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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
3281 1
2007-05-24

请问各位什么叫MIE results for random effects panel probit model and standard probit?前者是指随机效应模型的结果吗?后面的standard probit指什么呢?MIE是指什么呢?用stata怎么做呢(我会做随机效应模型,主要是standard probit我不知道指的什么)?

感谢指点!

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2007-5-24 22:34:00
standard probit models estimated equation by equation rather than from the multivariate probit model recently discussed. For the purpose of displaying the relationships between individual firm characteristics and recruitment choices, the multivariate probit model is somewhat inconvenient. Marginal effects and their associated standard errors are more cumbersome to define and compute in the multivariate probit than in standard probits. Standard probits still yield consistent (albeit less efficient) estimates of the parameters of interest,
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