x**g 发帖数: 807 | 1 借人气问个问题,急!
在经济学里有个Heckman's selection model 来做selected sample的数据分析。有另
外一个很类似的模型,two-part model,有文献说处理的结果更好。想问问有没有人做
过two-part model? 有现成的软件可以做吗?SAS? R?
谢谢! | t*********t 发帖数: 8 | 2 i heard of double-hurdle model,
is that what you mean?
【在 x**g 的大作中提到】 : 借人气问个问题,急! : 在经济学里有个Heckman's selection model 来做selected sample的数据分析。有另 : 外一个很类似的模型,two-part model,有文献说处理的结果更好。想问问有没有人做 : 过two-part model? 有现成的软件可以做吗?SAS? R? : 谢谢!
| c**b 发帖数: 474 | 3 you can run the two-part model seperately by STATA, or any other software.
Actually, it contains two parts, i.e. two independent regression. Usually,
first part is a probit or logit;second part depends on your dependent
variable, which could be any regression, such as OLS, Negative Binomial
conditional on something,etc. Usually, when you run two-part model, you need
to report the results of each part. Therefore, you need to run it
seperately. | x**g 发帖数: 807 | 4 我看了一些double-hurdle model的例子,model assumptions are more reasonable
to my data set.
The same question, what software can be used for the model estimation? SAS ?
R ? (I do not STATA).
【在 t*********t 的大作中提到】 : i heard of double-hurdle model, : is that what you mean?
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