似不相关回归SUR，如果每个方程不是OLS而是logit，命令如何修改？谢谢

请教。似不相关回归SUR：            sureg（Y1 X1）（Y2 X2）…………
现在，如果每个方程不是OLS而是logit，命令如何修改？谢谢

马巴赫 发表于 2012-12-10 02:21
谢谢

我没怎么看懂这个命令的help。

额，自我批评一下，刚看到你用的是logit。

cmp只能回归probit以及ordered probit等相关的回归，无法使用logit相关的回归。
我刚才又仔细看了一遍cmp的help文件，的确是不包括logit的回归。

use cmp

fgleric 发表于 2012-12-10 01:58
use cmp

谢谢

我没怎么看懂这个命令的help。
能不能简单教导一下，大概怎么操作？
谢谢

fgleric 发表于 2012-12-10 01:58
use cmp

谢谢

我没怎么看懂这个命令的help。
能不能简单教导一下，大概怎么操作？
谢谢

fgleric 发表于 2012-12-10 02:33
额，自我批评一下，刚看到你用的是logit。

cmp只能回归probit以及ordered probit等相关的回归，无法使 ...

谢谢，用logit也行。
我照葫芦画瓢写了能运行，但是有几个地方不懂：命令结尾的nolrtest technique(dfp)是干吗用的？

fgleric 发表于 2012-12-10 02:33
额，自我批评一下，刚看到你用的是logit。

cmp只能回归probit以及ordered probit等相关的回归，无法使 ...

出问题了，不知道怎么回事……  不懂原理，照葫芦画瓢的下场啊！
麻烦帮忙看看，这是什么情况？谢谢

“Warning: _Im25_3 _Imarital_1 _Im28_1 _Im3a_0_1 perfectly predict success or failure in _mp_cmp_y6.
Such regressors will be dropped from the full model.
Perfectly predicted observations will be dropped from the estimation sample for this equation.

Warning: _Im25_3 _Imarital_1 _Im28_1 _Im3a_0_1 perfectly predict success or failure in _mp_cmp_y6.
Such regressors will be dropped from the full model.
Perfectly predicted observations will be dropped from the estimation sample for this equation.

Warning: _Im25_3 _Imarital_1 _Im28_1 _Im3a_0_1 perfectly predict success or failure in _mp_cmp_y6.
Such regressors will be dropped from the full model.
Perfectly predicted observations will be dropped from the estimation sample for this equation.

Warning: _Im25_3 _Imarital_1 _Im28_1 _Im3a_0_1 perfectly predict success or failure in _mp_cmp_y6.
Such regressors will be dropped from the full model.
Perfectly predicted observations will be dropped from the estimation sample for this equation.

Warning: Covariance matrix for single-equation estimate of _mp_cmp_y6 equation is not of full rank.
Parameters with singular variance will be excluded from full model.
Re-running single-equation estimate without them.

Warning: regressor matrix for _mp_cmp_y6 equation appears ill-conditioned. (Condition number = 445.30452.)
This might prevent convergence. If it does, and if you have not done so already, you may need to remove nearly
collinear regressors to achieve convergence. Or you may need to add a nrtolerance(#) or nonrtolerance option to the command line.
See cmp tips for more information.

Fitting full model.
initial vector: matrix must be dimension 105
r(503);”

求教楼主 strongly balanced data可不可以用xtsur 或者是 sureg 命令呀

子萌猪猪 发表于 2014-2-11 10:33
求教楼主 strongly balanced data可不可以用xtsur 或者是 sureg 命令呀

不懂啊，我自己的问题也没搞懂