heckprob_postestimation.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}
{* 22mar2005}{...}
{cmd:help heckprob postestimation}{right:dialog:  {bf:{dialog heckpr_p:predict}} }
{right:also see:  {bf:{help heckprob}}}
{hline}

{title:Title}

{p2colset 5 36 38 2}{...}
{p2col :{hi:[R] heckprob postestimation} {hline 2}}Postestimation tools for heckprob{p_end}
{p2colreset}{...}


{title:Description}

{pstd}
The following postestimation commands are available for {cmd:heckprob}:

{synoptset 13 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
INCLUDE help post_adjust1star
INCLUDE help post_estat
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_lrtest
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb heckprob postestimation##predict:predict}}predictions, residuals, influence statistics, and other diagnostic measures{p_end}
INCLUDE help post_predictnl
INCLUDE help post_suest
INCLUDE help post_test
INCLUDE help post_testnl
{synoptline}
{p2colreset}{...}
{p 4 6 2}* {cmd:adjust} does not work with time-series operators.


{marker predict}{...}
{title:Syntax for predict}

{p 8 16 2}
{cmd:predict} {dtype} {newvar} {ifin} [{cmd:,} {it:statistic} {opt nooff:set} ]

{p 8 16 2}
{cmd:predict} {dtype} {c -(}{it:stub*}{c |}{it:newvar_reg}
{it:newvar_sel}
{it:newvar_athrho}{c )-}
{ifin}
{cmd:,} {opt sc:ores}

{synoptset 11 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab :Main}
{synopt :{opt pm:argin}}Predicted probabilities; Pr({it:depvar}=1) (the default){p_end}
{synopt :{opt p11}}Pr({it:depvar}=1, {it:depvar_s}=1){p_end}
{synopt :{opt p10}}Pr({it:depvar}=1, {it:depvar_s}=0){p_end}
{synopt :{opt p01}}Pr({it:depvar}=0, {it:depvar_s}=1){p_end}
{synopt :{opt p00}}Pr({it:depvar}=0, {it:depvar_s}=0){p_end}
{synopt :{opt ps:el}}Pr({it:depvar_s}=1){p_end}
{synopt :{opt pc:ond}}Pr({it:depvar}=1 | {it:depvar_s}=1){p_end}
{synopt :{opt xb}}xb, fitted values{p_end}
{synopt :{opt stdp}}standard error of fitted values{p_end}
{synopt :{opt xbs:el}}linear prediction for selection equation{p_end}
{synopt :{opt stdps:el}}standard error of the linear prediction for selection equation{p_end}
{synoptline}
{p2colreset}
INCLUDE help esample


{title:Options for predict}

{phang}
{opt pmargin}, the default, calculates the univariate (marginal) predicted
probability of success; Pr({it:depvar}=1).

{phang}
{opt p11} calculates the bivariate predicted probability
Pr({it:depvar}=1, {it:depvar_s}=1).

{phang}
{opt p10} calculates the bivariate predicted probability
Pr({it:depvar}=1, {it:depvar_s}=0).

{phang}
{opt p01} calculates the bivariate predicted probability
Pr({it:depvar}=0, {it:depvar_s}=1).

{phang}
{opt p00} calculates the bivariate predicted probability
Pr({it:depvar}=0, {it:depvar_s}=0).

{phang}
{opt psel} calculates the univariate (marginal) predicted probability
of selection; Pr({it:depvar_s}=1).

{phang}
{opt pcond} calculates the conditional (on selection) predicted
probability of success; Pr({it:depvar}=1 | {it:depvar_s}=1) =
Pr({it:depvar}=1, {it:depvar_s}=1)/Pr({it:depvar_s}=1).

{phang}
{opt xb} calculates the probit linear prediction.

{phang}
{opt stdp} calculates the standard error of the prediction, which can be
thought of as the standard error of the predicted expected value or mean for
the observation's covariate pattern.  This is also referred to as the standard
error of the fitted value.

{phang}
{opt xbsel} calculates the linear prediction for the selection equation.

{phang}
{opt stdpsel} calculates the standard error of the linear prediction
for the selection equation.

{phang}
{opt nooffset} is relevant only if you specified
{opth offset(varname)} for {cmd:heckprob}.  It modifies the calculations made
by {help predict} so that they ignore the offset variable; the linear
prediction is treated as xb rather than xb + offset.

{phang}
{opt scores} calculates equation-level score variables.{p_end}

{pmore}
The first new variable will contain the derivative of the log likelihood with
respect to the regression equation.

{pmore}
The second new variable will contain the derivative of the log likelihood with
respect to the selection equation.

{pmore}
The third new variable will contain the derivative of the log likelihood with
respect to the third equation ({hi:athrho}).


{title:Example}

{phang}{cmd:. heckprob y1 x1, sel(y2 = x1 x2) nolog}{p_end}
{phang}{cmd:. predict pmarg}{p_end}
{phang}{cmd:. probit y1 x1 if y2==1}{p_end}
{phang}{cmd:. predict phat}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[R] heckprob postestimation}

{psee}
Online:  {helpb heckprob};{break}
{helpb adjust}, 
{helpb estimates}, {helpb lincom}, {helpb lrtest}, {helpb mfx},
{helpb nlcom}, {helpb predict}, {helpb predictnl}, 
{helpb suest}, {helpb test}, {helpb testnl}
{p_end}