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关于two-part model

关于two-part model# Economics - 经济

x*g2008-01-14 08:01

1 楼

借人气问个问题，急！
在经济学里有个Heckman's selection model 来做selected sample的数据分析。有另
外一个很类似的模型，two-part model,有文献说处理的结果更好。想问问有没有人做
过two-part model？有现成的软件可以做吗？SAS？ R？
谢谢！

t*t2008-01-14 08:01

2 楼

i heard of double-hurdle model,
is that what you mean?

【在 x**g 的大作中提到】

: 借人气问个问题，急！
: 在经济学里有个Heckman's selection model 来做selected sample的数据分析。有另
: 外一个很类似的模型，two-part model,有文献说处理的结果更好。想问问有没有人做
: 过two-part model？有现成的软件可以做吗？SAS？ R？
: 谢谢！

c*b2008-01-14 08:01

3 楼

you can run the two-part model seperately by STATA, or any other software.
Actually, it contains two parts, i.e. two independent regression. Usually,
first part is a probit or logit;second part depends on your dependent
variable, which could be any regression, such as OLS, Negative Binomial
conditional on something,etc. Usually, when you run two-part model, you need
to report the results of each part. Therefore, you need to run it
seperately.

x*g2008-01-14 08:01

4 楼

我看了一些double-hurdle model的例子，model assumptions are more reasonable
to my data set.
The same question, what software can be used for the model estimation? SAS ?
R ? (I do not STATA).

【在 t*********t 的大作中提到】

: i heard of double-hurdle model,
: is that what you mean?