在做oprobit 内生转移模型时
得出结论如下
. ssm qe49 ssmjob edu age age2 [pweight=weight] ,s( ssmjob= age lnpeiouinc marriaged lninchome child5 older55) q(16) family(binomial) link(opr
> obit)
Iteration 0: log likelihood = -2858.1624
Iteration 1: log likelihood = -2770.4412
Iteration 2: log likelihood = -2762.6775
Iteration 3: log likelihood = -2761.7185
Iteration 4: log likelihood = -2759.8261
Iteration 5: log likelihood = -2759.629
Iteration 6: log likelihood = -2759.5003
Iteration 7: log likelihood = -2759.5001
Endogenous Switch Ordered Probit Regression
(16 quadrature points)
Number of obs = 3833
Wald chi2(17) = 866.63
Log likelihood = -2759.5001 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
qe49 |
ssmjob | .8860254 .2126242 4.17 0.000 .4692896 1.302761
edu | .0824936 .0492104 1.68 0.094 -.013957 .1789442
age | -.0194827 .0186164 -1.05 0.295 -.0559703 .0170048
age2 | .0250448 .0210541 1.19 0.234 -.0162205 .0663101
-------------+----------------------------------------------------------------
switch |
age | -.0108331 .030423 -0.36 0.722 -.0704611 .0487948
lnpeiouinc | .0253875 .0333727 0.76 0.447 -.0400218 .0907968
marriaged | -.7294068 .4712345 -1.55 0.122 -1.65301 .1941959
lninchome | .2675954 .0864057 3.10 0.002 .0982433 .4369476
child5 | .0273343 .3231257 0.08 0.933 -.6059804 .660649
older55 | -.2077562 .1202421 -1.73 0.084 -.4434263 .0279139
_cons | -1.747039 1.149519 -1.52 0.129 -4.000055 .5059776
-------------+----------------------------------------------------------------
aux_qe49 |
_cut1 | -4.50772 .5428157 -8.30 0.000 -5.571619 -3.443821
_cut2 | -3.28937 .5128656 -6.41 0.000 -4.294568 -2.284172
_cut3 | -1.582623 .4975529 -3.18 0.001 -2.557809 -.6074372
_cut4 | -.0828668 .4882598 -0.17 0.865 -1.039838 .8741048
-------------+----------------------------------------------------------------
rho | -.3892401 .1070352 -3.64 0.000 -.5373727 -.1045455
------------------------------------------------------------------------------
Likelihood ratio test for rho=0: chi2(1)= 0.00 Prob>=chi2 = 1.000
.
表中有个rho 表示统计显著的,那么最后面rho似然比检验是什么意思呢?
查文献说是EXS和ES的显著检验,那表中的不是么?
请高手帮忙瞧瞧!
谢谢~