研究数据普通数据

Stata面板Tobit模型代码与案例

数据格式 Stata / Stata代码 / PDF更新日期

数据摘要

资料针对受限因变量的面板分析,提供面板Tobit模型代码与示例数据,数据包含个体、年份及个人特征等变量。可用于学习受限因变量模型的设定与估计,并结合自身研究中的变量取值边界调整案例。

基本信息

当前预览样本量28534 行
文件格式Stata / Stata代码 / PDF
文件包大小1.25 MB
包含内容数据表1份、代码1份
所属分类

测算方法

案例以对数工资ln_wage为因变量,在设定个体和年份标识后,加入工会、年龄、教育程度、地区及地区与时间交互项,演示具有个体随机效应的面板Tobit估计。左删失示例设下限为1.2,右删失示例设上限为1.9,另演示同时设置上下限的模型。程序用quadchk检查数值积分的稳定性,并比较20、24和32个积分点的估计结果;部分模型采用Bootstrap标准误。随后以混合Tobit和按个体聚类标准误的线性回归作对照,并给出CLAD估计示例。各删失界限和模型是操作案例中的不同设定,使用时需与对应示例情形一致。

以下字段、样本量及样本仅对应当前展示的数据表,不代表资料包全部文件。查看文件结构

字段列表共 24 个字段

字段含义 / 说明类型均值标准差最小值最大值缺失率
idcodeNLS ID整数2601.2842921487.358947151590.0000%
yearinterview year整数77.958645836.38387860868880.0000%
birth_yrbirth year整数48.085091473.01283715941540.0000%
ageage in current year整数29.045106986.70058366714460.0841%
race1=white, 2=black, 3=other整数1.3033924440.4822773495130.0000%
msp1 if married, spouse present整数0.60291745560.4893019442010.0561%
nev_mar1 if never married整数0.22967950070.4206340831010.0561%
gradecurrent grade completed整数12.532594982.3239052890180.0070%
collgrad1 if college graduate整数0.16804513910.3739129179010.0000%
not_smsa1 if not SMSA整数0.28244408610.4501961009010.0280%
c_city1 if central city整数0.35721797660.4791882129010.0280%
south1 if south整数0.40955619430.4917605062010.0280%
ind_codeindustry of employment整数7.6929734332.9940253241121.1951%
occ_codeoccupation整数4.7776721923.0654353851130.4241%
union1 if union整数0.23443185360.42365420950132.5787%
wks_ueweeks unemployed last year整数2.5480946127.2944632507619.9902%
ttl_exptotal work experience数值6.2153160064.652117393028.884614940.0000%
tenurejob tenure, in years数值3.1238360443.751408781025.916666031.5175%
hoursusual hours worked整数36.559560199.86962323111680.2348%
wks_workweeks worked last year整数53.9893284529.032324801042.4637%
ln_wageln(wage/GNP deflator)数值1.6749071180.478093471105.2639160160.0000%
southXt—整数3.3421790655.694750539-2180.0280%
ln_wage1—数值1.6544843020.4793192716-0.095512926585.1639161111.0759%
ln_wage2—数值1.6749914750.478598980505.2639160164.0443%

数据样本预览

资料样本(部分数据)

