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原产地美国
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适用平台windows
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Recursive bivariate probit
Individual or proportions data
Partial effects
Predictions
Partial observability models (Abowd, Poirier, Meng/Schmidt)
Choice based sampling
Restrictions, LM and LR
Sample selection model
Panel data, random parameters, random effects
Simultaneous equations
Multivariate probit
Robust Estimation
White and heteroscedasticity adjusted covariance matrix
Newey-West estimator
Cluster corrected covariance matrix
Kernel density regression
Panel Data
Analysis of variance and covariance
Fixed effects
Random effects
Random parameters (GLS, hierarchical)
Balanced or unbalanced panels
Cluster correction
Heteroscedasticity and autocorrelation tests
LM and Hausman tests for effects
White and Newey-West robust estimators
Statistical Analysis
Programming language allows extensions of supported estimators:
Model estimation
Testing and restrictions
Post estimation analysis
Simulations
Partial effects
Oaxaca decomposition
Delta and Krinsky/Robb methods
SFA & DEA
All forms of the stochastic frontier model are provided:
Fixed and random effects
True fixed and random effects
Latent class stochastic frontier
Battese and Coelli
Heteroscedasticity
Technical inefficiency estimation
Data envelopment analysis
(This is the only package with both SFA and DEA.)
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