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Stata学习:如何构建面板多元Logit模型?

Stata与R学习 • 1 年前 • 196 次点击  

示例1

文献来源

fixed effect panel multinomial logit model

  1. Fentie, A., et al. (2023). Climbing up the ladder: Households' fuel choice transition for lighting in Ethiopia
    1. Appendix A. Supplementary data【数据+Stata】

示例代码

cd "C:\Download\1-s2.0-S0140988323006606-mmc1\Data and codes"
use EE_paneldata_vars , clear
cap drop count* 
bys year lighting_sourcesM : gen count = _N
separate count, by(lighting_sourcesM ) veryshortlabel
eststo clear
gl c = "lighting_sourcesM age_yr  gender marstat hh_size education lnconsumption fuelwoodprice keroseneprice"
eststo: xtmlogit $c, fe baseoutcome(0)
eststo: xtmlogit $c if rural==1, fe baseoutcome(0)
esttab est1 est2, mtitles ( "National" "Rural") noomitted

得到结果




    
note: 1,373 groups (4,119 obs) omitted because of no variation in the outcome variable
      over time.

Computing initial values ...

Setting up 3,987 permutations:
....10%....20%....30%....40%....50%....60%....70%....80%....90%....100%

Fitting full model:

Iteration 0:  Log likelihood =  -1191.453  
Iteration 1:  Log likelihood = -1179.0319  
Iteration 2:  Log likelihood = -1178.6965  
Iteration 3:  Log likelihood = -1178.6963  
Iteration 4:  Log likelihood = -1178.6963  

Fixed-effects multinomial logistic regression        Number of obs    =  3,792
Group variable: household_id                         Number of groups =  1,264

                                                     Obs per group:
                                                                  min =      3
                                                                  avg =    3.0
                                                                  max =      3

                                                     LR chi2(16)      = 510.01
Log likelihood = -1178.6963                          Prob > chi2      = 0.0000

-------------------------------------------------------------------------------
lighting_so~M | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
--------------+----------------------------------------------------------------
Fuelwood      |  (base outcome)
--------------+----------------------------------------------------------------
Kerosene      |
       age_yr |  -.0552937   .0185489    -2.98   0.003    -.0916489   -.0189385
       gender |   1.056725   .7894323     1.34   0.181    -.4905341    2.603984
      marstat |  -.0847772   .4042459    -0.21   0.834    -.8770846    .7075301
      hh_size |   .0151637   .0744581     0.20   0.839    -.1307716     .161099
    education |   .3720807   .2931895     1.27   0.204    -.2025602    .9467216
lnconsumption |   .3851697   .1458601     2.64   0.008     .0992891    .6710502
fuelwoodprice |   .0006484   .0005959     1.09   0.277    -.0005196    .0018164
keroseneprice |  -.1300765   .0632848    -2.06   0.040    -.2541124   -.0060405
--------------+----------------------------------------------------------------
Electricity   |
       age_yr |   .0282063     .01647     1.71   0.087    -.0040744     .060487
       gender |   .7776789   .6603377     1.18   0.239    -.5165593    2.071917
      marstat |   .1738262   .3663797     0.47   0.635    -.5442648    .8919172
      hh_size |   .0825536   .0687004     1.20   0.230    -.0520966    .2172038
    education |     .48956   .2711412     1.81   0.071    -.0418671    1.020987
lnconsumption |   .7036003    .134969     5.21   0.000      .439066    .9681346
fuelwoodprice |   .0025827   .0005528     4.67   0.000     .0014993    .0036661
keroseneprice |   .2781815   .0591354     4.70   0.000     .1622782    .3940848
-------------------------------------------------------------------------------
(est1 stored)

. 
. eststo: xtmlogit $c if rural==1, fe baseoutcome(0)
note: 1,100 groups (3,300 obs) omitted because of no variation in the outcome variable
      over time.

Computing initial values ...

