corr TNHH HGD labor hh hsno ts ln hvan kn xk spphu (obs=445)
| TNHH HGD labor hh hsno ts ln hvan kn xk spphu
-------------+---------------------------------------------------------------------------------------------------
1.0000 | |||||||||
HGD | | -0.6323 | 1.0000 | |||||||
labor | | 0.2967 | -0.3983 | 1.0000 | ||||||
hh | | 0.0739 | -0.2303 | 0.1605 | 1.0000 | |||||
hsno | | 0.0444 | -0.0362 | 0.0347 | 0.0141 | 1.0000 | ||||
ts | | 0.1322 | -0.1651 | 0.4620 | 0.0606 | 0.0303 | 1.0000 | |||
ln | | 0.1235 | -0.1113 | 0.2216 | 0.0026 | 0.0625 | 0.6596 | 1.0000 | ||
hvan | | 0.3660 | -0.5777 | 0.4049 | 0.2080 | 0.0454 | 0.2015 | 0.1457 | 1.0000 | |
kn | | -0.1940 | 0.2526 | -0.0702 | -0.0124 | -0.0502 | -0.0215 | -0.0294 | -0.1054 | 1.0000 |
xk | | 0.2138 | -0.2863 | 0.3848 | 0.1651 | 0.0225 | 0.1755 | 0.1576 | 0.2958 | -0.0103 1.0000 |
spphu | | 0.0982 | -0.1381 | 0.0563 | 0.1852 | 0.0512 | 0.0613 | 0.0842 | 0.0267 | -0.0772 0.0193 1.0000 |
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Xem toàn bộ 97 trang tài liệu này.
imtest,white
White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity
= | 443.70 | |
Prob > chi2 | = | 0.0000 |
Cameron & Trivedi's decomposition of IM-test
---------------------------------------------------
Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 443.70 72 0.0000
Skewness | 54.75 11 0.0000
Kurtosis | -5.65e+13 1 1.0000
---------------------+----------------------------- Total | -5.65e+13 84 1.0000
---------------------------------------------------
. probit TD HGD TNHH hh hsno ts ln labor kn xk spphu
0: | log | likelihood | = | -87.60169 | |
Iteration | 1: | log | likelihood | = | -81.31613 |
Iteration | 2: | log | likelihood | = | -80.260871 |
Iteration | 3: | log | likelihood | = | -79.265217 |
Iteration | 4: | log | likelihood | = | -79.069837 |
Iteration | 5: | log | likelihood | = | -79.067819 |
Iteration | 6: | log | likelihood | = | -79.067818 |
Number of obs | = | 445 | |
LR chi2(10) | = | 17.07 | |
Prob > chi2 | = | 0.0729 | |
Log likelihood = -79.067818 | Pseudo R2 | = | 0.0974 |
----------------------------------------------------------------------------
TD | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+--------------------------------------------------------------
| | .1836238 | .3365614 | 0.55 | 0.585 | -.4760245 | .8432721 | |
TNHH | | | -.2844233 | .2917638 | -0.97 | 0.330 | -.8562698 | .2874232 |
hh | | | .2750236 | .3009162 | 0.91 | 0.361 | -.3147613 | .8648086 |
hsno | | | -.0316556 | .3389368 | -0.09 | 0.926 | -.6959596 | .6326484 |
ts | | | .0000114 | .0000147 | 0.77 | 0.439 | -.0000175 | .0000403 |
ln | | | .0001325 | .0000876 | 1.51 | 0.130 | -.0000392 | .0003042 |
labor | | | -.0020702 | .0042422 | -0.49 | 0.626 | -.0103847 | .0062443 |
kn | | | .0411815 | .0199714 | 2.06 | 0.039 | .0020382 | .0803248 |
xk | | | -.2747164 | .3548694 | -0.77 | 0.439 | -.9702476 | .4208148 |
spphu | | | .120435 | .3079398 | 0.39 | 0.696 | -.483116 | .7239859 |
_cons | | | .9040997 | .3952953 | 2.29 | 0.022 | .1293352 | 1.678864 |
----------------------------------------------------------------------------
Note: 0 failures and 6 successes completely determined.
