Twopm: Two-Part Models

作者: Federico Belotti , Partha Deb , Willard G Manning , C Norton , Edward

DOI: 10.1177/1536867X1501500102

关键词: Leverage (statistics)Cross-sectional dataComputer scienceEconometricsStandard errorStatisticsBinary numberRegression analysisMathematics (miscellaneous)

摘要: … In the two-part model, a binary choice model is fit for the probability of observing a positive-… vce(vcetype) in the twopm syntax. Specifying vce(robust) is equivalent to specifying vce(…

参考文章(21)
William H. Dow, Edward C. Norton, Choosing Between and Interpreting the Heckit and Two-Part Models for Corner Solutions Health Services and Outcomes Research Methodology. ,vol. 4, pp. 5- 18 ,(2003) , 10.1023/A:1025827426320
Daryl Pregibon, Goodness of Link Tests for Generalized Linear Models Journal of The Royal Statistical Society Series C-applied Statistics. ,vol. 29, pp. 15- 24 ,(1980) , 10.2307/2346405
J. B. Ramsey, Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 31, pp. 350- 371 ,(1969) , 10.1111/J.2517-6161.1969.TB00796.X
Joel W. Hay, Robert Leu, Paul Rohrer, Ordinary Least Squares and Sample-Selection Models of Health-Care Demand Monte Carlo Comparison Journal of Business & Economic Statistics. ,vol. 5, pp. 499- 506 ,(1987) , 10.1080/07350015.1987.10509618
Naihua Duan, Smearing Estimate: A Nonparametric Retransformation Method Journal of the American Statistical Association. ,vol. 78, pp. 605- 610 ,(1983) , 10.1080/01621459.1983.10478017
Siu Fai Leung, Shihti Yu, On the choice between sample selection and two-part models Journal of Econometrics. ,vol. 72, pp. 197- 229 ,(1996) , 10.1016/0304-4076(94)01720-4
Andrew M. Jones, A double‐hurdle model of cigarette consumption Journal of Applied Econometrics. ,vol. 4, pp. 23- 39 ,(1989) , 10.1002/JAE.3950040103
Joel W. Hay, Randall J. Olsen, Let Them Eat Cake: A Note on Comparing Alternative Models of the Demand for Medical Care Journal of Business & Economic Statistics. ,vol. 2, pp. 279- 282 ,(1984) , 10.1080/07350015.1984.10509395
J.A. Cole, J.D.F. Sherriff, Some single- and multi-site models of rainfall within discrete time increments Journal of Hydrology. ,vol. 17, pp. 97- 113 ,(1972) , 10.1016/0022-1694(72)90068-6