order logit模型的检验，wald检验

14919

收藏 2013-04-03

用截面数据做了ologit模型，被解释变量是从1-5的离散变量。之后怎么做检验呢？有资料说做wald检验，是要每个解释变量都做吗，怎么样是通过了检验呢？
ologit结果如下：
. ologit xingfu wuincome gender age_2 hukou edu dangyuan  mar wasset ss safe  ,robust

Iteration 0: log pseudolikelihood =  -4679.464
Iteration 1: log pseudolikelihood = -4574.6792
Iteration 2: log pseudolikelihood = -4574.2017
Iteration 3: log pseudolikelihood = -4574.2015

Ordered logistic regression                      Number of obs =    4138
                                                            Wald chi2(10) =    196.84
                                                               Prob > chi2    =    0.0000
Log pseudolikelihood = -4574.2015                Pseudo R2    =    0.0225

------------------------------------------------------------------------------
         |             Robust
   xingfu |    Coef. Std. Err.    z P>|z|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
wuincome | 3.25e-06 8.56e-07    3.80 0.000    1.58e-06 4.93e-06
   gender | .1787505 .0639014    2.80 0.005    .0535059    .303995
   age_2 | 3.13e-09 1.33e-09    2.35 0.019    5.17e-10 5.74e-09
   hukou |  -.0164813 .0679028 -0.24 0.808 -.1495683 .1166057
      edu | .0710183 .009153    7.76 0.000    .0530787 .0889578
dangyuan | .2168595 .1188921    1.82 0.068 -.0161648 .4498838
      mar | .5738508 .107147    5.36 0.000    .3638465 .7838551
   wasset | .0049378 .0006091    8.11 0.000    .0037441 .0061316
      ss | .0860524 .0600466    1.43 0.152 -.0316368 .2037416
      safe |  -.1691301 .060539 -2.79 0.005 -.2877843 -.050476
-------------+----------------------------------------------------------------
   /cut1 |  -2.875078 .2447267                   -3.354733 -2.395422
   /cut2 |  -.5795771 .1991778                   -.9699584 -.1891959
   /cut3 | 2.025318 .1974778                   1.638268 2.412367
   /cut4 | 4.746056 .211374                   4.331771 5.160342
------------------------------------------------------------------------------

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

全部回复

yanzhishi

2013-4-3 11:08:35

刚发那个回归结果比较乱，请看这个。谢谢
ologit xingfu wuincome gender age_2 hukou edu dangyuan  mar wasset ss safe  ,robust

Iteration 0: log pseudolikelihood =  -4679.464
Iteration 1: log pseudolikelihood = -4574.6792
Iteration 2: log pseudolikelihood = -4574.2017
Iteration 3: log pseudolikelihood = -4574.2015

Ordered logistic regression                      Number of obs =    4138
                                                Wald chi2(10) =    196.84
                                                Prob > chi2    =    0.0000
Log pseudolikelihood = -4574.2015                Pseudo R2    =    0.0225

------------------------------------------------------------------------------
         |             Robust
   xingfu |    Coef.       Std. Err.    z       P>|z|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
  wuincome | 3.25e-06 8.56e-07    3.80 0.000    1.58e-06 4.93e-06
   gender | .1787505 .0639014    2.80 0.005    .0535059    .303995
      age_2 | 3.13e-09 1.33e-09    2.35 0.019    5.17e-10 5.74e-09
   hukou |  -.0164813 .0679028 -0.24 0.808 -.1495683 .1166057
         edu | .0710183 .009153    7.76 0.000    .0530787 .0889578 dangyuan | .2168595 .1188921    1.82 0.068 -.0161648 .4498838
         mar | .5738508 .107147    5.36 0.000    .3638465 .7838551
   wasset | .0049378 .0006091    8.11 0.000    .0037441 .0061316
         ss | .0860524 .0600466    1.43 0.152 -.0316368 .2037416
      safe |  -.1691301 .060539 -2.79 0.005 -.2877843 -.050476
-------------+----------------------------------------------------------------
   /cut1 |  -2.875078 .2447267                   -3.354733 -2.395422
   /cut2 |  -.5795771 .1991778                   -.9699584 -.1891959
   /cut3 | 2.025318 .1974778                   1.638268 2.412367
   /cut4 | 4.746056 .211374                   4.331771 5.160342
------------------------------------------------------------------------------