仅可预览前100 行、100 列,滚动查看其余行列,完整数据以下载文件为准。

idcodeyearbirth_yrageracemspnev_margradecollgradnot_smsac_citysouthind_codeocc_codeunionwks_uettl_exptenurehourswks_workln_wagesouthXtln_wage1ln_wage2
170511820112001063—21.083333253860.083333335816920271.4512139558801.351213932041.45121395588
171511921012001046—221.275640964510.083333335816944101.0286197662400.9286197423931.02861976624
172512021012001046102.256410121920.91666668653540511.5899773836101.489977359771.58997738361
173512121012001046—02.314102411270.08333333581694031.7802728414501.680272817611.78027284145
175512321012001056—02.775640964510.16666667163410241.7770116329201.777011632921.77701163292
1775125200120010128003.775640964511.532521.7786805629701.678680539131.77868056297
178512620012001056—73.852564096450.08333333581695242.4939758777602.493975877762.49397587776
180512820012001056105.29487180711.8333333730745752.5517153739902.551715373992.55171537399
1835131200120010561—5.29487180710.666666686535491012.4202613830602.320261478422.42026138306
185513320012001056107.16025638581.9166666269342972.6141724586502.614172458652.61417245865
187513520012000056108.987179756163.9166667461445952.536373615260—2.53637361526
1885137200120000561010.33333396915.3333334922848702.4629273414602.462927341462.46292734146
2715119210120010430190.7115384340290.2540131.3603482246401.360348224641.36034822464
272512021012001043—61.1346154213140221.2061975002301.206197500231.20619750023
273512121012001046—351.461538434030.33333334326740171.5498828887901.449882864951.54988288879
275512321012001046—02.211538553240.66666668653540391.8325811624501.832581162451.83258116245
277512521012001046103.211538553242.6666667461440521.7267210483601.726721048361.72672104836
278512621012001046104.211538314823.6666667461440521.6899100542101.589910030361.68991005421
2805128210120010461—6.096153736115.5833334922840981.726964116101.626964092251.7269641161
2825130210120010461—7.666666507727.6666665077238781.8082885742201.80828857422—
2835131210120010461128.583333015448.5833330154438371.8634170293801.863417029381.86341702938
2855133200120010461410.17948722841.8333333730738831.789366602901.78936660291.7893666029
2875135200120010461—12.17948722843.7540—1.8465303182601.846530318261.84653031826
2885137200120010451013.62179470065.2540751.8564485311501.856448531151.85644853115
368452220112001046—00.923076927662040481.4935613870601.493561387061.49356138706
369452320112001046—01.50.33333334326740301.7025283575101.702528357511.70252835751
370452420112001046—62.423076868060.540481.4512139558801.451213955881.45121395588
371452520112001043003.442307710651.4166666269340531.5474196672401.547419667241.54741966724
372452620112001043004.442307472232.4166667461440521.6072942018501.607294201851.60729420185
373452720112001043005.38461542133.3333332538640491.5972669124601.497266888621.59726691246
375452920112001043—235.942307472230.41666665673340291.5358495712301.535849571231.53584957123
377453120112001043006.942307472232.4166667461440521.6228406429301.622840642931.62284064293
378453220112001043007.980769157413.4166667461440541.5666348934201.466634869581.56663489342
3804534201120010430—9.865385055545.3333334922840981.5597232580201.459723234181.55972325802
3824536201120010430—11.757.3333334922840981.6034193038901.603419303891.60341930389
3834537201120010430012.61538505558.3333330154440451.6142294406901.514229416851.61422944069
3854539201120010430—14.615385055510.3333330154401041.730798602101.73079860211.7307986021
38745412011200104301416.34615325930.41666665673340901.5257654190101.52576541901—
388454220112001043—417.73077011111.2540721.612776875501.512776851651.6127768755
47045241011710101113102.251.4166666269335552.2885003089902.288500308992.28850030899
47145251101710001113103.192307710652.4166667461435492.3755784034702.375578403472.37557840347
47245261101710001113104.211538314823.4166667461435532.4139230251302.41392302513—
47345271101710001113—04.576922893523.7540192.2809391021702.280939102172.28093910217
47545291101710001113—05.384614944463.7543422.2588138580302.15881395342.25881385803
48045341101710001113005.692307472230.33333334326745161.4762361049701.476236104971.47623610497
482453611017100011130—7.576922893522.4166667461448981.2809333801301.280933380131.28093338013
48345371101710001113008.384614944463.4166667461443421.5158548355101.515854835511.51585483551
485453911017100011130—10.38461494455.41666650772351041.9301697015801.930169701581.93016970158
48745411101710001181012.03846073150.33333334326742861.9190344810501.919034481051.91903448105
488454311017100011131013.21153736111.7542612.2009744644202.200974464422.20097446442
568452210112001043—01040521.6270928382901.627092838291.62709283829
569452310112001073—020.83333331346540521.7876856327101.687685608861.78768563271
570452410112001073003.076923131941.9166666269340561.820857882501.82085788251.8208578825
