1PM7質變數與受限依變數的迴歸分析

www.wunan.com.
tw (02)2705-5066
www.wunan.com.tw (02)2705-5066
Indiana UniversityBloomington1986
Conference Group on Taiwan Studies, American Political Science

Association
2000
TEDS American Political Science Review
American Journal of Political ScienceJournal of PoliticsComparative
Political Studies Journal of Conflict Resolution American Politics
ResearchPolitical Research QuarterlyParty Politics SSCI
TSSCI Inherited Rivalry: Conflict Across

the Taiwan Strait
2008
E-mail:
chihuang@nccu.edu.tw
Illinois State University

Journal of Asian and African Studies
Conference Group on Taiwan Studies, American Political

Science Association
Institute for Political Methodology Duke University
American Political Science ReviewAsian SurveyInternational Studies

QuarterlyJournal of Peace Research Political Research Quarterly
National Identity and Democratization in Taiwan
2005 China After
the Sixteenth Party Congress: Prospects and
Challenges2005The Rise
of China and its Emerging Grand Strategy
20082007
Stata 11
Taiwans Election and

Democratization Study TEDS J. Scott Long
Fred C. Pampel Richard G. RogersDonald R. Songer Kelley A.
ii
Crews-MeyerEdwin A. Sexton Terence N. Decker
Stata
J. Scott Long Jeremy Freese

2012 2
Stata
Tobit
...................................................................................... 1
.........................
.....................................
................................................................ 20
............................................................ 24
................................................ 28
.................................................................... 29
Stata ........................................................ 33
Stata ........................................................................ 35
Stata ............................................................ 38
Stata .................................................... 54
..... 57
................................................................ 59
iii
............................. 60
............................................ 63
.................................................... 66
................................................................ 69
........................................................................ 75
............................................... 79
........................................................ 82
Stata ........................................................................ 95
........................................................................103
............................................................113
....................................................................134
................................................................143
............................................ 151
........................................................154
Stata ........................................................................159
........................................................................166
............................................................170
....................................................186
iv
................................................189
............................................ 199
............................................201
Stata ........................................................................204
........................................................................210
............................................................218
............................................234
Tobit ..... 241
.........................244
Manski.............................251
.........................263
.........................274
.............................291
.........299
............................................302
.........................................304
.....................309
.................319
.........................................330
..................................................................................................... 353
......................................................................................... 365
......................................................................................... 383
1.1
....................................................................
1.2
.....................................
1.3
................. 23
1.4
GLM.................................... 24
4.1
........................................................ 88
4.2
................................................ 91
4.3
x ................... 95
4.4
............................................................119
5.1
.........................175
5.2
.....176
6.1
.....................206
6.2
................................................226
7.1
Stata.....................................250
7.2
.....................257
8.1
Stata.....................304
8.2
vs.................................................................333
8.3
YylyuATEATT
........................................................................339
1.1
....................................................
1.2
............................................ 21
2.1
Stata ................................................................ 36
2.2
Stata ........................................ 37
2.3
........................................................ 39
2.4
................................................................ 40
2.5
............................................ 40
2.6
............................................ 42
2.7
........................................................ 42
2.8
Describe .......................... 43
2.9
Describe .......................................................... 44
2.10
Describe .............................. 44
2.11
Summarize .......................................... 45
2.12
tabulatel .......................................................... 46
2.13
Stata ........................................................ 46
2.14
............................................................ 48
2.15
................................................ 49
2.16
................................................ 49
2.17
Stata ................................................ 51
viii
2.18
Stata ............................................ 51
2.19
........................................................ 52
2.20
........................................................ 52
4.1
y* y ................ 83
4.2
oddslogit ...... 89
4.3
................................................................105
4.4a-c ............................. 143-144

