0

当在 Stata 中使用具有内生处理效果的调查数据和回归时,诊断和后估计部分的数量将停止使用。

svy: etregress logwage i.race gender, treat(training = i.education gender) 

--------------------------------------------------------------------------------------------------
                                 |             Linearized
                                 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
---------------------------------+----------------------------------------------------------------
logwage                          |
                            race |
                African American |   .3891554   .0031105    12.20   0.000     .2000000    .8474752
                 Asian American  |   .1487310   .0002843    04.11   0.000     .027113     .8765290
                                 |
                          gender |
                         female  |  -.0230411    .010445    -6.85   0.000    -.115341   -.0107295
                                 |


                      1.training |   .3703371   .0451778    10.61   0.000     .2018037    .4186134
  

  ---------------------------------+----------------------------------------------------------------
    training                         |
                         i.education |
                         Highschool  |  -.0715731   .0490565     1.28   0.098    -.1106579    .1291781
                            College  |   .1271380   .0401052     3.95   0.003     .0329516    .2107563
                        Grad School  |   .8522143   .0085337     8.99   0.000     .8271381    .9573284
                                     |
                              gender |
                             female  |   .0127444   .0100058     5.33   0.041     .0100558    .0866312
                               _cons |  -1.260083   .0327235   -26.12   0.000    -1.531405   -1.098524
    ---------------------------------+----------------------------------------------------------------


                             /athrho |   .0051552    .031410     0.17   0.827    -.0722533    .0810246
                            /lnsigma |  -1.872551   .0166818   -73.50   0.000    -1.928624   -1.278064
    ---------------------------------+----------------------------------------------------------------
                                 rho |   .0084120   .0421116                     -.0649947    .0888529
                               sigma |   .4000831   .0038170                      .1925127    .5067780
                              lambda |   .0012673   .0226365                     -.0324029 

当我有这个模型时,与线性模型相关的简单假设如下:检查线性或独立性假设以及同方差性、正态性或拟合优度诊断不给出输出。

残差与预测值图可能是 a rvfplot,但这会产生错误:

没有找到最后的估计

尝试estat gof给出

无效的子命令 gof

和同样的estat hettest

help etregress postestimation

不讨论我们通常在 Stata 中使用回归或对数线性模型看到的模型假设检验或拟合优度检验。

当我尝试predict residualpredict rstudent没有报告时,再次无法进行绘图。

我可以通过其他人给出的参考提供可重现的问题示例:

webuse nhanes2f, clear
qui svyset psuid [pweight=finalwgt], strata(stratid)
qui svy: etregress loglead i.female i.diabetes, treat(diabetes = weight age height i.female) // coefl
nlcom pct_eff:(100*(exp(_b[loglead:1.female])-1))

在这里,etregress 也与对数转换的因变量和处理组件一起使用。按照上面提到的这个模型,我们如何检查假设和拟合优度?

4

0 回答 0