. predict yf if e(sample),xb
. gen phi=normalden(yf)
. gen PHI=normal(yf)
. gen lambda=phi/PHI
. reg luongTD TNHH HGD labor hh hsno ts ln_tr kn xk spphu lambda
Source | SS df MS Number of obs = 423
F(11, 411) | = | 218.96 | |
Model | 1.9880e+13 11 1.8072e+12 | Prob > F | = | 0.0000 |
Residual | 3.3923e+12 411 8.2538e+09 | R-squared | = | 0.8542 |
-------------+---------------------------------- Adj R-squared = 0.8503 Total | 2.3272e+13 422 5.5147e+10 Root MSE = 90850
----------------------------------------------------------------------------
luongTD | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-----------+----------------------------------------------------------------
| | -41061.26 | 13065.14 | -3.14 | 0.002 | -66744.1 | -15378.43 | |
HGD | | | 19263.73 | 12654.58 | 1.52 | 0.129 | -5612.049 | 44139.51 |
labor | | | -859.1357 | 143.7309 | -5.98 | 0.000 | -1141.675 | -576.5964 |
hh | | | 23898.94 | 8157.151 | 2.93 | 0.004 | 7864.004 | 39933.89 |
hsno | | | 11851.18 | 13251.42 | 0.89 | 0.372 | -14197.85 | 37900.2 |
ts | | | 1.115894 | .1004049 | 11.11 | 0.000 | .9185232 | 1.313266 |
ln_tr | | | 12.07193 | .4144685 | 29.13 | 0.000 | 11.25718 | 12.88667 |
kn | | | 3864.706 | 842.1089 | 4.59 | 0.000 | 2209.328 | 5520.084 |
xk | | | -5543.903 | 15057.76 | -0.37 | 0.713 | -35143.74 | 24055.94 |
spphu | | | 39847.04 | 11919.05 | 3.34 | 0.001 | 16417.13 | 63276.95 |
lambda | | | 705167.5 | 94828.08 | 7.44 | 0.000 | 518758.9 | 891576 |
_cons | | | -157044.8 | 25287.84 | -6.21 | 0.000 | -206754.5 | -107335.2 |
----------------------------------------------------------------------------
. heckman luongTD labor hh hsno ts ln kn xk spphu, twostep select(TD = HGD TNHH hh hsno ts ln labor kn xk spphu) rhosigma first
Iteration 0: log likelihood = -87.60169
Iteration 1: log likelihood = -81.392798
Iteration 2: log likelihood = -80.506107
Iteration 3: log likelihood = -79.581978
Iteration 4: log likelihood = -79.160042
Iteration 5: log likelihood = -79.069948
Iteration 6: log likelihood = -79.067819
Iteration 7: log likelihood = -79.067818
Number of obs | = | 445 | |
LR chi2(10) | = | 17.07 | |
Prob > chi2 | = | 0.0729 | |
Log likelihood = -79.067818 | Pseudo R2 | = | 0.0974 |
------------------------------------------------------------------------------
TD | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
.1836238 | .3365614 | 0.55 | 0.585 | -.4760244 | .8432721 | |
TNHH | | -.2844233 | .2917638 | -0.97 | 0.330 | -.8562698 | .2874232 |
hh | | .2750237 | .3009162 | 0.91 | 0.361 | -.3147612 | .8648086 |
hsno | | -.0316556 | .3389368 | -0.09 | 0.926 | -.6959595 | .6326484 |
ts | | .0000114 | .0000147 | 0.77 | 0.439 | -.0000175 | .0000403 |
ln | | 1.33e-07 | 8.76e-08 | 1.51 | 0.130 | -3.92e-08 | 3.04e-07 |
labor | | -.0020702 | .0042422 | -0.49 | 0.626 | -.0103847 | .0062443 |
kn | | .0411815 | .0199714 | 2.06 | 0.039 | .0020382 | .0803248 |
-.2747164 | .3548694 | -0.77 | 0.439 | -.9702475 | .4208148 | |
spphu | | .120435 | .3079398 | 0.39 | 0.696 | -.483116 | .7239859 |
_cons | | .9040997 | .3952953 | 2.29 | 0.022 | .1293352 | 1.678864 |
------------------------------------------------------------------------------
Note: 0 failures and 6 successes completely determined.
note: two-step estimate of rho = 2.2482031 is being truncated to 1
Number of obs | = | 445 | |
(regression model with sample selection) | Censored obs | = | 22 |
Uncensored obs | = | 423 | |
Wald chi2(8) | = | 83.87 | |
Prob > chi2 | = | 0.0000 |
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
| | ||||||||
labor | | | -1075.852 | 705.1435 | -1.53 | 0.127 | -2457.908 | 306.2038 | |
hh | | | 13212.87 | 40975.78 | 0.32 | 0.747 | -67098.18 | 93523.92 | |
hsno | | | 10770.91 | 69865.47 | 0.15 | 0.877 | -126162.9 | 147704.7 | |
ts | | | 1.123853 | .5328655 | 2.11 | 0.035 | .0794553 | 2.16825 | |
ln | | | .0117654 | .0021745 | 5.41 | 0.000 | .0075034 | .0160274 | |
kn | | | 3101.378 | 4271.853 | 0.73 | 0.468 | -5271.299 | 11474.06 | |
xk | | | -4328.513 | 78450.73 | -0.06 | 0.956 | -158089.1 | 149432.1 | |
spphu | | | 31050.61 | 61755.77 | 0.50 | 0.615 | -89988.47 | 152089.7 | |
_cons | | | -117823.9 | 119069.9 | -0.99 | 0.322 | -351196.6 | 115548.8 | |
-------------+---------------------------------------------------------------- | ||||||||
TD | | | |||||||
HGD | | | .1836238 | .3365614 | 0.55 | 0.585 | -.4760244 | .8432721 | |
TNHH | | | -.2844233 | .2917638 | -0.97 | 0.330 | -.8562698 | .2874232 | |
hh | | | .2750237 | .3009162 | 0.91 | 0.361 | -.3147612 | .8648086 | |
hsno | | | -.0316556 | .3389368 | -0.09 | 0.926 | -.6959595 | .6326484 | |
ts | | | .0000114 | .0000147 | 0.77 | 0.439 | -.0000175 | .0000403 | |
ln | | | 1.33e-07 | 8.76e-08 | 1.51 | 0.130 | -3.92e-08 | 3.04e-07 | |
labor | | | -.0020702 | .0042422 | -0.49 | 0.626 | -.0103847 | .0062443 | |
kn | | | .0411815 | .0199714 | 2.06 | 0.039 | .0020382 | .0803248 | |
xk | | | -.2747164 | .3548694 | -0.77 | 0.439 | -.9702475 | .4208148 | |
spphu | | | .120435 | .3079398 | 0.39 | 0.696 | -.483116 | .7239859 | |
_cons | | | .9040997 | .3952953 | 2.29 | 0.022 | .1293352 | 1.678864 | |
-------------+---------------------------------------------------------------- |
mills |
lambda | 483920.3 419566 1.15 0.249 -338414 1306255
-------------+----------------------------------------------------------------
rho | 1.00000
sigma | 483920.27
------------------------------------------------------------------------------