hetprob.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}
{* 08mar2005}{...}
{cmd:help hetprob}{right:dialog:  {bf:{dialog hetprob}} {space 14}}
{right:also see:  {help hetprob postestimation}}
{hline}

{title:Title}

{p2colset 5 20 22 2}{...}
{p2col :{hi:[R] hetprob} {hline 2}}Heteroskedastic probit model{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 16 2}
{cmd:hetprob} {depvar} [{indepvars}] {ifin} {weight} {cmd:,} 
{cmd:het(}{it:varlist} [{cmd:,} {opt off:set(varname)}]{cmd:)} [{it:options}]

{synoptset 27 tabbed}{...}
{synopthdr}
{synoptline}
{syntab :Model}
{p2coldent :* {cmd:het(}{varlist}[]{cmd:)}}independent variables to model the variance and possible offset variable{p_end}
{synopt :{opt nocon:stant}}suppress constant term{p_end}
{synopt :{opth off:set(varname)}}include {it:varname} in model with coefficient constrained to 1{p_end}
{synopt :{opt asis}}retain perfect predictor variables{p_end}
{synopt :{cmdab:const:raints(}{it:{help estimation options##constraints():constraints}}{cmd:)}}apply specified linear constraints{p_end}

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

{syntab :Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synopt :{opt noskip}}perform likelihood-ratio test{p_end}
{synopt :{opt nolr:test}}perform Wald test on variance{p_end}

{syntab :Max options}
{synopt :{it:{help hetprob##maximize_options:maximize_options}}}control the maximization process; seldom used{p_end}
{synoptline}
{p2colreset}{...}
{p 4 9 2}* {opt het()} is required. The full specification is{break}
     {cmd:het(}{it:varlist} [{cmd:,} {opt off:set(varname)}]{cmd:)}{p_end}
{p 4 6 2}{it:depvar}, {it:indepvars}, and {it:varlist} may contain time-series
operators; see {help tsvarlist}.{p_end}
{p 4 6 2}{cmd:bootstrap}, {cmd:by}, {cmd:jackknife}, {cmd:rolling},
{cmd:statsby}, and {cmd: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 hetprob postestimation} for features available after estimation.{p_end}


{title:Description}

{pstd}
{cmd:hetprob} fits a maximum-likelihood heteroskedastic probit model.

{pstd}
See {help logistic estimation commands} for a list of related estimation commands.


{title:Options}

{dlgtab:Model}

{phang}
{cmd:het(}{it:varlist} [{cmd:,} {opt offset(varname)}]{cmd:)} specifies the
independent variables and the offset variable, if there is one, in the
variance function.  {opt het()} is required.

{phang}
{opt noconstant}, {opth offset(varname)}; see {help estimation options}.

{phang}
{opt asis} forces the retention of perfect predictor variables and their
associated perfectly predicted observations and may produce instabilities in
maximization; see {helpb probit}.

{phang}
{opt constraints(constraints)}; see {help estimation options}.

{dlgtab:SE/Robust}

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

{phang}
{opt robust}, {opth cluster(varname)}; see {help estimation options}.
{opt cluster()} can be used with {opt pweight}s to produce estimates for
unstratified cluster-sampled data, but see {helpb "svy:probit"} for a command
especially designed for survey data.

{dlgtab:Reporting}

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

{phang}
{opt noskip} requests fitting of the constant-only model and calculation of
the corresponding likelihood-ratio chi-squared statistic for testing
significance of the full model.  By default, a Wald chi-squared statistic is
computed for testing the significance of the full model.

{phang}
{opt nolrtest} specifies that a Wald test of whether {cmd:lnsigma2} = 0 be
performed instead of the LR test.

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

{phang}
{it:maximize_options}: {opt dif:ficult}, {opt tech:nique(algorithm_spec)},
{opt iter:ate(#)}, [{cmdab:no:}]{opt lo:g}, {opt tr:ace}, {opt hess:ian},
{opt grad:ient}, {opt showstep}, {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:Example}

{phang}{cmd:. hetprob raise yrs tenure gender, het(married kids)}


{title:Also see}

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

{psee}
Online:  {help hetprob postestimation};{break}
{helpb biprobit}, {helpb clogit}, {helpb constraint},
{helpb cusum}, {helpb glm},
{helpb glogit}, {helpb logistic}, {helpb logit}, {helpb mlogit},
{helpb ologit}, {helpb probit}, {helpb scobit}, {helpb xtprobit}
{p_end}