計量經濟學-實驗三

1、精選優(yōu)質文檔-傾情為你奉上浙 江 財 經 大 學實 驗（實訓）報 告項 目 名 稱 logistic or probit model 所屬課程名稱 計量經濟學 項 目 類 型 驗證性實驗 實驗(實訓)日期 15年04月 日 班 級 學 號 姓 名 指導教師 浙江財經大學教務處制一、實驗（實訓）概述：【目的及要求】目的: 當被解釋變量是虛擬變量時，學會用Logistic model或Probit model進行估計，掌握似然比（LR）檢驗，學會解釋模型的估計值。要求: 掌握Logistic model或Probit model的估計，按具體的題目要求完成實驗報告,并及時上傳到給定的FTP！【基本

2、原理】MLE【實施環(huán)境】（使用的材料、設備、軟件）STATA軟件二、實驗（實訓）內容：【項目內容】Logistic model或Probit model的估計【方案設計】題目來自 Wooldridge chapter 17 C17.8?！緦嶒灒▽嵱枺┻^程】（步驟、記錄、數據、程序等）附后【結論】（結果、分析）附后三、指導教師評語及成績：評語：成績： 優(yōu) 指導教師簽名：倪偉才 批閱日期：15年04月實驗三報告Logistic model，Probit model（驗證性實驗）實驗類型：驗證性實驗實驗目的：當被解釋變量是虛擬變量時，學會用Logistic model或Probit model進行估

3、計，掌握似然比（LR）檢驗，學會解釋模型的估計值。實驗內容：Logistic model或Probit model的估計實驗要求：掌握Logistic model或Probit model的估計，按具體的題目要求完成實驗報告,并及時上傳到給定的FTP！實驗題目：abstracted from chapter17 C17.8The file JTRAIN2.dta ontains data on a job training experimentfor a group of men. Men could enter the program starting in January 1976 up

4、through about mid-1977.The program ended in December 1977.The idea is to test whether participation in the job training program had an effect on unemployment probabilities and earnings in 1978. 就業(yè)培訓是否對失業(yè)率及收益有影響(i)The variable train is the job training indictor. How many men in the example participat

5、ed in the job training program? What was the highest number of months a man actually participated in the program? (consider the variable mosinex).(ii)Run a linear regression of train on several demographic and pretraining variables:unem74,unem75,age,educ,black,hisp,and married. Are these variables j

6、ointly significant at the 5% level?(iii)Estimate a probit version of the linear model in part(ii).Compute the likelihood ratio test for joint significance of all variables .What do you conclude?(iv) Run a simple regression of unem78 on train and report the results in equation form. What is the estim

7、ated effect of participating in the job training program on the probability of being unemployed in 1978? Is it statistically significant?(v)Run a probit of unem78 on train .Does it make sense to compare the probit coefficient on train with the coefficient obtained from the linear model in part(v)?(v

8、i)Find the fitted probabilities from parts(v) and (vi).Explain why they are identical.Which approach would you use to measure the effect and statistical significance of the job training program?(vii)Add all of the variables from part(ii) as additional controls to the models from parts(v) and (vi).Ar

9、e the fitted probabilities now identical? What is the correlation between them? 實驗題目分析報告：(i)sum train if train=1445人中有185人參加就業(yè)培訓計劃sum mosinex實驗中時間最長的為24個月(ii)reg train unem74 unem75 age educ black hisp marriedF（7，437）=1.43.p=0.1915，5%的置信水平上聯合顯著(iii)probit train unem74 unem75 age educ black hisp marr

10、iedP(train = 1|x) = F(b0 + b1unem74 + b2unem75 + b3age + b4educ + b5black + b6hisp + b7married) LR chi2（7）=10.18，p=0.1785，和第二題中LPM獲得的近似。(iv) reg unem78 trainunem= 0.35 - 0.11train （0.028） （0.044）n=445，=0.0139參加在職培訓的在1987年失業(yè)率下降了0.111，這是很大的影響，沒有參加培訓的失業(yè)率為0.354，培訓將失業(yè)率降低至0.243，這個差異在1%的雙側檢驗下具有顯著的統(tǒng)計意義。(v)p

11、robit unem78 train (0.080) (0.128)與題目四模型中的系數比較無意義，但兩個模型的t統(tǒng)計量相同。(vi)qui reg unem78 trainpredict lhat(option xb assumed; fitted values)tabulate lhatqui probit unem78 trainpredict phat(option pr assumed; Pr(unem78)tabulate phat(vii) qui reg unem78 train unem74 unem75 age educ black hisp marriedpredict l2hat(option xb assumed; fitted values)qui probit unem78 train unem74 unem75 age educ bla