.5 ordwarm2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 326
B.6 science2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327
B.7 travel2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 329
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
Author index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Applied Econometrics using MATLAB
http://www.pinggu.org/bbs/thread-153232-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-153232-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-153232-1-1.html
Risk Analysis in Finance and Insurance
http://www.pinggu.org/bbs/thread-153240-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-153240-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-153240-1-1.html
Financial and Actuarial Statistics An Introduction
http://www.pinggu.org/bbs/thread-153242-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-153242-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-153242-1-1.html
The Mathematics of Money Management Risk Analysis Techniques for Traders
http://www.pinggu.org/bbs/thread-159522-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-159522-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-159522-1-1.html
Introduction to Statistics Through Resampling Methods and Microsoft Office Excel
http://www.pinggu.org/bbs/thread-159531-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-159531-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-159531-1-1.html
Numerical Analysis using Matlab and Spreadsheet
http://www.pinggu.org/bbs/thread-160747-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-160747-1-1.html" target="_blank" >http://www.pinggu.org/bbs/thread-160747-1-1.html
提升卡
置顶卡
沉默卡
变色卡
抢沙发
千斤顶
显身卡
京公网安备 11010802022788号
