/* Załadowanie danych bezpośrednio ze strony internetowej */ use http://www.stata-press.com/data/lf2/binlfp2, clear /* Oszacowanie parametrów modelu logitowego */ logit lfp k5 k618 age wc hc lwg inc, nolog /* Przedstawienie wyników w postaci ilorazów szans */ logit, or /* Efekty krańcowe */ mfx /* MIary dopasowania */ fitstat /* Przykład z Microeconometrics using Stata */ /**********************************************************/ /* ML vs L */ /* Załadowanie danych bezpośrednio ze strony internetowej */ use http://www.stata-press.com/data/lf2/nomintro2, clear tab prof_man, miss logit prof_man ed, nolog tab wc_man, miss logit wc_man ed, nolog tab prof_wc, miss logit prof_wc ed use http://www.stata-press.com/data/lf2/nomocc2, clear tab occ, miss mlogit occ ed, nolog mlogit occ ed, nolog baseoutcome(1) mlogit, rrr mlogit occ ed, nolog robust sum white ed exper tab occ, missing mlogit occ white ed exper, baseoutcome(5) mlogtest, all /**********************************************************/ /* Załadowanie danych bezpośrednio ze strony internetowej */ use http://www.stata-press.com/data/lf2/travel2.dta describe list id mode train bus time invc choive in(1/9), sepby(id) clogit choice train bus time invc, group(id) clogit ,or predict prob list train bus time invc choice prob in 1/3 /**********************************************************/ /* MNL jako CL */ /* Załadowanie danych bezpośrednio ze strony internetowej */ use http://www.stata-press.com/data/lf2/nomocc2.dta, clear mlogit occ white ed exper gen id= _n expand 5 sort id gen alt = mod(_n, 5) replace alt = 5 if alt == 0 gen menial = (alt==1) gen bluecol = (alt==2) gen craft = (alt==3) gen whitecol = (alt==4) gen choice = (occ==alt) list id menial bluecol craft whitecol in 1/10, sepby(id) gen whiteXm = white*menial gen whiteXbc = white*bluecol gen whiteXc = white*craft gen whiteXwc = white*whitecol gen edXm = ed*menial gen edXbc = ed*bluecol gen edXc = ed*craft gen edXwc = ed*whitecol gen experXm = exper*menial gen experXbc = exper*bluecol gen experXc = exper*craft gen experXwc = exper*whitecol list id menial bluecol craft whitecol edXm edXbc edXc edXwc in 1/5 clogit choice whiteXm edXm experXm menial whiteXbc edXbc experXbc bluecol whiteXc edXc experXc craft whiteXwc edXwc experXwc whitecol, group(id)