5.1
y* y ................155
5.2
....................................................159
7.1
.....................................247
7.2
-10+1...................................................................264
7.3
pdf
cdfMillsIMR................266
7.4
.................................267
8.1
.................................301
8.2
.........................................305
8.3
................................................311
8.4
.................................320
8.5
....................................................341
economy.dta
1economy.dta
2judge.dta
smoking.dta
JES1996.dta
1job1TOB.dta
2laborsub.dta
3polcon2TOB.dta
42008pintreg.dta
1job1TOB.dta
2choice.dta
3SDP2000.dta
economy.dta
judge.dta
smoking.dta
JES1996.dta
job1TOB.dta
laborsub.dta
polcon2TOB.dta
2008pintreg.dta
choice.dta
SDP2000.dta
http://mruling.nccu.edu.tw/download.php?fil
ename=1644_0d60ba2b.dta&dir=users_shari
ng/53641&title=economy.dta
ename=1649_35f0e2fd.dta&dir=users_sharin
g/53641&title=judge.dta
ename=1652_fa45fab5.dta&dir=users_sharin
g/53641&title=smoking.dta
ename=1645_2d8ce818.dta&dir=users_shari
ng/53641&title=JES1996.dta
ename=1646_2363b50b.dta&dir=users_shari
ng/53641&title=job1TOB.dta
ename=1656_00aa152a.dta&dir=users_shari
ng/53641&title=laborsub.dta
ename=1650_6dc63163.dta&dir=users_shari
ng/53641&title=polcon2TOB.dta
ename=1642_a1368d12.dta&dir=users_shari
ng/53641&title=2008pintreg.dta
ename=1643_52cbf2ef.dta&dir=users_sharin
g/53641&title=choice.dta
ename=1651_a431db47.dta&dir=users_shari
ng/53641&title=SDP2000.dta
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1.
http://my.ilstu.edu/~tywang/data.htm
2.
1) economy.dtaSexton, Edwin A. and Terence N. Decker. 1992. US
Foreign Aid: Is It for Friends, Development or Politics? The
Journal of Social, Political and Economic Studies 17 (3): 303-315.
2) judge.dta Songer, Donald and Kelley A. Crews-Meyer. 2000.
Does Judge Gender Matter?
Decision Making in State Supreme
Courts. Social Science Quarterly 81(3): 750-62.

3) smoking.dta Pampel, Fred and Richard G. Rogers. 2004.
Socioeconomic Status, Smoking, and Health: A Test of Competing
Theories of Cumulative Advantage. Journal of Health and Social
Behavior 45 (3): 306-321.
4) JES1996.dta2008
1996
15 (2): 1-35
5) job1TOB.dta Long, J. Scott. 1997. Regression Models for
Categorical and Limited Dependent Variables. Thousand Oaks, CA:
Sage Publications.
6) polcon2TOB.dta2007
14 (2): 121-141
7) 2008pintreg.dta2008 Taiwans
Election and Democratization Study2008
TEDS2008P
8) laborsub.dta StataCorp. 2009. Stata: Release 11. Statistical
Software. College Station, TX: StataCorp LP.
xii
9) choice.dta2008 Taiwans Election

and Democratization Study2008
TEDS2008P
10)SDP2000.dta2012
51: 165-221
3.
......................... 3
..................................... 7
................................................................ 20
........................................................... 24
............................................... 28
.................................................................... 29
www.wunan.com.tw
www.wunan.com.tw(02)2705-5066
(02)2705-5066
continuous
variable
linear regression
qualitative variables
qualitative response models
limited variables
truncationcensoredsample
selection
binaryordinal
nominalcount
1.
2000
2.
3.
4. 0
5.
item nonresponse
categorical variables
discrete variables
logit 2probit 3
1960
systematic component
mechanism
2
3
logit the log of the odds it

Berkson1944 probit2000: 403-405
probit probability unit
2000:
403-405
0 1
weighted
sumidentity
1 0
non-linearity
transformation function 0 1
4
4
logit0 < < 1

<+Powers and Xie,
1
<log it()ln
2008: 371.71.10
link
discrete probability distribution
generalized linear models GLM
Johnson, Kotz, and Kemp,