Setting up 3,864 permutations:
....10%....20%....30%....40%....50%....60%....70%....80%....90%....100%

Fitting full model:

Iteration 0:  Log likelihood = -1148.6025  
Iteration 1:  Log likelihood = -1136.5976  
Iteration 2:  Log likelihood = -1136.2572  
Iteration 3:  Log likelihood = -1136.2571  
Iteration 4:  Log likelihood = -1136.2571  

Fixed-effects multinomial logistic regression        Number of obs    =  3,669
Group variable: household_id                         Number of groups =  1,223

                                                     Obs per group:
                                                                  min =      3
                                                                  avg =    3.0
                                                                  max =      3

                                                     LR chi2(16)      = 504.80
Log likelihood = -1136.2571                          Prob > chi2      = 0.0000

-------------------------------------------------------------------------------
lighting_so~M | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
--------------+----------------------------------------------------------------
Fuelwood      |  (base outcome)
--------------+----------------------------------------------------------------
Kerosene      |
       age_yr |  -.0564058   .0185961    -3.03   0.002    -.0928536   -.0199581
       gender |   1.019603   .7909268     1.29   0.197    -.5305853    2.569791
      marstat |  -.2465234   .4169169    -0.59   0.554    -1.063665    .5706186
      hh_size |   .0151971   .0751567     0.20   0.840    -.1321073    .1625015
    education |   .3488474   .2954153     1.18   0.238    -.2301559    .9278507
lnconsumption |   .3896065   .1476706     2.64   0.008     .1001775    .6790356
fuelwoodprice |   .0005906   .0005968     0.99   0.322    -.0005791    .0017604
keroseneprice |  -.1472234   .0644113    -2.29   0.022    -.2734672   -.0209795
--------------+----------------------------------------------------------------
Electricity   |
       age_yr |   .0276713   .0165029     1.68   0.094    -.0046739    .0600164
       gender |   .7506788     .66072     1.14   0.256    -.5443085    2.045666
      marstat |   .0507948   .3811293     0.13   0.894     -.696205    .7977946
      hh_size |   .0857675   .0693503     1.24   0.216    -.0501565    .2216916
    education |   .4998226   .2719954     1.84   0.066    -.0332786    1.032924
lnconsumption |   .7090874   .1363886     5.20   0.000     .4417707    .9764041
fuelwoodprice |   .0025513   .0005526     4.62   0.000     .0014681    .0036344
keroseneprice |   .2798158   .0602319     4.65   0.000     .1617634    .3978681
-------------------------------------------------------------------------------
(est2 stored)

. 
. esttab est1 est2, mtitles ( "National" "Rural") noomitted

--------------------------------------------
                      (1)             (2)   
                 National           Rural   
--------------------------------------------
Kerosene                                    
age_yr            -0.0553**       -0.0564** 
                  (-2.98)         (-3.03)   

gender              1.057           1.020   
                   (1.34)          (1.29)   

marstat           -0.0848          -0.247   
                  (-0.21)         (-0.59)   

hh_size            0.0152          0.0152   
                   (0.20)          (0.20)   

education           0.372           0.349   
                   (1.27)          (1.18)   

lnconsumpt~n        0.385**         0.390** 
                   (2.64)          (2.64)   

fuelwoodpr~e     0.000648        0.000591   
                   (1.09)          (0.99)   

kerosenepr~e       -0.130*         -0.147*  
                  (-2.06)         (-2.29)   
--------------------------------------------
Electricity                                 
age_yr             0.0282          0.0277   
                   (1.71)          (1.68)   

gender              0.778           0.751   
                   (1.18)          (1.14)   

marstat             0.174          0.0508   
                   (0.47)          (0.13)   

hh_size            0.0826          0.0858   
                   (1.20)          (1.24)   

education           0.490           0.500   
                   (1.81)          (1.84)   

lnconsumpt~n        0.704***        0.709***
                   (5.21)          (5.20)   

fuelwoodpr~e      0.00258***      0.00255***
                   (4.67)          (4.62)   

kerosenepr~e        0.278***        0.280***
                   (4.70)          (4.65)   
--------------------------------------------
N                    3792            3669   
--------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001

(完)

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