作者rowland (微笑)
看板Statistics
标题Re: LIMDEP软体中,常数项不见了??
时间Fri May 5 21:48:05 2006
※ 引述《puny007 (宝妮)》之铭言：
: 请问诸位先进
: 在利用LIMDEP跑TOBIT REGRESSION时
: 为什麽常数项不见了?
: 谁能救救我???感恩喔!!
给你作参考
The TOBIT model derives from an underlying classical normal linear regression,
y* = b'x +e,
^^^^^^^^^^^^^
e~ N[0,s^2],
in which y* is not directly observed.
The observed variable is y which is censored with respect to y*; y=y*
if y* falls in some range and y = some limit values otherwise.
Some of the variants available for this model are:
Censoring in either or both of the tails of the distribution.
Censoring limits may be either constants or variables.
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