请问在Heckman最大似然估计中类似R2的量是哪个？

victorliou

6889

收藏 2012-04-08

请问在Heckman最大似然估计中，与类似OLS中R2的量是哪个？如何评判整体的拟合度好坏？

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蓝色

2012-4-8 21:42:58

你把结果列出来啊

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victorliou

2012-4-9 15:52:04

感谢蓝色版主

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victorliou

2012-4-9 15:52:38

Iteration 0: log likelihood = -702.23626
Iteration 1: log likelihood = -701.42252
Iteration 2: log likelihood = -699.99885
Iteration 3: log likelihood = -699.98644
Iteration 4: log likelihood = -699.98644

Heckman selection model                      Number of obs    =    1016
(regression model with sample selection)       Censored obs    =    271
                                             Uncensored obs    =    745

                                             Wald chi2(19)    = 116.34
Log likelihood = -699.9864                   Prob > chi2       = 0.0000

-------------------------------------------------------------------------------
            |    Coef. Std. Err.    z P>|z|    [95% Conf. Interval]
--------------+----------------------------------------------------------------
lwage       |
   _Ihuji_2 | .0513489 .0299486    1.71 0.086 -.0073493 .1100471
   pospar | .0307252 .0183149    1.68 0.093 -.0051713 .0666217
   _Iccp_1 | -.015051 .0293211 -0.51 0.608 -.0725193 .0424172
   healev |  -.0094381 .0245249 -0.38 0.700 -.0575061 .0386299
_Igender_1 | .1091582 .0321895    3.39 0.001    .046068 .1722485
_Isiblings_1 | .0157549 .0294831    0.53 0.593 -.0420308 .0735407
   goodlook |  -.0467373 .0238327 -1.96 0.050 -.0934486 -.000026
      gpa |  -.0068706 .0263825 -0.26 0.795 -.0585793 .0448381
         f1 | .0159753 .010041    1.59 0.112 -.0037046 .0356553
         f2 |  -.0247778 .016067 -1.54 0.123 -.0562685 .0067129
         f3 |  -.0151079 .0170682 -0.89 0.376    -.048561 .0183452
         f4 | .030766 .0186699    1.65 0.099 -.0058263 .0673583
_Itop50u_2 | .2847496    .04479    6.36 0.000    .1969629 .3725363
  _Itop100u_2 | .092082 .034327    2.68 0.007    .0248024 .1593616
_Icitsca_1 | .0488271 .0778997    0.63 0.531 -.1038535 .2015077
_Icitsca_2 | .0097288 .0547091    0.18 0.859 -.0974991 .1169566
_Icitsca_3 | .0027604 .0301499    0.09 0.927 -.0563323    .061853
_Iwesteast_1 | .0286266 .0537581    0.53 0.594 -.0767373 .1339905
_Iwesteast_2 | .1000709 .0664112    1.51 0.132 -.0300926 .2302344
      _cons | 8.083332 .1383866 58.41 0.000    7.812099 8.354564
--------------+----------------------------------------------------------------
gotjobn    |
   _Ihuji_2 |  -.0122175 .1047708 -0.12 0.907 -.2175644 .1931295
   pospar |  -.0368838 .0677943 -0.54 0.586 -.1697583 .0959906
   _Iccp_1 | .1765803 .1065515    1.66 0.097 -.0322569 .3854174
   healev | .1461214 .0870798    1.68 0.093 -.0245518 .3167946
_Igender_1 | .487116 .1097041    4.44 0.000    .2720998 .7021322
_Isiblings_1 |  -.0904629 .1047644 -0.86 0.388 -.2957974 .1148716
   goodlook |  -.0548822 .0850776 -0.65 0.519 -.2216312 .1118668
      gpa | .2984317 .0869209    3.43 0.001    .1280699 .4687936
         f1 | .0654333 .032746    2.00 0.046    .0012523 .1296143
         f2 | -.08205 .0560046 -1.47 0.143 -.1918169 .0277169
         f3 |  -.0508172 .0600751 -0.85 0.398 -.1685623 .0669279
         f4 |  -.0173767 .0671341 -0.26 0.796 -.1489572 .1142038
_Iorgstu_1 | .2959017 .0924818    3.20 0.001    .1146407 .4771628
   timcos |  -.2453135 .0224437 -10.93 0.000 -.2893023 -.2013247
cosjobsee |  -.0000118 .0000364 -0.33 0.745 -.0000831 .0000594
_Ipractice_1 | .2324291 .1048866    2.22 0.027    .0268552    .438003
_Ijobseaint_1 | .074842 .1152786    0.65 0.516    -.1511    .300784
timcarint | .0119854 .0079138    1.51 0.130 -.0035254 .0274962
_Itop50u_2 | .0946072 .1788389    0.53 0.597 -.2559106 .4451249
  _Itop100u_2 | -.272331 .1178571 -2.31 0.021 -.5033267 -.0413353
_Icitsca_1 |  -.1900785 .261648 -0.73 0.468 -.7028991 .3227421
_Icitsca_2 |  -.1274481 .1960757 -0.65 0.516 -.5117494 .2568531
_Icitsca_3 |  -.0848042 .1070699 -0.79 0.428 -.2946573 .1250488
_Iwesteast_1 |  -.4256823 .2184324 -1.95 0.051 -.8538019 .0024373
_Iwesteast_2 |  -.5593723 .2625463 -2.13 0.033 -1.073954 -.044791
      _cons | .0130496 .4838412    0.03 0.978 -.9352618 .9613609
--------------+----------------------------------------------------------------
   /athrho |  -.9175133 .1879368 -4.88 0.000 -1.285863 -.5491639
   /lnsigma |  -.9951464 .0404798 -24.58 0.000 -1.074485 -.9158074
--------------+----------------------------------------------------------------
      rho |  -.7247189 .0892291                   -.8580391 -.4998933
      sigma | .3696693 .0149641                   .3414734 .4001934
   lambda |  -.2679063 .0418619                   -.3499542 -.1858585
-------------------------------------------------------------------------------
LR test of indep. eqns. (rho = 0): chi2(1) = 15.78 Prob > chi2 = 0.0001

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蓝色

2012-4-9 18:27:25

Wald chi2(19) = 116.34
Prob > chi2 = 0.0000
这个就是啊

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elle2001

2014-2-25 12:58:02

蓝色发表于 2012-4-9 18:27
Wald chi2(19) = 116.34
...

版主说的不对，应该最下面那个才是极大似然法的检验结果：

LR test of indep. eqns. (rho = 0): chi2(1) = 15.78 Prob > chi2 = 0.0001

表明拒绝了原假设（H0：不存在偏差），通过了验证

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