计量经济学实验三报告方案.docVIP

浙 江 财 经 大 学 实 验（实训）报 告 项 目 名 称 logistic or probit model 所属课程名称 计量经济学 项 目 类 型 验证性实验当被解释变量是虚拟变量时，学会用Logistic model或Probit model进行估计，掌握似然比（LR检验，学会解释模型的估计值。 掌握Logistic model或Probit model的估计，STATA软件 二、实验（实训）内容： 【项目内容】 Logistic model或Probit model的估计结论（结果）当被解释变量是虚拟变量时，学会用Logistic model或Probit model进行估计，掌握似然比（LR检验，学会解释模型的估计值。 Logistic model或Probit model的估计掌握Logistic model或Probit model的估计， The file JTRAIN2.dta ontains data on a job training experiment for a group of men. Men could enter the program starting in January 1976 up through about mid-1977.The program ended in December 1977.The idea is to test whether participation in the job training program had an effect on unemployment probabilities and earnings in 1978. 就业培训是否对失业率及收益有影响 (i)The variable train is the job training indictor. How many men in the example participated in the job training program? What was the highest number of months a man actually participated in the program? (consider the variable mosinex). (ii)Run a linear regression of train on several demographic and pretraining variables:unem74,unem75,age,educ,black,hisp,and married. Are these variables jointly significant at the 5% level? (iii)Estimate a probit version of the linear model in part(ii).Compute the likelihood ratio test for joint significance of all variables .What do you conclude? (iv) Run a simple regression of unem78 on train and report the results in equation form. What is the estimated effect of participating in the job training program on the probability of being unemployed in 1978? Is it statistically significant? (v)Run a probit of unem78 on train .Does it make sense to compare the probit coefficient on train with the coefficient obtained from the linear model in part(v)? (vi)Find the fitted probabilities from parts(v) and (vi).Explain why they are identical. Which approach would you use to measure the effect and statistical significance of the job training program? (vii)Add all of the variables from part(ii) as additional contr