SoftHome 教學範例

1. SoftHome教學範例 LIMDEP 計量家 全傑科技 Pid Gau 高金海www.softhome.com.tw

2. 【簡介】 通用之計量經濟學軟體，用來預測線性及非線性限制模型(Nonlinear Models Limited)及定性相依變數模型(Qualitative Dependent Variable Models Models)、橫剖面(Cross Section)、時間序列(Time Series)及盤面資料(Panel Data)，LIMDEP的工具包括程式語言、矩陣代數程式庫及向量變數運算，超過100種以上自動模型評估程式。 Manual Set: - LIMDEP 9.0 Reference Guide - LIMDEP 9.0 Econometric Modeling Guide, Volume 1 - LIMDEP 9.0 Econometric Modeling Guide, Volume 2 資料輸入範例(類似SAS) Read ; Nobs = 4 ; Nvar = 3 ; names = DM,Pati,HKI$ 0 1 4 1 2 3 1 0 0 0 1 0 命令指令輸入範例 (用選單式較輕鬆) PROBIT;Lhs=A1;Rhs=X$

3. 【簡介】 LIMDEP包含功能有: 1.Panel Data Models 所有的線性和非線性模型，可分析特殊形式的面板數據. 2.Model Estimation and Analysis 線性和非線性回歸、平行數據模型、時間序列模型、樣本選擇模型...等等. 3.Data Description and Graphics 時間序列、圖形工具、區別分析...等等 4.Count Data 提供廣泛的規格為計數資料的任何方案. 5.Statistical Analysis 撰寫程式語言允許延伸支援的估計. 6.Data Environments 數據轉換、橫剖面、盤面資料、時間序列操縱..等等. 7.Programming and Numerical Analysis 提供建設新的矩陣和數據操作命令.

4. 【簡介】 8.Frontier and Efficiency Analysis 固定與隨機效果、隨機邊界分析法、異方差...等等. 9.Discrete Choice Models in LIMDEP 提供二進位，多項和指令，離散的選擇估計者計數和多元的離散的數據. 10.Modeling Individual Choice with NLOGIT NLOGIT包含加上無數的延伸,包含LIMDEP中出現的多項的選擇模型. 11.Time Series Analysis ARMAX模型、譜密度估計、Phillips-Perron檢定...等等 12.Accuracy 變異數分析、敘述性統計、線性回歸、非線性最小二乘法. 13.Post Estimation 估計廣泛的工具後，使操縱的模型，隨著其他統計資料和程序產生結果. 14.Data Management 資料管理工具，提供數據的輸入或內部生成與隨機數發生器，包括數據轉換.

5. 【 About LIMDEP 】 Innovations in Econometrics LIMDEP and NLOGIT are at the forefront of econometrics and offer statistical tools not found in other programs. Discrete Choice Panel Data Frontier Analysis Count Data Multinomial Choice

6. Capabilities Panel Data ModelsModel Estimation & Analysis Data Description & Graphics Frontier & Efficiency Analysis Discrete Choice Models in LIMDEP Modeling Individual Choice with NLOGIT Count Data Statistical Analysis Data Environments Programming & Numerical Analysis Time Series Analysis Accuracy Post Estimation Data Management

7. Discrete Choice Models in LIMDEP LIMDEP provides a wide range of estimators for discrete choice modeling including many specifications of binary choice models, multinomial choice, ordered choice and the widest selection of models for count data in any package. Model frameworks •Binary choice •Bivariate probit models •Multinomial (logit) choice •Ordered choice models •Multivariate binary choice •Simultaneous equations and two step estimators •Count data models

8. Discrete Choice Models in LIMDEP Tools •Specification analysis •Heteroscedasticity •Robust inference tools •Lagrange multiplier, likelihood and Wald tests •Model simulator for binary choice models •Matching and propensity scores analysis Statistics •Numerous fit measures •Test statistics for specifications •Marginal effects for all models

9. Discrete Choice Models in LIMDEP Panel data models •Fixed effects for all models •Conditional fixed effects •Random effects for all models, quadrature and simulation estimators •Random parameters models •Latent class specifications

