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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
14229 6
2011-02-25
各位大虾,我用Ologit 回归对一个模型进行估计,结果如下:
Ordered logistic regression


Number of obs
=

9085



LR chi2 (4)
=
752.61


Prob > chi2

=
0.0000

Log likelihood = -9679.7864

Pseudo R2
=
0.0374

----------------------------------------------------------------------------------------------------------------
      
|
Coef.
Std. Err.
z

P>|z|
[95% Conf. Interval]

-------------+--------------------------------------------------------------------------------------------------
    |
.0659089
.0085408
7.72

0.000
.0491691
.0826486



|
-.2536948
.0302239

-8.39

0.000
-.3129325
-.194457



  |
-.431092
.0228156
-18.89

0.000
-.4758098
-.3863742





|
-.1430947
.0315265
-4.54
0.000
-.2048855
-.081304

-------------+-------------------------------------------------------------------------------------------------

/cut1 |
-6.733663
.1747877
-7.07624
-6.391085


/cut2 |
-4.545144
.1416532
-4.822779
-4.267509


/cut3 |
-1.760224
.1333617
-2.021608
-1.49884


/cut4 |
1.062964
.1357218
.7969541
1.328974

-----------------------------------------------------------------------------------------------------------------
(结果中有一个因变量,四个自变量,但不知什么原因没有显示出了)请问各个参数是什么意思呢?谢谢
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2011-2-26 19:37:05
路过,路过。帮你围观下,我也算是学习了。
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2011-4-28 21:00:40
看了下你结果数据,是显示一个因变量和四个自变量,至于为什么没显示变量名,会不会因为你命名或复制时错了,把变量名都变为“|”
参数的意思,我也不是很确定,刚查了下,找到如下一些文字,好像能说明参数的意思,但我不确定是否对错哦!我将其复制在下面,出处我也附上。若找到文献原件,希望分享哦!谢谢啦!
Consider a parameterization in which a constant is present, e.g., Greene’s formulation (Greene 2003, 736):

    Pr(Y = 0) = F(−Xb)
    Pr(Y = 1) = F(u1 −Xb) − F(−Xb)
    Pr(Y = 2) = F(u2 −Xb) − F(u1 −Xb)
    ...

In the preceding, F is the cumulative distribution function (CDF), either the cumulative standard normal distribution for ordered probit regression or the cumulative logistic distribution for ordered logistic regression. Since Greene includes a constant in his Xb, we need to indicate this to make his notation and Stata’s ordered probit/logistic notation comparable:

    Pr(Y = 0) = F(−Xb − con)
    Pr(Y = 1) = F(u1 − Xb − con) − F(−Xb − con)
    Pr(Y = 1) = F(u2 − Xb − con) − F(u1 −Xb − con)
    ...

Now, compare this with Stata’s no-constant model:

    Pr(Y = 0) = F(/cut1 − Xb)
    Pr(Y = 1) = F(/cut2 − Xb) − F(/cut1 − Xb)
    Pr(Y = 2) = F(/cut3 − Xb) − F(/cut2 − Xb)
    ...

Examining the expressions for Pr(Y = 0), we see that

    −Xb − con = /cut1 − Xb

so Greene’s constant equals –/cut1. Greene set the first cut point to zero, whereas Stata set the constant to zero.

Combining this observation with the expressions for Pr(Y = 1), we see that Greene’s u1 = /cut2 + con = /cut2 − /cut1. Doing the same for Pr(Y = 2), we see that u2 = /cut3 − /cut1. Thus to estimate Greene’s model using the coefficient estimates from Stata’s ordered probit/logistic regression commands we can use the following:

    Greene's intercept = −/cut1
    Greene's u1 = /cut2 − /cut1
    Greene's u2 = /cut3 − /cut1
    ...

After you fit your model using Stata, you can convert to Greene’s parameterization using lincom, which will provide both the coefficient estimate and the standard error as follows:

    ologit/oprobit ...
    lincom _b[/cut2] - _b[/cut1]
    lincom _b[/cut3] - _b[/cut1]
    ...

Greene, W. H. 2003. Econometric Analysis. 5th ed. Upper Saddle River, NJ: Prentice Hall.
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2011-4-29 13:48:41
你需要把你的变量名都列出来,看了才好给你解释 可以截个图来看看
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2011-9-22 16:46:09
有序回归模型!
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2017-1-9 10:27:04
刚遇到这一问题,看过这一课件就明白了,希望能够帮到你,谢谢!课件链接:http://wenku.baidu.com/link?url=BcdcHns29Q1Eq3ARs_EVnpfpaWbCsQnfn4zvKIsB-fD2jgg99-ufr2yeU267QIn2R81llrVowCifAQm6HN6DT2A3W7VmiPCstqzNkfB3PMO
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