请教前辈:
在做heckmanMLE估计heckman logexpv dudt,sel(exp= dudt lexp)之后,stata显示的结果如表1所示。使用命令esttab using F:\test.rtf, se(3) star(* 0.10 ** 0.05 *** 0.01)sca(ll rho sigma lambda LR) nogaps compress replace 导出结果(如表2所示)。请问怎样修改命令才能将rho sigma lambda这三个统计量的标准误se一起导出?以及最后一行的LR卡方值及其伴随概率能否同时导出?谢谢各位
| | Coef. | Std. Err. | z | P>z | [95% Conf. | Interval] |
| | | | | | | |
| logexpv | | | | | | |
| dudt | 0.3804694 | 0.010108 | 37.64 | 0 | 0.360657 | 0.400281 |
| _cons | 9.654139 | 0.007092 | 1361.24 | 0 | 9.640238 | 9.668039 |
| | | | | | | |
| exp | | | | | | |
| dudt | -0.0029169 | 0.005126 | -0.57 | 0.569 | -0.01296 | 0.00713 |
| lexp | 2.486694 | 0.00474 | 524.57 | 0 | 2.477403 | 2.495985 |
| _cons | -1.632923 | 0.00322 | -507.07 | 0 | -1.63924 | -1.62661 |
| | | | | | | |
| /athrho | -0.4468511 | 0.004132 | -108.14 | 0 | -0.45495 | -0.43875 |
| /lnsigma | 0.5779855 | 0.001868 | 309.47 | 0 | 0.574325 | 0.581646 |
| | | | | | | |
| rho | -0.4193072 | 0.003406 | | | -0.42596 | -0.41261 |
| sigma | 1.782444 | 0.003329 | | | 1.775931 | 1.788981 |
| lambda | -0.7473916 | 0.006527 | | | -0.76018 | -0.7346 |
LR test of indep. eqns. (rho = 0): chi2(1) = 12008.50 Prob > chi2 = 0.0000
| (1) |
| | logexpv |
| logexpv | |
| dudt | 0.380*** |
| | (0.010) |
| _cons | 9.654*** |
| | (0.007) |
| exp | |
| dudt | -0.00292 |
| | (0.005) |
| lexp | 2.487*** |
| | (0.005) |
| _cons | -1.633*** |
| | (0.003) |
| athrho | |
| _cons | -0.447*** |
| | (0.004) |
| lnsigma | |
| _cons | 0.578*** |
| | (0.002) |
| N | 669430 |
| ll | -461307.5 |
| rho | -0.419 |
| sigma | 1.782 |
| lambda | -0.747 |
| LR | |
Standard errors in parentheses
* p < 0.10, ** p < 0.05, ***p < 0.01