stata4.key

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

.e FAQ
.c faq
.t Obtaining marginal effects for a few independent variables
.a M. Boggess
.k mfx stat-istics est-imates est-imations marginal effect-s
.k eqlist xb varlist-s indep-endent var-iables
.x
	5/05	I am only interested in obtaining a few of the
		marginal effects for a few independent variables.
		How can I do that?
		FAQS/stat/mfx_var.html

.e FAQ
.c faq
.t The Rasch model in Stata
.a J. Weesie
.k stat-istics rasch model-s bina-ry dicho-tomous succ-ess fail-ure
.k logit linear cond-itional fix-ed effect-s rowtot-al for-values value-s
.x
	5/05	Can Stata estimate a Rasch model?
		FAQS/stat/rasch.html

.e FAQ
.c faq
.t Obtaining robust standard errors for ^tobit^
.a J. Hardin
.k robust meth-ods est-imation std err-ors stand-ard est-imated est-imates
.k reg-ressions clus-tered samp-les model-s stat-istics tobit clus-ters
.k clus-tering samp-ling prob-ability weight-ing pw-eights est-imators
.k vce intreg
.x
	5/05	How can I get robust standard errors for ^tobit^?
		FAQS/stat/tobit.html

.e FAQ
.c faq
.t Predict option unsuitable for marginal effects
.a M. Boggess
.k mfx stat-istics est-imates est-imations marginal effect-s
.k pred-ictions opt-ions at problem-s
.x
	2/05	When I run ^mfx^, I am getting the error message
		"Predict option unsuitable for marginal effects."
		What does that mean?
		FAQS/stat/mfx_unsuit.html

.e FAQ
.c faq
.t Citing references for Stata's cluster-corr. robust variance estimate
.a R. Gutierrez and D. M. Drukker
.k stat-istics cite citation clus-ters clus-tering robust est-imates variance-s
.k huber white-s sandw-ich
.x
	11/04	Which references should I cite when using the ^cluster()^
		option to obtain Stata's cluster-correlated robust
		estimate of variance?
		FAQS/stat/robust_ref.html

.e FAQ
.c faq
.t Nested logit models
.a G. Sanchez
.k nlogit-gen nlogittree stat-istics nest-ed nest-ing est-imation est-imates
.k tree-s structure ml-e max-imum like-lihood logit reg-ressions robust
.k meth-ods huber white-s weight-ed stand-ard err-ors std bias-ed sandw-ich
.k level-s mcfadden-s choice mlogit multin-omial polyt-omous logis-tic
.k cat-egorical model-s unbal-anced bal-anced
.x
	10/04	Why do I get an "unbalanced data" error message when
		I run @nlogit@?
		FAQS/stat/nlogit.html

.e FAQ
.c faq
.t Scaling and marginal effects
.a M. Boggess
.k mfx stat-istics est-imates est-imations marginal effect-s
.k deriv-atives problem-s stand-ard err-ors summ-arize scaling scale-s
.k rescale-s rescaling resize-s resiz-ing err-ors mess-ages
.x
	9/04	When I run ^mfx^, I am getting the warning message
		"Warning: Derivative missing.  Try rescaling variable
		mpg".  What does that mean?
		FAQS/stat/mfx_scale.html

.e FAQ
.c faq
.t Obtain marginal effects & their std. err. after est. with interactions
.a M. Boggess
.k mfx stat-istics est-imates est-imations marginal effect-s nlcom
.k std stand-ard err-ors pred-ictions pred-icted calcul-ate reg-ressions
.k nonlin-ear non lin-ear est-imators predictnl interact-ions
.x
	8/04	I am using a model with interactions.  How can I
		obtain marginal effects and their standard errors
		after estimations with interactions?
		FAQS/stat/mfx_interact.html

.e FAQ
.c faq
.t Logit transformation
.a A. McDowell and N. J. Cox
.k stat-istics propor-tions logit transfo-rmations model-s
.k glm logis-tic frac-tional response-s data-sets set-s
.k binom-ial robust err-ors family
.x
	8/04	How does one estimate a model when the dependent
		variable is a proportion?
		FAQS/stat/logit.html

.e FAQ
.c faq
.t Obtaining elasticities for independent variables
.a M. Boggess
.k mfx eyex marginal effect-s indep-endent var-iables elas-ticities
.k elas-ticity pred-ictions reg-ressions opt-ions
.x
	5/04	When I use the ^eyex^ option of ^mfx^, what is actually
		computing and how does it relate to the coefficients
		of the loglinear model?
		FAQS/stat/mfx_eyex.html

.e FAQ
.c faq
.t Marginal effects of probabilities greater than 1
.a M. Boggess
.k probit stat-istics prob-ability model-s marginal effect-s mfx
.k deriv-atives mean-s covariate-s
.x
	4/04	I am using a probit model, and ^mfx^ says that my
		marginal effect is greater than 1. Can that be
		correct?
		FAQS/stat/mfx_size.html