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

yanzhishi

2013-4-3 11:10:16

刚发那个回归结果比较乱，请看这个。谢谢
ologit xingfu wuincome gender age_2 hukou edu dangyuan  mar wasset ss safe  ,robust

Iteration 0: log pseudolikelihood =  -4679.464
Iteration 1: log pseudolikelihood = -4574.6792
Iteration 2: log pseudolikelihood = -4574.2017
Iteration 3: log pseudolikelihood = -4574.2015

Ordered logistic regression                      Number of obs =    4138
                                                Wald chi2(10) =    196.84
                                                Prob > chi2    =    0.0000
Log pseudolikelihood = -4574.2015                Pseudo R2    =    0.0225

------------------------------------------------------------------------------
         |             Robust
   xingfu |    Coef.       Std. Err.    z       P>|z|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
wuincome | 3.25e-06 8.56e-07    3.80 0.000    1.58e-06 4.93e-06
   gender | .1787505 .0639014    2.80 0.005    .0535059    .303995
   age_2 | 3.13e-09 1.33e-09    2.35 0.019    5.17e-10 5.74e-09
   hukou |  -.0164813 .0679028 -0.24 0.808 -.1495683 .1166057
         edu | .0710183 .009153    7.76 0.000    .0530787 .0889578 dangyuan | .2168595 .1188921    1.82 0.068 -.0161648 .4498838
         mar | .5738508 .107147    5.36 0.000    .3638465 .7838551
   wasset | .0049378 .0006091    8.11 0.000    .0037441 .0061316
         ss | .0860524 .0600466    1.43 0.152 -.0316368 .2037416
      safe |  -.1691301 .060539 -2.79 0.005 -.2877843 -.050476
-------------+----------------------------------------------------------------
   /cut1 |  -2.875078 .2447267                   -3.354733 -2.395422
   /cut2 |  -.5795771 .1991778                   -.9699584 -.1891959
   /cut3 | 2.025318 .1974778                   1.638268 2.412367
   /cut4 | 4.746056 .211374                   4.331771 5.160342
------------------------------------------------------------------------------

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

yanzhishi

2013-4-3 11:10:50

怎么还是调不好？

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

yanzhishi

2013-4-3 12:40:48

是我问的不对吗？怎么没有人回答呢？

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

sewind_tj

2013-4-5 14:24:01

yanzhishi 发表于 2013-4-3 12:40
是我问的不对吗？怎么没有人回答呢？

不知道你问的什么问题？

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

点击查看更多内容…

yanzhishi

2013-4-5 16:57:03

sewind_tj 发表于 2013-4-5 14:24
不知道你问的什么问题？

想问怎么用stata做wald检验

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

fgleric

2013-4-5 22:22:49

yanzhishi 发表于 2013-4-5 16:57
想问怎么用stata做wald检验

http://www.ats.ucla.edu/stat/stata/faq/nested_tests.htm

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

yanzhishi

2013-4-5 23:14:42

fgleric 发表于 2013-4-5 22:22
http://www.ats.ucla.edu/stat/stata/faq/nested_tests.htm

版主高端！

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

sewind_tj

2013-4-8 10:34:32

estat AIC, BIC, VCE, and estimation sample summary
estat (svy) postestimation statistics for survey data
estimates cataloging estimation results
lincom point estimates, standard errors, testing, and inference for linear combinations
of coefficients
linktest link test for model specification
lrtest1 likelihood-ratio test
margins marginal means, predictive margins, marginal effects, and average marginal effects
nlcom point estimates, standard errors, testing, and inference for nonlinear combinations
of coefficients
predict predictions, residuals, influence statistics, and other diagnostic measures
predictnl point estimates, standard errors, testing, and inference for generalized predictions
suest seemingly unrelated estimation
test Wald tests of simple and composite linear hypotheses
testnl Wald tests of nonlinear hypotheses

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

yanzhishi

2013-4-8 15:58:57

sewind_tj 发表于 2013-4-8 10:34
estat AIC, BIC, VCE, and estimation sample summary
estat (svy) postestimation statistics for survey ...

谢谢您的回复。
这是一个完成的do吗？
还是前边是讲解，后边是命令？

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

autenlee

2013-12-5 09:51:57

谢谢版主的回答很受用

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

分享

扫码加好友，拉您进群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群