Ekonometrika

February 2, 2015

Analisis regresi: model data panel

ANALISIS REGRESI : Model Data Panel Muchammad Syafii Materi ini memfokuskan pada analisis regresi yang mengkombinasikan data time series dengan data cross section, yang dikenal dengan data panel. Materi ini diawali dengan deskripsi mengenai data panel. Selanjutnya membahas jenis-jenis model data panel, diikuti dengan penentuan model terbaik serta asumsi klasik yang berkaitan dengan regresi data panel. Terakhir, cara regresi data panel yang didampingi aplikasi-aplikasi untuk memudahkan dalam meregresi data panel. .. APA YANG DIMAKSUD DATA PANEL ? Data panel adalah kombinasi antara data silang tempat (cross section) dengan data runtut waktu (time series) (Kuncoro, 2011). Widarjono (2009) menyatakan terdapat beberapa […]
March 3, 2014

Interpretation PROBIT model

x1, x2 and x3 are more likely to have a contract with middlemen, and x4, x5 and x6 are less likely to have a contract. Marginal effect (ME): x1, x2 and x3 are N% more likely to have a contract with middlemen. The predicted probabilities are limited between 0 and 1. Probit are estimated using the ML method. an increase in x increases/decreases the likelihood that y=1 an increase in x makes the outcome of 1 more likely. We interpret the sign of the coefficient but not the magnitude. The magnitude can’t be interpreted using the coefficient because different model […]
March 3, 2014

Do File STATA – Probit Model

Here is the important syntax for probit analysis. Thanks to Ani Kutchova [youtube]https://www.youtube.com/watch?v=wU1DVbpD9SY&feature=player_embedded[/youtube] global ylist Contract_e1 global xlist Age d_notgoingschool No_of_child Marital_status social_group own_boat human_spec frequency Riskbehavior search_costs nego_costs monitor_costs trust market_info connected_lending Andon_fisher d_javanese d_bugis uncertainty describe $ylist $xlist summarize $ylist $xlist list $ylist $xlist in 1/10 tab $ylist reg $ylist $xlist probit $ylist $xlist quietly probit $ylist $xlist margins, dydx(*) atmeans margins, dydx(*) quietly probit $ylist $xlist predict pprobit, pr quietly probit $ylist $xlist estat classification
March 2, 2014

Probit Model in YOUTUBE

[youtube]http://www.youtube.com/watch?v=1cFYlMjEz-c[/youtube]   [youtube]http://www.youtube.com/watch?v=66Mn9GAWrAE[/youtube]   [youtube]http://www.youtube.com/watch?v=wU1DVbpD9SY[/youtube]