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2006-05-09
<P>本人用wooldrige的书,第14章panel data处理时,用stata,不知道如何能够找到或求出lamda的值(随机效应),哪位高手大侠,请帮帮忙!</P>
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2006-5-9 08:45:00

Stata Textbook Examples
Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge
Chapter 17: Sample Selection, Attrition, and Stratified Sampling

http://www.ats.ucla.edu/stat/Stata/examples/eacspd/chapter17.htm

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2006-5-9 08:52:00

REGOPROB: Stata module to estimate random effects generalized ordered probit models

regoprob is a user-written procedure to estimate random effects generalized ordered probit models in Stata. The actual values taken on by the dependent variable are irrelevant except that larger values are assumed to correspond to "higher" outcomes. The generalized model relaxes the parallel regression assumption of standard ordered probit models and its random effects counterpart. It is a rewritten version of goprobit for panel data. The likelihood for each unit is approximated by Gauss-Hermite quadrature.

http://fmwww.bc.edu/repec/bocode/g/goprobit_ll.ado

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2006-5-9 08:55:00
I cannot comment on SPSS, but, yes, Stata has a range of advanced tools for
panel analysis. These tools go far beyond of what you describe is available
in SPSS. You will found fixed effects panel regressions for metric and binary
outcomes, as well as for count data. There will be random effects models for
several other variants of the general linear model. And there will be some
other models which allow, you name it, more complex analyses. All these
models do indeed take into account that measurements are repeated.
The Stata command -help xt- will show you an overview on the tools that are
available in Stata.

Besides the common econometric books on panel analysis you may take a look
into "Kohler/Kreuter: Data analysis using Stata" usefull. Accidentally, I
know that the authors of this book had persons like you in mind while writing
the section on "regression models for panel data".

Many regards
Uli

--
kohler@wz-berlin.de
+49 (030) 25491-361

[此贴子已经被作者于2006-5-9 9:02:17编辑过]

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2006-5-9 08:57:00

For sure Stata will give you more options than SPSS and there is a huge community that is working with Stata, with similar problems to solve as you. In the reference manual set you will find a specific book that explain the panel data commands, take a look it at http://www.stata.com/bookstore/xt.html. Many econometrics textbook include Stata examples, but you can use the web for a introduction to the topic:

http://dss.princeton.edu/online_help/analysis/panel.htm,

http://www.ats.ucla.edu/stat/stata/stat130/longitud.htm or

http://www.ats.ucla.edu/stat/stata/library/3uk_paneldata.htm.


Rodrigo.

[此贴子已经被作者于2006-5-9 9:01:28编辑过]

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2006-5-9 08:59:00
There isn't a command "xtologit", but gllamm should help you out (sscdescribe gllamm) with a random effects ordered logit.

[此贴子已经被作者于2006-5-9 8:59:56编辑过]

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