*==============================================================================* * Advanced Applied Econometrics * Jakub Muck * Meeting 10 * Limited dependent variable * 1. Binary outcome webuse union tab union * 1.1 LMP reg union age grade not_smsa south black * 1.2 Logit logit union age grade not_smsa south black margins, dydx(*) margins, dydx(*) at( age=(20(10)60) black=0 south=0 not_smsa=0) *1.3 Probit probit union age grade not_smsa south black margins, dydx(*) margins, dydx(*) at( age=(20(10)60) black=0 south=0 not_smsa=0) * 2. Multinomial outcoome variable clear all use http://web.sgh.waw.pl/~jmuck/AAE/Datasets/ice_creams.dta tab ice_cream mlogit ice_cream female video puzzle * 3. Count data clear all use http://web.sgh.waw.pl/~jmuck/AAE/Datasets/patents.dta tab patents hist patents gen rd_l=ln(rndstck/ employ) poisson patents rd_l estat gof margins, dydx(*) nbreg patents rd_l margins, dydx(*) * 4. Censored data clear all use http://web.sgh.waw.pl/~jmuck/AAE/Datasets/mroz.dta tobit hours kids* educ age ,ll(0)