571452510112001073004.038461685182.9166667461440501.8585224151601.758522391321.85852241516
572452610112001043005.038461685180.66666668653540521.9793014526401.879301428791.97930145264
573452710112001043006.038461685181.6666666269340521.9904117584201.990411758421.99041175842
575452910112001083—246.576923370360.33333334326740281.5855048894901.585504889491.58550488949
577453111012001043007.576923370361.7540521.9375214576701.937521457671.93752145767
578453211012001043—17.846153736110.33333334326740142.0704922676101.970492243772.07049226761
5804534110120010430—9.346154212951.8333333730740781.8302688598601.830268859861.83026885986
5824536110120010430010.73076915743.3333332538640721.8472721576701.747272133831.84727215767
668462110112001046—00.2884615361690.16666667163440151.5217318534901.521731853491.52173185349
669462211012001046—01.03846156597—40391.479384422301.47938442231.4793844223
670462311012000046—01.0384615659714001.479384422301.47938442231.4793844223
671462410012001046001.38461542130.41666665673340181.5185718536401.518571853641.51857185364
672462510012001046002.442307710651.4166666269343551.6072942018501.607294201851.60729420185
673462610012001046003.38461542132.3333332538640491.8097416162501.709741592411.80974161625
675462811012000046—04.416666507724.4166665077245521.8539723157901.853972315791.85397231579
677463011012000046006.416666507726.4166665077240521.9631098508801.963109850881.96310985088
678463111012000045107.435897350317.4166665077240531.9827331304601.882733106611.98273313046
680463311012000046009.416666984569.4166669845645781.8467981815301.846798181531.84679818153
6824635110120000460—11.416666984611.416666984648981.8148247003601.814824700361.81482470036
6834636110120000461012.416666984612.416666984640421.9199128150901.919912815091.91991281509
6854638110120000460—14.416666984614.4166669846451041.9583768844601.958376884461.95837688446
6874640110120000460—16.416666030916.4166660309401022.0070679187801.907067894942.00706791878
6884642110120000460017.820512771617.7548732.0898535251602.089853525162.08985352516
768491910112001043—010.83333331346540521.4820667505301.482066750531.48206675053
769491910112001043—021.6666666269340521.4904344081901.490434408191.49043440819
770492111012001043003.057692289352.7540551.5394455194501.439445495611.53944551945
7714922110120010430043.7540491.4938795566601.493879556661.49387955666
772492311012001043005.019230842594.7540531.4545731544501.454573154451.45457315445
773492311012000043—25.096153736114.833333492284041.4545731544501.454573154451.45457315445
7874937110120000113005.903846263890.83333331346530420.47334209084500.4733420908450.473342090845
7884939110120000113007.326922893522.2530741.5324769020101.532476902011.53247690201
970511810112001053100.8076922893520.66666668653540341.472236752510—1.47223675251
971511910112001053101.769230723381.5833333730740501.7170231342301.717023134231.71702313423
972512010112001053102.653846025472.540461.747242212301.74724221231.7472422123
973512111012001053103.583333253863.5833332538640311.7997916936901.799791693691.79979169369
975512311012001053—05.583333492285.5833334922840522.01715207102.0171520712.017152071
977512511012001053107.583333492287.5833334922840392.0913636684402.091363668442.09136366844
978512611012001053108.641025543218.5833330154440552.1140987873102.114098787312.11409878731
9805128100120010531—10.525640487710.540982.1137757301302.113775730132.11377573013
9825130100120010531—12.583333015412.583333015440982.3125352859502.312535285952.31253528595
9835131100120010531013.583333015413.540522.3485803604102.348580360412.34858036041
9855133100120010521—15.583333015415.5401042.3734872341202.373487234122.37348723412
9875135100120010521—17.583332061817.5401042.3688986301402.368898630142.36889863014
9885137100120010521019.04487037661940762.3505313396502.350531339652.35053133965
1069511710110001046—00.4166666567330.41666665673340161.3616013526901.361601352691.36160135269
1070511810110001046001.45512819291.4166666269340541.4614837169601.461483716961.46148371696
1071511910110001046002.45512819292.4166667461440521.6116626262701.611662626271.61166262627

代码公开披露

仅展示前 30 行,供了解变量构造与处理流程,完整代码请下载文件查看。

'
/*---------------------面板Tobit模型-------------------------------*/



/*----导入面板数据----*/

* 本行含来源标识或本地路径,未公开
* 本行含来源标识或本地路径,未公开



/*----调用面板数据----*/

* 本行含来源标识或本地路径,未公开
* 本行含来源标识或本地路径,未公开

* encode idcode, gen(idcode1)    /*----生成新变量idcode1(取值为1,2,3...)替代indcode----*/
                                 /*----注意:若个体变量为1,2,3……整数,就无需使用encode命令----*/
xtset idcode year                /*----告诉Stata该数据为面板数据----*/



xtdes                                  /*----显示面板数据的结构----*/
xtsum ln_wage union age grade south idcode year    /*----显示面板数据的统计特征----*/
xttab union in 1/1000                   /*----显示面板数据的分布频率----*/
xttab ln_wage 
xttab south

hist ln_wage