.e FAQ
.c faq
.t Obtaining marginal effects quickly
.a M. Boggess
.k mfx stat-istics marginal effect-s
.k speed set rmsg on elas-ticities elas-ticity at sav-ing time
.x
	4/04	I need to run mfx more than once on my dataset, and
		it's taking a long time.  What can I do to make it
		run as fast as possible?
		FAQS/stat/mfx_speed.html

.e FAQ
.c faq
.t Marginal effects after estimations with weights
.a M. Boggess
.k mfx svy stat-istics est-imations est-imates mean-s weight-ed no weight-s
.k survey-s data-sets set-s svylogit marginal effect-s nowgt
.x
	4/04	Can I use ^mfx^ on survey data with unweighted means?
		FAQS/stat/mfx_svy.html

.e FAQ
.c faq
.t Marginal effects and time-series operators
.a M. Boggess
.k mfx est-imates est-imations stat-istics marginal effect-s
.k time-series series oper-ators indep-endent var-iables
.k mean-s tsset summ-arize
.x
	4/04	I am using ^mfx^ after an estimation that has
		time-series operators in the independent variable
		list. How does ^mfx^ calculate the means of the
		independent variables?
		FAQS/stat/mfx_time.html

.e FAQ
.c faq
.t Marginal effects after estimations with offsets
.a M. Boggess
.k mfx stat-istics est-imates est-imations marginal effect-s
.k offset pred-ictions probit expos-ures
.x
	4/04	I am using ^mfx^ after an estimation that has an
		offset.  How does ^mfx^ take that into account?
		FAQS/stat/mfx_offset.html

.e FAQ
.c faq
.t Marginal effects and the ^tracelvl^ option
.a M. Boggess
.k mfx tracelvl stat-istics marginal effect-s
.k time run-ning trace problem-s
.x
	4/04	Running ^mfx^ on my dataset takes a long time, and I
		am worried it may have crashed. How can I tell if
		it is still running?
		FAQS/stat/mfx_trace.html

.e FAQ
.c faq
.t Obtaining marginal effects without standard errors
.a M. Boggess
.k mfx stat-istics est-imates est-imations marginal effect-s
.k stand-ard err-ors pred-ictions pred-icted calcul-ate
.k nose at
.x
	4/04	When I run ^mfx^, I am getting the warning message
		"Warning: predict() expression unsuitable for
		standard error calculation. Option nose imposed."
		What does that mean?
		FAQS/stat/mfx_nose.html

.e FAQ
.c faq
.t Methods for obtaining marginal effects
.a M. Boggess
.k mfx stat-istics est-imates est-imations marginal effect-s
.k non linear nonlin-ear pred-ictions at deriv-atives
.k func-tions stand-ard std err err-ors
.x
	4/04	What is the difference between the linear and
		nonlinear methods that ^mfx^ uses?
		FAQS/stat/mfx_dydx.html

.e FAQ
.c faq
.t Bivariate probit with partial observability & single dependent var.
.a V. Wiggins
.k biprobit bivar-iate probit stat-istics est-imates est-imations reg-ressions
.k single depend-ent var-iables partial observab-ility
.x
	3/04	How do I fit a bivariate probit model with partial
		observability and only one dependent variable?
		FAQS/stat/biprobit.html

.e FAQ
.c faq
.t Testing for panel-level heteroskedasticity and autocorrelation
.a V. Wiggins and B. Poi
.k stat-istics panel-s hetero-scedasticity hetero-skedasticity
.k test-s test-ing xt-gls lrtest xtserial level autocor-relations
.x
	12/03	How do I test for panel-level heteroskedasticity
		and autocorrelation?
		FAQS/stat/panel.html

.e FAQ
.c faq
.t Calculating the Euler-Mascheroni constant
.a N. J. Cox
.k stat-istics gamma digamma constant euler-mascheroni mascheroni
.x
	12/03	How do I get the Euler-Mascheroni constant gamma=
		0.57721... in Stata?
		FAQS/stat/gamma.html

.e FAQ
.c faq
.t Do-it-yourself R-squared
.a N. J. Cox
.k stat-istics value-s command-s r-squared sq-uared r-2 2
.x
	9/03	How can I get an R-squared value when a Stata command
		does not supply one?
		FAQS/stat/rsquared.html

.e FAQ
.c faq
.t R-square after ^xtgls^
.a A. McDowell
.k stat-istics xt-gls gls r-squared sq-uared r-2 2
.x
	4/03	Why does @xtgls@ not report an R-square statistic?
		FAQS/stat/xtgls2.html

.e FAQ
.c faq
.t Bootstrapping vectors
.a J. Pitblado
.k stat-istics boot-strapped est-imates vec-tors
.x
	2/03	How do I bootstrap a vector of results?
		FAQS/stat/bs_b_trick.html

.e FAQ
.c faq
.t Repeated measures ANOVA examples
.a K. Higbee
.k stat-istics anal-ysis variance-s cov-ariances anova anocova ancova model-s
.k repeat-ed meas-ures greenhouse-geisser geisser huynh-feldt feldt
.k within between factor-s
.x
	2/03	Why do I get an error message when I try to run a
		repeated measures ANOVA?
		FAQS/stat/anova2.html

