要模仿的文献是用gamma分布 对数连结函数 为什么要选这两个呢?
在stata里怎么做?
glm y x1 x2, family(gamma) link(log)
我是用上面的语句做的,以下是出来的结果,我只能看懂哪个变量显著,上面的这些看不懂了,怎么看出拟合效果如何呢?
Iteration 0: log likelihood = -6326.8014
Iteration 1: log likelihood = -6326.6727
Iteration 2: log likelihood = -6326.6727
Generalized linear models No. of obs = 2125
Optimization : ML Residual df = 2112
Scale parameter = .0262681
Deviance = 84.52843429 (1/df) Deviance = .0400229
Pearson = 55.47819601 (1/df) Pearson = .0262681
Variance function: V(u) = u^2 [Gamma]
Link function : g(u) = ln(u) [Log]
AIC = 5.966751
Log likelihood = -6326.672675 BIC = -16096.62
附件列表