10. Discrete Choice Models in LIMDEP Specifications •Count data models: censoring, truncation, underreporting, zero inflation, negative binomial (NB1, NB2, NP-P), generalized Poisson, Polya-Aeppli, gamma •Binary choice: probit, logit, Weibull, others; heteroscedasticity, sample selection models •Multinomial logit: random effects, latent classes, random utility models, model simulations •Bivariate probit models: recursive simultaneous equations, marginal effects, heteroscedasticity •Ordered choice: bivariate, sample selection, hierarchical, generalized ordered probit, marginal effects, panel data models

11. Panel Data Models Nearly all of the models in LIMDEP may be analyzed with special tools for panel data. A partial list of the panel data models supported in LIMDEP includes: •Linear regression model, OLS, GLS, IV •Probit, logit, Gompertz, complementary log log binary choice •Tobit, truncated regression, categorical data •Survival models: exponential, Weibull, lognormal, loglogistic •Loglinear models: Weibull, gamma, exponential, inverse Gauss •Stochastic frontier •Bivariate probit, partial observability •Ordered probit, ordered logit, ordered Gompertz, ordered complementary log log •Sample selection •Poisson, negative binomial, zero inflated Poisson •Conditional logit (multinomial logit - discrete choice)

12. Panel Data Models The panel data models include fixed and random effects, random parameters and latent class models for almost all nonlinear models supported by the package. There are also numerous special estimators for the linear model, such as Arellano and Bond's GMM estimator for dynamic panels and Hausman and Taylor's estimator for random effects models. No panel data operation anywhere in the program requires that the data set be balanced. Most estimators place no limit on the number of groups in the panel - the data set is already 'in the program' so it must already fit in memory. Many tools in addition to the estimation programs are also provided. For example, you can bootstrap sample groups in your panel data set, a feature we have not seen anywhere else.

13. Panel Data Models Program Features for Specific Types of Panel Data Models •Fixed and Random Effects Linear Models •Dynamic Linear Models •Conditional Fixed Effects Estimators •Fixed Effects Models •Random Effects Models •Random Parameters - Multilevel Models •Latent Class Models •Panel Data Sets

14. Frontier and Efficiency Analysis Stochastic Frontier Analysis

15. Frontier and Efficiency Analysis Model frameworks for production or cost •Normal-half normal •Normal-truncated normal •Normal-exponential •Normal-gamma Mean of the one sided (inefficiency) component •E[U] = zero mean, the standard case •E[U] = nonzero constant mean •E[U] = a'z

16. Frontier and Efficiency Analysis Variance of the one sided (inefficiency) component •Var[U] = homoscedastic •Var[U] = exp(c'z) (heteroscedastic) Variance of the firm specific (symmetric) component •Var[v] = homoscedastic •Var[v] = exp(d'w) (heteroscedastic) Doubly heteroscedastic Estimates of inefficiency measures with all formulations

17. Frontier and Efficiency Analysis Panel data formulations •Random effects in specifications •Fixed effects ◦Fixed effect in production (cost) function ◦Truncation model with fixed effects ◦Fixed effects in mean of one sided component ◦Fixed effects in variance of one sided component •Random parameters •Latent class •Battese and Coelli panel data models

18. Frontier and Efficiency Analysis Data Envelopment Analysis

19. Frontier and Efficiency Analysis Analysis in parallel with stochastic frontier estimation and analysis (the only package available that has both of these methods in one program) •Input and output oriented inefficiency – retained in the data set for further analysis •Constant, increasing or nonincreasing returns to scale •Economic and allocative inefficiency •Bootstrapped confidence intervals for efficiency scores •Malmquist total factor productivity indexes for panel data •Listing of ‘peer’ firms with results LIMDEP is the only program that provides tools for both stochastic frontier analysis and data envelopment analysis.

20. Count Data Models Data features •Censoring •Truncation •Unobserved heterogeneity

21. Count Data Models Specifications •Poisson regression •Negative binomial: NB1, NB2, NB-P •Negative binomial with heterogeneity •Gamma model for over- or underdispersion •Generalized Poisson and Polya-Aeppli •Latent heterogeneity - normal or log-gamma •Hurdle model •Underreporting •Box-Cox functional form

22. Count Data Models Specifications •Zero inflation models ◦ZIP(tau) and ZINB(tau) ◦Covariates ZIP and ZINB •Zero inflation with endogenous regime •Sample selection ◦Sample selection models, Poisson and negative binomial ◦Incidental truncation ◦Heterogeneity and underreporting ◦Endogenous underreporting

