[stata资源分享] 介绍stata好用的一个指令cmp [推广有奖]

41楼

云飘飘122 发表于 2020-8-13 23:01:24

barbarahan0114 发表于 2016-5-18 22:16
比如，cmp(被解释变量1=.... )(被解释变量2=... )， ind ($cmp_cont $cmp_oprobit ) quietly robust，， ...

还可以再详细些吗，不知道这个指令的形式

42楼

云飘飘122 发表于 2020-8-14 10:45:21

barbarahan0114 发表于 2016-5-18 22:16
ssc install cmp即可

您好，请问STATA下载不了cmp怎么回事呢

. ssc install cmp
checking cmp consistency and verifying not already installed...
unexpected end of file
could not copy http://fmwww.bc.edu/repec/bocode/c/cmp.ado
(no action taken)
r(612);

43楼

何硕颖zz

发表于 2020-8-21 19:02:40

15996229676 发表于 2019-11-6 14:23
想请教一下，我的y是连续变量，内生x是多分类变量，工具变量是二分变量，我目前只找到了一个工具变量，但是 ...

您好，我有个差不多的模型。请问您解决了cmp怎么做吗，cmp的IV可以是非连续变量吗

44楼

小宇宙97 发表于 2021-1-16 17:53:25

想问下，我需要做两个回归（不同的因变量），两个都是logit，想做似不相关回归，怎么用cmp啊

45楼

李佩雯 发表于 2021-3-31 20:12:42 来自手机

barbarahan0114 发表于 2016-5-18 22:16
比如，cmp(被解释变量1=.... )(被解释变量2=... )， ind ($cmp_cont $cmp_oprobit ) quietly robust，， ...

那两个都是有序离散变量可以用cmp吗

46楼

酪酸酰合成酶7 发表于 2021-9-10 13:56:03

13262792318 发表于 2020-3-2 14:49
请问你知道这个结合的命令吗，我看了文章没看到怎么把工具变量运用进部分可观测双变量probit里面

您好，请问你现在解决了吗？怎么把工具变量运用进部分可观测双变量probit里面的问题

47楼

晗晗和凤凤

发表于 2021-10-10 21:51:26

请问triple hurdle用cmp怎么做呢？

48楼

nxf605483 发表于 2022-4-11 01:00:20

我的理解是，ind()是指定函数形式，也就是指定(被解释变量1=....  )和(被解释变量2=...  )的形式。
      0 = observation is not in this equation's sample
      1 = equation is "continuous" for this observation, i.e., has the OLS
      likelihood or is an uncensored observation in a tobit equation
      2 = observation is left-censored for this (tobit) equation at the
      value stored in the dependent variable
      3 = observation is right-censored at the value stored in the
      dependent variable
      4 = equation is probit for this observation
      5 = equation is ordered probit for this observation
      6 = equation is multinomial probit for this observation
      7 = equation is interval-censored for this observation
      8 = equation is truncated on the left and/or right (obsolete because
      truncation is now a general modeling feature)
      9 = equation is rank-ordered probit for this observation
比如1就是ols，5就是oprobit，对应到具体代码中，就是 $cmp_cont 和 $cmp_oprobit
      $cmp_out = 0
      $cmp_cont = 1
      $cmp_left = 2
      $cmp_right = 3
      $cmp_probit = 4
      $cmp_oprobit = 5
      $cmp_mprobit = 6
      $cmp_int = 7
      $cmp_trunc = 8
      $cmp_roprobit = 9
根据说明文档中的例子，如果进行2sls，原本的代码是ivreg y x1 (x2=z)
就相当于 cmp (y=x1 x2) (x2=x1 z), ind($cmp_cont $cmp_cont).
我觉得如果是一阶段ols，二阶段oprobit，那么代码是
cmp (y=x1 x2) (x2=x1 z), ind($cmp_oprobit $cmp_cont).