twopm: Two-part models

被引：510

作者：

Belotti, Federico ^{[1
]}

Deb, Partha ^{[2
,3
,4
]}

Manning, Willard G. ^{[5
]}

Norton, Edward C. ^{[4
,6
]}

机构：

[1] Univ Roma Tor Vergata, Ctr Econ & Int Studies, Rome, Italy

[2] CUNY Hunter Coll, New York, NY 10021 USA

[3] CUNY, Grad Ctr, New York, NY USA

[4] NBER, Cambridge, MA 02138 USA

[5] Univ Chicago, Chicago, IL 60637 USA

[6] Univ Michigan, Ann Arbor, MI 48109 USA

来源：

STATA JOURNAL | 2015年 / 15卷 / 01期

关键词：

st0368; twopm; two-part models; cross-sectional data; predictions; marginal effects; SAMPLE-SELECTION; LEAST-SQUARES; CHOICE; DEMAND; TESTS;

D O I：

10.1177/1536867X1501500102

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

In this article, we describe twopm, a command for fitting two-part models for mixed discrete-continuous outcomes. In the two-part model, a binary choice model is fit for the probability of observing a positive-versus-zero outcome. Then, conditional on a positive outcome, an appropriate regression model is fit for the positive outcome. The twopm command allows the user to leverage the capabilities of predict and margins to calculate predictions and marginal effects and their standard errors from the combined first- and second-part models.

引用

页码：3 / 20

页数：18

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