eviews应该作不了那种情况
stata可以
Example 17.4: Duration of Recidivism
use
http://fmwww.bc.edu/ec-p/data/wooldridge/RECID, clear
cnreg ldurat workprg priors tserved felon alcohol drugs black married educ age, censored(cens)
Censored normal regression Number of obs = 1445
LR chi2(10) = 166.74
Prob > chi2 = 0.0000
Log likelihood = -1597.059 Pseudo R2 = 0.0496
------------------------------------------------------------------------------
ldurat | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
workprg | -.0625715 .1200369 -0.52 0.602 -.2980382 .1728951
priors | -.1372529 .0214587 -6.40 0.000 -.1793466 -.0951592
tserved | -.0193305 .0029779 -6.49 0.000 -.0251721 -.013489
felon | .4439947 .1450865 3.06 0.002 .1593903 .7285991
alcohol | -.6349093 .1442166 -4.40 0.000 -.9178072 -.3520113
drugs | -.2981602 .1327356 -2.25 0.025 -.5585367 -.0377836
black | -.5427179 .1174428 -4.62 0.000 -.7730958 -.31234
married | .3406837 .1398431 2.44 0.015 .066365 .6150024
educ | .0229196 .0253974 0.90 0.367 -.0269004 .0727395
age | .0039103 .0006062 6.45 0.000 .0027211 .0050994
_cons | 4.099386 .3475351 11.80 0.000 3.417655 4.781117
-------------+----------------------------------------------------------------
_se | 1.81047 .0623022 (Ancillary parameter)
------------------------------------------------------------------------------
Obs. summary: 552 uncensored observations
893 right-censored observations
Change in durat if a man serves for a felony
mfx compute, nose
Marginal effects after cnreg
y = Fitted values (predict)
= 4.8341597
-------------------------------------------------------------------------------
variable | dy/dx X
---------------------------------+---------------------------------------------
workprg*| -.0625715 .465052
priors | -.1372529 1.43183
tserved | -.0193305 19.1820
felon*| .4439947 .314187
alcohol*| -.6349093 .209689
drugs*| -.2981602 .241522
black*| -.5427179 .485121
married*| .3406837 .255363
educ | .0229196 9.70242
age | .0039103 345.436
-------------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1
mat pct=e(Xmfx_dydx)
matmap pct pct, m(100*(exp(@)-1))
mat list pct
pct[1,10]
workprg priors tserved felon alcohol drugs
r1 -6.0654125 -12.825026 -1.9144899 55.892217 -47.001643 -25.781754
black married educ age
r1 -41.883343 40.590851 2.3184231 .39179407