摘要
模型内生性问题受到学术界热切关注。越来越多学者热衷于使用二值选择模型（如Probit模型和Logit模型）展开相关研究。文章针对二值选择模型内生性检验研究成果现状,以Probit模型为例,首先提出其完整的内生性检验步骤;然后阐述处于不同情况下Probit模型内生性检验的具体方法、操作步骤以及Stata应用。
The endogenous problem in the model is highly concerned by the academia. More and more scholars are interested in using binary choice model （such as Probit model and Logit model） to carry out relevant researches. Firstly this paper aims at the current situation of research results of endogenous test in binary selection model and takes Probit model as an example to present complete endogenous test procedures. And then the paper elaborates the specific methods, operational steps and Stata application of endogenous test in Probit model under different conditions.
作者
袁微
Yuan Wei(Business College, Shanghai University of Finance and Economics, Shanghai 200433, Chin)
出处
《统计与决策》
CSSCI
北大核心
2018年第6期15-20,共6页
Statistics & Decision
基金
上海财经大学研究生创新基金项目(2017110403)
