最近做本科论文,做的是连续变量mindex与公平感(just)的关系,公平感取1,2,3分别表示不公平,中立,公平
发现用mfx求边际效应后系数符号和原回归结果全部相反,最后个表稳定性检验的时候将中立划归到不中立或者将中立去掉时,just取0或1用probit和Logit边际效益符号却不会相反。
怎么破,难道边际效应不是这样求?或者不需要求边际效应?求各位大神点拨,感激!
Ordered probit regression Number of obs = 32162
Wald chi2(15) = 1435.67
Prob > chi2 = 0.0000
Log pseudolikelihood = -33383.564 Pseudo R2 = 0.0215
(Std. Err. adjusted for 21675 clusters in id)
------------------------------------------------------------------------------
| Robust
just | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mindex | -.0162706 .0057009 -2.85 0.004 -.0274441 -.0050971
gender | .0420851 .0134297 3.13 0.002 .0157633 .0684069
age_m | .0470946 .0152932 3.08 0.002 .0171206 .0770687
age_h | .247999 .0177915 13.94 0.000 .2131284 .2828697
lninc | -.0802867 .0069401 -11.57 0.000 -.0938891 -.0666843
finc_m | .3278092 .0142741 22.97 0.000 .2998325 .3557859
finc_h | .4442154 .0263304 16.87 0.000 .3926089 .495822
edu_m | -.1033649 .0157568 -6.56 0.000 -.1342476 -.0724822
edu_h | -.1800533 .017662 -10.19 0.000 -.2146702 -.1454364
str | -.0018591 .0011361 -1.64 0.102 -.0040858 .0003676
lnmedu | .235566 .0397773 5.92 0.000 .1576041 .313528
lnpsec | .0725998 .0204029 3.56 0.000 .0326109 .1125887
_Iyear_2011 | .136591 .0220725 6.19 0.000 .0933298 .1798522
_Iyear_2012 | .0554763 .0186321 2.98 0.003 .018958 .0919946
_Iyear_2013 | -.0076092 .0200225 -0.38 0.704 -.0468525 .0316341
-------------+----------------------------------------------------------------
/cut1 | 1.171863 .3837715 .4196849 1.924042
/cut2 | 1.735814 .3838578 .9834664 2.488161
------------------------------------------------------------------------------
. mfx
Marginal effects after oprobit
y = Pr(just==1) (predict)
= .35061614
------------------------------------------------------------------------------
variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X
---------+--------------------------------------------------------------------
mindex | .0060305 .00211 2.85 0.004 .00189 .01017 6.48795
gender*| -.0156061 .00498 -3.13 0.002 -.02537 -.005843 .535197
age_m*| -.0173969 .00563 -3.09 0.002 -.02843 -.006364 .321715
age_h*| -.0893191 .0062 -14.42 0.000 -.101463 -.077175 .241714
lninc | .0297571 .00257 11.57 0.000 .024714 .0348 9.34877
finc_m*| -.1215084 .00528 -23.02 0.000 -.131853 -.111164 .531714
finc_h*| -.1498806 .00787 -19.04 0.000 -.16531 -.134451 .082364
edu_m*| .0385924 .00592 6.52 0.000 .026984 .0502 .300137
edu_h*| .0677399 .00673 10.06 0.000 .054547 .080933 .251695
str | .000689 .00042 1.64 0.102 -.000136 .001514 48.7037
lnmedu | -.0873092 .01474 -5.92 0.000 -.116196 -.058422 7.41793
lnpsec | -.0269081 .00756 -3.56 0.000 -.041724 -.012092 6.73562
_Iy~2011*| -.0495903 .00783 -6.33 0.000 -.064938 -.034243 .140787
_Iy~2012*| -.0204699 .00684 -2.99 0.003 -.03388 -.00706 .298147
_Iy~2013*| .002822 .00743 0.38 0.704 -.011741 .017385 .281761
------------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1
解释变量
|
(1)
|
(2)
|
(3)
|
(4)
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(5)
|
ologit(三维)
|
oprobit(五维)
|
ologit(五维)
|
probit(二维)
|
logit(二维)
|
mindex (回归系数)
|
-0.027***
|
-0.016***
|
-0.028***
|
-0.035***
|
-0.056***
|
mindex (边际效应)
|
0.006***
|
0.002***
|
0.002***
|
-0.014***
|
-0.014***
|
个体控制变量
|
是
|
是
|
是
|
是
|
是
|
地区控制变量
|
是
|
是
|
是
|
是
|
是
|
年份控制变量
|
是
|
是
|
是
|
是
|
是
|
|
|
|
|
|
|
观测值
|
32162
|
32162
|
32162
|
32162
|
32162
|
R2或伪R2
|
0.0216
|
0.0182
|
0.0183
|
0.0330
|
0.0330
|