.e FAQ
.c faq
.t Missing R-squared for 2SLS/IV
.a W. Sribney, V. Wiggins and D. Drukker
.k 2sls two-stage stage least sq-uares r-squared sq-uared r-2 2
.k est-imation est-imated est-imates stat-istics iv-reg sum
.k instrum-ental var-iables reg-ressions linear reg3
.k 3sls three stage system-s simult-aneous eq-uations neg-ative
.k seemingly unrel-ated model-s endog-enous exog-enous
.k structur-al gls general-ized iter-ated sur-e multiv-ariate disturb-ances
.x
	1/03	For two-stage least-squares (2SLS/IV/^ivreg^) estimates, why
		is the R-squared statistic not printed in some cases?
		For two-stage least-squares (2SLS/IV/^ivreg^) estimates, why
		is the Model Sum of Squares sometimes negative?
		For two-stage least-squares (3SLS/IV/^ivreg^) estimates, why
		are the R-squared and Model Sum of Squares sometimes
		negative?
		FAQS/stat/2sls.html

.e FAQ
.c faq
.t Predict and adjust
.a B. P. Poi
.k stat-istics adjust-ed tabl-es mean-s propor-tions est-imation post command-s
.k pred-ictions
.x
	9/02	What are the differences between @predict@ and @adjust@?
		FAQS/stat/adjust.html

.e FAQ
.c faq
.t Generating variables relating panel data to a reference panel
.a N. J. Cox and S. Merryman
.k stat-istics panel-s data-sets set-s var-iables gen-erate creat-ed
.k xt refer-ence
.x
	7/02	How can I generate a variable relating panel data
		to a reference panel?
		FAQS/stat/panelref.html

.e FAQ
.c faq
.t Difference between using tsset and iis tis
.a V. Wiggins
.k stat-istics iis tis tsset time-series series data-sets set-s
.k xt panel-s cross section-al longi-tudinal
.x
	7/02	Is there any difference between using @tsset@ and
		@iis@ and @tis@ before ^xt^ commands?
		FAQS/stat/tsset.html

.e FAQ
.c faq
.t Calculating percentile ranks or plotting positions
.a N. J. Cox
.k stat-istics percent-iles rank-s plot-ting position-s hazen weibull gumbel
.x
	7/02	How can I calculate percentile ranks?
		How can I calculate plotting positions?
		FAQS/stat/pcrank.html

.e FAQ
.c faq
.t Negative eigenvalues with ^pf^ and ^ipf^ options of ^factor^
.a K. Higbee
.k stat-istics factor-s princ-ipal anal-ysis iter-ated model-s eigen-values
.k eigen-vectors neg-ative cumul-ative propor-tions variance-s
.x
	2/02	Why do I sometimes get negative eigenvalues when using
		the ^pf^ and ^ipf^ options of ^factor^?
		Why does the cumulative proportion of variance sometimes
		exceed 1 when using the ^pf^ and ^ipf^ options of ^factor^?
		FAQS/stat/negeigen.html

.e FAQ
.c faq
.t Use of ^adjust^
.a W. Guan
.k stat-istics adjust-ed mean-s least sq-uares lsmean-s
.x
	2/02	How do I calculate least square means in Stata?
		FAQS/stat/lsmeans.html

.e FAQ
.c faq
.t Use of ^ml^ for nonlinear model
.a W. Guan
.k stat-istics nl non linear nonlin-ear least sq-uares ml-e
.k clus-tering clus-ters robust
.x
	2/02	How to estimate a nonlinear model using ^ml^?
		FAQS/stat/nl_ml.html

.e FAQ
.c faq
.t Chow tests
.a W. Gould
.k stat-istics chow test-s test-ing reg-ressions pool data
.x
	1/02	Can you explain Chow tests?
		FAQS/stat/chow3.html

.e FAQ
.c faq
.t Define constraints for parameters
.a W. Guan
.k stat-istics rho heckman param-eters constrain-ts constrain-ed def-ine
.x
	11/01	How do I impose the restriction that rho is zero
		using the @heckman@ command with full ml?
		FAQS/stat/constraints.html

.e FAQ
.c faq
.t Calculating power by simulation
.a A. Feiveson
.k stat-istics power-s simul-ations monte carlo
.x
	11/01	How can I use Stata to calculate power by simulation?
		FAQS/stat/power.html

.e FAQ
.c faq
.t Guidelines for bootstrap samples
.a W. Gould and J. Pitblado
.k stat-istics bs boot-strapped resamp-le resamp-ling samp-ling samp-les size
.x
	11/01	How large should the bootstrapped samples be
		relative to the total number of cases in the
		dataset?
		FAQS/stat/reps.html

.e FAQ
.c faq
.t Estimating correlations with survey data
.a W. Sribney
.k stat-istics corr-elations survey-s data signif-icance level
.x
	11/01	How can I estimate correlations and their level of
		significance with survey data?
		FAQS/stat/survey.html

.e FAQ
.c faq
.t Calculating the beta function
.a N. J. Cox
.k stat-istics beta func-tions