ztp.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 23mar2005}{...}
{cmd:help ztp}{right:dialog:  {bf:{dialog ztp}}{space 15}}
{right:also see:  {help ztp postestimation}}
{hline}

{title:Title}

{p2colset 5 16 18 2}{...}
{p2col :{hi:[R] ztp} {hline 2}}Zero-truncated Poisson regression{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 16 2}
{cmd:ztp} {depvar} [{indepvars}] {ifin} {weight} [{cmd:,}
{it:options}] 

{p2colset 5 31 33 2}{...}
{p2col :{it:options}}description{p_end}
{p2line}
{p2col 3 31 33 2:Model}{p_end}
{p2col :{opt nocon:stant}}suppress constant term{p_end}
{p2col :{opth e:xposure(varname:varname_e)}}include ln({it:varname_e}) in model with coefficient constrained to 1{p_end}
{p2col :{opth off:set(varname:varname_o)}}include {it:varname_o} in model with coefficient constrained to 1{p_end}
{p2col :{cmdab:const:raints(}{it:{help estimation options##constraints():constraints}}{cmd:)}}apply specified linear constraints{p_end}

{p2col 3 31 33 2:SE/Robust}{p_end}
{p2col :{opth vce(vcetype)}}{it:vcetype} may be {opt oim}, {opt r:obust},
{opt opg}, {opt boot:strap}, or {opt jack:knife}{p_end}
{p2col :{opt r:obust}}synonym for {cmd:vce(robust)}{p_end}
{p2col :{opth cl:uster(varname)}}adjust standard errors for intragroup
correlation{p_end}

{p2col 3 31 33 2:Reporting}{p_end}
{p2col :{opt l:evel(#)}}set confidence level; default is
{cmd:level(95)}{p_end}
{p2col :{opt ir:r}}report incidence-rate ratios{p_end}

{p2col 3 31 33 2:Max options}{p_end}
{p2col :{it:{help ztp##maximize_options:maximize_options}}}control the maximization process; seldom used{p_end}
{p2line}
{p2colreset}{...}
{p 4 6 2}{it:depvar} and {it:indepvars} may contain time-series operators; see {help tsvarlist}.{p_end}
{p 4 6 2}{opt bootstrap}, {opt by}, {opt jackknife}, {opt statsby}, {opt svy},
 and {opt xi} are allowed; see {help prefix}.{p_end}
{p 4 6 2}{opt fweight}s, {opt iweight}s, and {opt pweight}s are allowed; see
{help weight}.{p_end}
{p 4 6 2}See {help ztp postestimation} for features available after estimation.


{title:Description}

{pstd}
{cmd:ztp} fits a zero-truncated Poisson maximum-likelihood regression of
{depvar} on {indepvars}, where {it:depvar} is a positive count variable.


{title:Options}

{dlgtab:Model}

{phang}
{opt noconstant}, {opth exposure:(varname:varname_e)}, {opt offset(varname_o)}, 
{opt constraints(constraints)}; see {help estimation options}.

{dlgtab:SE/Robust}

{phang}
{opt vce(vcetype)}; see {it:{help vce_option}}.

{phang}
{opt robust}, {opth cluster(varname)}; see
   {help estimation options##robust:estimation options}.

{dlgtab:Reporting}

{phang}
{opt level(#)}; see {help estimation options##level():estimation options}.

{phang}
{opt irr} reports estimated coefficients transformed to incidence-rate
ratios, that is, exp(b) rather than b.  Standard errors and confidence
intervals are similarly transformed.  This option affects how results are
displayed, not how they are estimated.  {opt irr} may be specified at
estimation or when replaying previously estimated results.

{marker maximize_options}{...}
{dlgtab:Max options}

{phang}
{it:maximize_options}: {opt tech:nique(algorithm_spec)},
[{cmdab:no:}]{opt lo:g}, 
{opt tr:ace}, {opt hess:ian}, {opt grad:ient}, {opt showstep}, 
{opt dif:ficult}, {opt iter:ate(#)}, {opt tol:erance(#)}, {opt ltol:erance(#)}, 
{opt gtol:erance(#)}, {opt nrtol:erance(#)}, {opt nonrtol:erance}, 
{opt from(init_specs)}; see {help maximize}.  These options are seldom
used.


{title:Examples}

{phang}{cmd:. ztp shoes distance male age}

{phang}{cmd:. ztp shoes distance male, exposure(age)}{p_end}
{phang}{cmd:. predict shoehat, n}{p_end}
{phang}{cmd:. predict shoerate, ir}{p_end}
   

{title:Also see}

{psee}
Manual:  {bf:[R] ztp}

{psee}
Online:  {help ztp postestimation};{break}
{helpb constraint}, {help epitab}, 
{helpb glm}, {helpb nbreg}, {helpb poisson},
{helpb zip}, {helpb ztnb}
{p_end}