STATA实用学习笔记(9)

ordinary probit model.

4.4 Other models

1、计数因变量：Fixed-effects and random-effects models are available for count data (xtpoisson and xtnbreg)。We can test which model is preferable using a Hausman 2、（截尾数据）censored data ：Random-effects models are available ，但是，fixed-effects models 目前不可用。

3、生存模型（Duration data ）本身就是时间序列。

4、多数据和排序因变量（multinomial and ordered models ）目前还不可用Fixed-effects or random-effects models。

? 小结：The xtreg command is used to estimate fixed-effects and random-effects models (where

the dependent variable is continuous).

? We can test whether the fixed-effects or random-effects model is preferable using the

hausman test.

? If there is a significant correlation between ui and Xit, the fixed effects model is

preferable to the OLS and random effects models.

? If there is no significant correlation between ui and Xit, we can test whether the OLS

or random-effects model is preferable using a LM test.

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第五章 变量的内生性

内容简介：

? 5.1 The problem of endogeneity bias

? 5.2 The basic idea underlying the use of instrumental variables ? 5.3 When the endogenous right hand side variable is continuous ? 5.4 When the endogenous right hand side variable is binary