I am using copulas as a tool to better understand the nuanced dependency amongst education outcomes, e.g. dropout and approved.
I have been able to use bicop command to run all the estimations and define the best model.
Code:
local maxll=minfloat()
*
* Mixture <- specifies the marginal distribution of each residual
* none specifies each marginal distribution as an N(0, 1) form;
foreach cop in gaussian frank clayton gumbel joe indep {
local xvars boy nowi urb age govaid pc element sroom lib sci sports tage tagesd stu_staff_ratio
bicop status edrop `xvars', copula(`cop') mixture(none)
estimates store `cop'
if e(ll)> `max11' e(converged) {
local `max11'=e(11)
local bestcop="`cop'"
matrix bestb=e(b)
}
}
* Estimation summary statistics
estimates stats _allWell, how can I get the Kendall tau measure of correlation?
Also, is there a way for me to get the residuals from both equations? I tried
Code:
predict varres, r equation (#1)
Thank you all.
Max
0 Response to Empirical Joe Copula -
Post a Comment