23. Count Data Models Estimation and inference •Marginal effects and average partial effects •Fit measures (Pearson and deviance) •Predictions •Restrictions and hypothesis - Wald, LR, LM tests •Overdispersion tests •Robust covariance matrices: cluster, sandwich •Tests for hurdle effects

24. Count Data Models Panel data models •Fixed effects ◦Conditional ◦Unconditional: up to 50,000 dummy variable coefficients ◦Marginal effects ◦Predictions •Random effects ◦Log-gamma ◦Lognormal •Random parameters •Latent class models •Latent class with zero inflation •Split population and latent class models

25. Program Limits at a Glance

26. Program Limits at a Glance

27. Program Limits at a Glance

28. Program Limits at a Glance

29. Program Limits at a Glance

30. Program Limits at a Glance

31. 【客戶心聲】 "LIMDEP has steadily grown to become perhaps the world's premiere econometric software package." “Many of the procedures in LIMDEP/NLOGIT cannot be found in other commercial software. More than a few are cutting-edge models.” - Joseph Hilbe “A Review of LIMDEP 9.0 and NLOGIT 4.0,” American Statistician, 60, 2, May 2006.

32. 【產品規格】 • 適用作業系統:Windows XP,VISTA,WIN 7 , • 含原版盒裝光碟CD一片 (非下載版),保證安裝成功 • 本軟體有專屬之序號, 以序號認證啟動 • - 原廠英文手冊 - 含原文手冊 • ‧LIMDEP 9.0 Reference Guide • ‧LIMDEP 9.0 Econometric Modeling Guide, Volume 1 • ‧LIMDEP 9.0 Econometric Modeling Guide, Volume 2 • - 永久使用授權,非一年使用授權

33. 【Documentation】 One full set of hard copy manuals is included with each single user licenser order and with each site license order. The LIMDEP 9.0 documentation consists of three guides: the LIMDEP 9.0 Reference Guide and the LIMDEP 9.0 Econometric Modeling Guides, Volumes 1 and 2. The NLOGIT 4.0 documentation consists of four guides: the three LIMDEP guides and the NLOGIT Reference Guide. Extra manual sets may be purchased in conjunction with a multi-user site license.

34. 【LIMDEP 9.0 Documentation】 The LIMDEP 9.0 set of manuals, with over 2,500 pages, contains full reference guides for the program, background econometrics, and sample applications. The LIMDEP documentation consists of two parts:

35. 【LIMDEP 9.0 Econometric Modeling Guide, Volume 1 and Volume 2】 The 38 chapters of this guide are arranged in two volumes. These provide the econometric background, LIMDEP commands, and examples with data, commands and results. Topics are arranged by modeling framework, not by program command. There are chapters on

36. 【Documentation】 •Descriptive statistics •Linear regression •Panel data analysis •Heteroscedasticity •Binary choice models •Models for count data •Censored and truncated data •Survival models and many others. Each model fit by the program is fully documented. The full set of formulas for all computations are shown in this manual with the full mathematical documentation of the models. Additional chapters in this guide show how to do numerical analysis, how to program your own estimators, and provide a full listing of diagnostics.

37. 【免費售後服務】 • - 期限：自交貨日起算一年內有效 • 提供遠端安裝服務一次 • 一年原廠技術服務 • 可代客戶向原廠詢問技術問題服務, • 可享將來升級優惠價格 • 軟體光碟於保固期內遺失或損毀 • 本公司可免費提供備份光碟乙次 • 含全傑原版合法軟體保證書 • 提供原廠代理證明

38. 【試用版下載 】 N/A

39. LIMDEP 【 教學內容】 資料輸入 統計 繪圖 Discrete Choice Panel Data Frontier Analysis Count Data Multinomial Choice

40. 【注意事項】 軟體安裝事宜： ‧由於安裝次數限制,煩請確認欲安裝的電腦, 請勿隨意測試安裝！ ‧軟體限個人使用,限裝電腦二台, 同時僅一台電腦使用,(桌上型或筆記型) ‧若電腦因故毀損, 本公司提供電腦再啟動授權服務, 可更換電腦再安裝

41. Thanks 教學範例 非經授權 不得使用全傑科技 Pid Gau 高金海www.softhome.com.tw