**AUTEUR : Isabelle CADORET-DAVID**

ALLOCATE 0 753
OPEN DATA offretravail.wks
DATA(FORMAT=wks,ORG=obs) /
PRINT /
COMPUTE nobs = 753
SET nlfp = 1 - lfp
PRINT / lfp nlfp

DISP '*********************************'
DISP '***Statistiques descriptives***'
DISP '*********************************'

TABLE
TABLE(SMPL=lfp)
TABLE(SMPL=nlfp)

DISP '************************************************'
DISP '***Donnees complémentaires : revenu, salaires***'
DISP '************************************************'

SET prin = faminc - (whrs*ww)
TABLE 1 753 prin
SET ax2 = ax**2
SET lww = log(ww)
LINREG(SMPL=lfp) lww
# CONSTANT wa we cit ax ax2
SET lwwc 429 753 = %beta(1)+%beta(2)*wa+%beta(3)*we+%beta(4)*cit+%beta(5)*ax+%beta(6)*ax2
SET lww1 = %IF(ww>0, lww, lwwc)
PRINT / lww lwwc lww1
TABLE 1 753 lww1
TABLE 1 428 lww1
TABLE 429 753 lww1


DISP '**********************************************'
DISP '***Modélisation de la décision de travailler ***'
DISP '**********************************************'

DISP '***1er cas modèle linéaire***'
LINREG lfp
# constant lww1 kl6 k618 wa we un cit prin
PRJ lfpp
PRINT / lfpp

DISP '***2nd cas modèle probit***'
PRB lfp
# constant lww1 kl6 k618 wa we un cit prin
PRJ(CDF=pp_lfp)
PRINT / pp_lfp
DISP 'nombre de bonnes prévisions :' %ncorrect
DISP 'pourcentage de bonnes prévisions :' (%ncorrect/(%nobs*1.0))*100.0

**le nombre de bonnes prévisions correspond au calcul suivant:**
SET lp = %if(pp_lfp<0.5, 0, 1)
SET lp0 = %if(lp==0.and.lfp==0, 1, 0)
compute nb0 = %sum(lp0)
SET lp1 = %if(lp==1.and.lfp==1, 1, 0)
compute nb1 = %sum(lp1)
disp 'nombre de bonnes prévisions :' nb0+nb1

*calcul des effets marginaux pour une personne vivant dans une grand ville (cit=1)*
STAT(NOPRINT) lww1
COMPUTE lww1m = %mean
STAT(NOPRINT) kl6
COMPUTE kl6m = %mean
STAT(NOPRINT) k618
COMPUTE k618m = %mean
STAT(NOPRINT) wa
COMPUTE wam = %mean
STAT(NOPRINT) we
COMPUTE wem = %mean
STAT(NOPRINT) un
COMPUTE unm = %mean
STAT(NOPRINT) prin
COMPUTE prinm = %mean
COMPUTE xmean = %beta(1)+%beta(2)*lww1m+%beta(3)*kl6m+%beta(4)*k618m+%beta(5)*wam+%beta(6)*wem+$
                %beta(7)*unm+%beta(8)+%beta(9)*prinm

DISP 'effet marginal de lww1' %beta(2)*%DENSITY(xmean)
DISP 'effet marginal de kl6' %beta(3)*%DENSITY(xmean)
DISP 'effet marginal de k618' %beta(4)*%DENSITY(xmean)
DISP 'effet marginal de wa' %beta(5)*%DENSITY(xmean)
DISP 'effet marginal de we' %beta(6)*%DENSITY(xmean)
DISP 'effet marginal de un' %beta(7)*%DENSITY(xmean)
DISP 'effet marginal de prin' %beta(9)*%DENSITY(xmean)

*calcul de l"effet marginal de la variable cit au point moyen*
COMPUTE xmean0 = %beta(1)+%beta(2)*lww1m+%beta(3)*kl6m+%beta(4)*k618m+%beta(5)*wam+%beta(6)*wem+$
                %beta(7)*unm+%beta(9)*prinm

COMPUTE Prob1 = %CDF(xmean)
COMPUTE Prob0 = %CDF(xmean0)
DISP 'effet marginal de cit' Prob1-Prob0


DISP '***3eme cas modèle logit***'
LGT lfp
# constant lww1 kl6 k618 wa we un cit prin
DISP 'nombre de bonnes prévisions :' %ncorrect
DISP 'pourcentage de bonnes prévisions :' (%ncorrect/(%nobs*1.0))*100.0

*calcul des effets marginaux pour une personne vivant dans une grand ville (cit=1)*
COMPUTE xmean = %beta(1)+%beta(2)*lww1m+%beta(3)*kl6m+%beta(4)*k618m+%beta(5)*wam+%beta(6)*wem+$
                %beta(7)*unm+%beta(8)+%beta(9)*prinm
COMPUTE fxmean = EXP(xmean)/((1+EXP(xmean))**2)
DISP 'effet marginal de lww1' %beta(2)*fxmean
DISP 'effet marginal de kl6' %beta(3)*fxmean
DISP 'effet marginal de k618' %beta(4)*fxmean
DISP 'effet marginal de wa' %beta(5)*fxmean
DISP 'effet marginal de we' %beta(6)*fxmean
DISP 'effet marginal de un' %beta(7)*fxmean
DISP 'effet marginal de prin' %beta(9)*fxmean

*calcul de l"effet marginal de la variable cit au point moyen*
COMPUTE xmean0 = %beta(1)+%beta(2)*lww1m+%beta(3)*kl6m+%beta(4)*k618m+%beta(5)*wam+%beta(6)*wem+$
                %beta(7)*unm+%beta(9)*prinm
COMPUTE Probl = EXP(xmean)/(1+EXP(xmean))
COMPUTE Probl0 = EXP(xmean0)/(1+EXP(xmean0))
DISP 'effet marginal de cit' Probl-Probl0