1992
family
exponential family
NormalBernoulli
binomialPoissonmultinomial
negative binomial
1.1
1.1 1.2
1.2
Multinomial
M ( n, 1 ,L , J )
J =2
= n
Poisson
Binomial
n =1
Bernoulli
Bin ( n , )
Y1 + L + Yn
B ( )
Po ( )
2 =
> 15
==r (r1(1 ) )
r
r
= n
2 = n (1 )
n > 5, n (1 ) > 5
Negative Binomial
Normal
NBin ( r , )
N ( , 2 )
1.1
Dobson and Barnett2008: 58
10
subfunctions sufficient
statistics
y random variable
exp{.}
canonical formMcCullagh and Nelder, 1989: 28
y b ( )
+ c ( y, )
f ( y | , ) = exp
a ( )
(1.1)
1.1
1.
canonical parameter GLM

link function
response function
2. b ( ) cumulant function
moments
3. a ( ) scale parameter
dispersion
4. c ( y , ) y
1.1
b ( ) a ( ) McCullagh and Nelder, 1989: 28-29
E ( y) = =
b ( )
11
(1.2)
2
V ( y ) = a ( ) 2 b ( )
(1.3)
1.1
y y y ( ,+ )
McCullagh and Nelder ,1989: 28; Gill, 2001: 16 5
2
1
exp 2 ( y )
2
2
1
1
= exp ln 2 2 2 y 2 2 y + 2
2
2
2
2
1 y
2
2
= exp {
+ ln 2 .
y

{+
y {
2 a( ) 2 2
1444
24443
b( )
c ( y , )
f y | , 2 =
(1.4)
1.4 y ~ N , 2
= canonical
link = 2
5
1.4 3.14159
12
b ( ) =
E ( y) =
b ( ) =
V ( y ) = a ( )
2
2
2
b ( ) = 2
2
(1.5)
(1.6)
cumulative distribution function CDF

probit model
binomial
success n y
McCullagh and Nelder,1989: 31; Gill, 2001: 15
n
n y
f ( y | n, ) = y (1 )
y
n
= exp ln + y ln ( ) + ( n y ) ln (1 )
y
(1.7)
n

= exp y ln
+
ln
1
ln
n
( ) .
14243
12
b( )
14243
y
c( y )

1.7 = ln
1
13
log of the oddslogit

=
exp ( )
= 1
1 + exp ( )
b ( ) = n ln (1 ) = n ln (1 + exp ( ) )
Gill, 2001: 24, 27
E ( y) =
b ( ) = n
V ( y ) = a ( )
(1.8)
2
b ( ) = n (1 )
2
(1.9)
Bernoulli
n = 1 y
y y y {0,1}
Agresti, 2002: 117
f ( y | ) = y (1 )
1 y
= exp y ln ( ) + (1 y ) ln (1 )
(1.10)
= exp y ln
ln (1 ) ) .
(14
4244
3
1 3
1424
b( )
y
n = 1
14
E ( y) =
(1.11)
V ( y ) = (1 )
(1.12)
(1 )
homoscedasticity
GLM

= ln
Berkson
1
1944 S logistic regression
exp( )
individual
1 + exp( )
group
multinomial
J 2 j
J
j j = 1 n j y j
j =1
y j = n
j =1
McCullagh and Nelder, 1989: 164-165; Fahrmeir and Tutz,

y1

2001: 76 vector y = M
yj

15
1

= M
j

n
f ( y | n, ) = 1y1 L JyJ
y
n y1 yJ 1
= 1y1 L KyJ1
J
y J
n
n
where =
y y1 !L y J !
y1
yJ
J L J
ln
J
n
n ln ( ) + ln
M
= exp [ y1 ,L , yJ 1 ]
J
(1.13)
14243
14243
y

{
yT
b( )
J 1
1( J 1)
c
(y)
ln
J
24
14
3
( J 1)1
1.13 = 1 j = 1
j =1
J 1
J-1
J reference category J = 1 j J = 2
j =1
1 = 2 = 1
T
= ln 1 , ln 2 ,..., ln J 1 ln j
J
J
J
J
j = 1,2,..., J 1 J J = 2 n = 1
16
ln
Theil
1969
McFadden 1974conditional logit