DISP '*************************************************************'
DISP '***Estimation de l"offre de travail avec un modèle tronqué***'
DISP '*************************************************************'
SMPL(series=lfp)
COMPUTE trunc = 0
NONLIN(PARMSET=sparms) sigmasq
LINREG(NOPRINT) whrs
# CONSTANT kl6 k618 wa we prin lww
FRML(LASTREG,VECTOR=b,PARMSET=bparms) rhsfrml
COMPUTE sigmasq = %seesq
FRML truncate = (z=rhsfrml(t)) , -0.5*log(sigmasq) - 0.5*(whrs-z)**2/sigmasq - log(%cdf((z-trunc)/sqrt(sigmasq)))
MAXIMISE(METHOD=BFGS,PARMSET=bparms+sparms,iters=100) truncate


*calcul des effets marginaux*
STAT(NOPRINT) whrs
COMPUTE whrsm = %mean
STAT(NOPRINT) lww
COMPUTE lwwm = %mean
STAT(NOPRINT) kl6
COMPUTE kl6m = %mean
STAT(NOPRINT) k618
COMPUTE k618m = %mean
STAT(NOPRINT) wa
COMPUTE wam = %mean
STAT(NOPRINT) we
COMPUTE wem = %mean
STAT(NOPRINT) un
COMPUTE unm = %mean
STAT(NOPRINT) prin
COMPUTE prinm = %mean

COMPUTE alphamean = (trunc -(%beta(1)+%beta(2)*kl6m+%beta(3)*k618m+%beta(4)*wam+%beta(5)*wem+%beta(6)*prinm+$
                %beta(7)*lwwm))/ (sqrt(sigmasq))
COMPUTE lambdamean = %density(alphamean)/(1-%cdf(alphamean))
COMPUTE deltamean = lambdamean*(lambdamean-alphamean)
*disp deltamean
DISP 'effet marginal de kl6' %beta(2)*(1-deltamean)
DISP 'effet marginal de k618' %beta(3)*(1-deltamean)
DISP 'effet marginal de wa' %beta(4)*(1-deltamean)
DISP 'effet marginal de we' %beta(5)*(1-deltamean)
DISP 'effet marginal de prin' %beta(6)*(1-deltamean)
DISP 'effet marginal de lww' %beta(7)*(1-deltamean)
DISP 'élasticité de l"offre de travail par rapport au salaire' %beta(7)*(1-deltamean)/whrsm


SMPL

DISP '*********************************************************************'
DISP '***Estimation de l"offre de travail avec un modèle censuré (tobit)***'
DISP '*********************************************************************'

NONLIN(PARMSET=sparmst) sigmasq
LINREG(NOPRINT) whrs
# CONSTANT kl6 k618 wa we prin lww1
FRML(LASTREG,VECTOR=b,PARMSET=bparmst) rhsfrml
COMPUTE sigmasq = %seesq
FRML tobit = (z=rhsfrml(t)) , %if(%valid(whrs), -0.5*log(sigmasq)-0.5*(whrs-z)**2/sigmasq, $
              log(%cdf((trunc-z)/sqrt(sigmasq))))
MAXIMISE(METHOD=BFGS,PARMSET=bparmst+sparmst,iters=100) tobit

*calcul des effets marginaux*
STAT(NOPRINT) lww1
COMPUTE lwwm = %mean
STAT(NOPRINT) kl6
COMPUTE kl6m = %mean
STAT(NOPRINT) k618
COMPUTE k618m = %mean
STAT(NOPRINT) wa
COMPUTE wam = %mean
STAT(NOPRINT) we
COMPUTE wem = %mean
STAT(NOPRINT) un
COMPUTE unm = %mean
STAT(NOPRINT) prin
COMPUTE prinm = %mean

COMPUTE xmeansigma = (%beta(1)+%beta(2)*kl6m+%beta(3)*k618m+%beta(4)*wam+%beta(5)*wem+%beta(6)*prinm+$
                %beta(7)*lwwm)/(sqrt(sigmasq))
COMPUTE xmean = %beta(1)+%beta(2)*kl6m+%beta(3)*k618m+%beta(4)*wam+%beta(5)*wem+%beta(6)*prinm+%beta(7)*lwwm
COMPUTE cdfm = %CDF(xmeansigma)
COMPUTE denm = %DENSITY(xmeansigma)

DISP 'effet marginal de kl6' %beta(2)*cdfm
DISP 'effet marginal de k618' %beta(3)*cdfm
DISP 'effet marginal de wa' %beta(4)*cdfm
DISP 'effet marginal de we' %beta(5)*cdfm
DISP 'effet marginal de prin' %beta(6)*cdfm
DISP 'effet marginal de lww' %beta(7)*cdfm
DISP 'élasticité de l"offre de travail par rapport au salaire' %beta(7)*cdfm/whrsm

DISP '***décomposition de l"effet marginal de lww (Mc Donald et Moffit)***'
COMPUTE effeth =  cdfm*(%beta(7)*(1-(xmeansigma*denm/cdfm)-((denm**2)/(cdfm**2))))
COMPUTE effetprob = ((xmean+sqrt(sigmasq)*denm/cdfm)*denm*%beta(7))/ sqrt(sigmasq)
DISP 'effet sur les heures pur les individus qui travaillent' effeth
DISP 'soit en terme d"élasticité' effeth/whrsm
DISP 'effet sur la probabilité de travailler' effetprob
DISP 'soit en terme d"élasticité' effetprob/whrsm


smpl
smpl 1 409
print / whrs
set logW = log(WW)
set H = whrs
set E = Kl6
set Educ = WE
set logWF = log(PRIN)


inst constant