model discrete choice analysis
j
j =
exp ( j )
J 1
1 + exp ( j )
for j = 1, K , J 1;
(1.14)
j =1
J =
1
J 1
1 + exp ( j )
for the reference category J .
j =1
J 1
b ( ) = n ln ( J ) = n ln 1 + exp ( j )
j =1
E ( yj ) =
b ( ) = n j
j
(1.15)
V ( yj ) =
2
b ( ) = n j (1 j )
j2
(1.16)
covariance
V ( yi , y j ) =
2
b ( ) = n i j , i j
i j
17
Poisson
y y y {0,1, 2,...}
e y
f ( y | ) =
y!
= exp y ln ( )
ln ( y !) .
1
424
3 {1
424
3
b( )
c( y )
y
(1.17)
1.17 = ln ( ) = 1
b ( ) = = exp ( )
E ( y) =
b ( ) =
2
V ( y ) = a ( ) 2 b ( ) =
(1.18)
(1.19)
= ln ( )
Goodman 1970loglinear model
count
negative binomial
n
y
18
r y Gill, 2001: 18; Hilbe, 2007: 82
r + y 1 r
y
f ( y | r, ) =
(1 )
y
r + y 1
= exp y ln (1 ) + r ln ( ) + ln
.
y
14243 123
14
4244
3
y
b( )
c( y )
(1.20)
1.20 = ln(1 ) = 1 exp( )

= 1 b( ) = r ln( ) = r ln(1 exp( ))
Gill, 2001: 25, 28
E ( y) =
1
b ( ) = r
2
1
V ( y ) = 2 b ( ) = r 2
(1.21)
(1.22)
conditional distribution
mixture f F 6
6
Fcumulative distribution function, cdf

f probability density function, pdf
19
f ( y | y > c) =
f ( y)
1 F (c)
(1.23)
y = 0 y > 0
Pr ( y = 0) = f (0) = exp( )
(1.24)
Pr ( y > 0) = 1 f (0) = 1 exp( )
(1.25)
y
Simonoff, 2003: 168; Winkelmann, 2008: 144
f ( y | y > 0) =
exp ( ) y y !
1 exp ( )
(1.26)
zero-truncated Poisson

1 exp ( )
y 1 exp ( )
1.2 y y
y
y
y
20
conditional mean
interactionsHuang and
Shields, 1994
Shields and Huang, 1995, 1997
Wang, 1998
GLM
Agresti, 2002; McCullagh and
Nelder, 1989
yi = E ( yi xi ) + i = xi + i , i ~ N ( 0, 2 )
i = 1, 2,..., n (1. 27)
E ( yi xi ) = i = xi Y
systematic component
K xik k 7 xi
1 ( K + 1) ( K + 1) 1 i
random component i ~ N 0, 2
i ~ N 0,
Yi ~ N ( xi , 2 )
K xi 1constant term
0 intercept

/
. , 2012.06
;
ISBN: 978-957-11-6625-4
1.
511.7
2.
101005217
1PM7
302.7 22.3

P. Design

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1PM7質變數與受限依變數的迴歸分析

Uploaded by

Copyright:

www.wunan.com.

Conference Group on Taiwan Studies, American Political Science

TSSCI Inherited Rivalry: Conflict Across

Illinois State University

Conference Group on Taiwan Studies, American Political

Institute for Political Methodology Duke University

American Political Science ReviewAsian SurveyInternational Studies

the Sixteenth Party Congress: Prospects and

of China and its Emerging Grand Strategy

Taiwans Election and

Crews-MeyerEdwin A. Sexton Terence N. Decker

Tobit ..... 241

4.4a-c ............................. 143-144

Decision Making in State Supreme

Courts. Social Science Quarterly 81(3): 750-62.

9) choice.dta2008 Taiwans Election

logit the log of the odds it

logit0 < < 1

generalized linear models GLM

Johnson, Kotz, and Kemp,

Dobson and Barnett2008: 58

b ( ) a ( ) McCullagh and Nelder, 1989: 28-29

cumulative distribution function CDF

log of the oddslogit

McCullagh and Nelder, 1989: 164-165; Fahrmeir and Tutz,

McFadden 1974conditional logit

for the reference category J .

Goodman 1970loglinear model

r y Gill, 2001: 18; Hilbe, 2007: 82

1.20 = ln(1 ) = 1 exp( )

Fcumulative distribution function, cdf

Pr ( y > 0) = 1 f (0) = 1 exp( )

i = 1, 2,..., n (1. 27)

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