Stata 统计与数据管理软件 18IV quantile regression(IV分位数回归)当我们想研究协变量对结果的不同量级的影响,而不仅仅是对精益的影响时,我们使用分位数回归。例如,我们可能
实例:Bronzini, R., & Iachini, E. (2014). Are Incentives for R&D Effective? Evidence from a Regression Discontinuity Approach.American Economic Journal: Economic Policy, 6(4), 100–134.,-Link-data-,-PDF- 第2 讲 因果推断基础 II:作为解释的线性回归 ...
Estimation of quantile treatment effects with Stata. Stata Journal 10: 423-457. • 该命令还可进行"无条件分位数回归" (unconditional quantile regression),即考 察 x 变动对 y 的无条件(边际)分布的影响 2019-8-24 北京友万信息科技有限公司 www.uone-tech.cn 陈强,(c) 2019 010-56451129 010-...
xtivreg2 implements IV/GMM estimation of the fixed-effects and first-differences panel data models with possibly endogenous regressors. It is essentially a wrapper for ivreg2, which must be installed for xtivreg2 to run: ssc install ivreg2, replace). xtivreg2 supports all the estimation and ...
reghdfeis aStatapackage that estimates linear regressions with multiple levels of fixed effects. It works as a generalization of the built-inareg,xtreg,feandxtivreg,feregression commands. It's objectives are similar to the R packagelfeby Simen Gaure and to the Julia packageFixedEffectModelsby ...
Noah Constantine, Sergio Correia, 2021.reghdfe: Stata module for linear and instrumental-variable/GMM regression absorbing multiple levels of fixed effects.https://ideas.repec.org/c/boc/bocode/s457874.html Install: To find out which version you have installed, typereghdfe, version. ...
When quantile regression matters Suppose we have a simple model E(y|x)=β0+xβ1E(y|x)=β0+xβ1, where yy is the outcome variable and xx is a covariate. xx takes values in {0,1,2,3,4,5,6}{0,1,2,3,4,5,6}. By definition, β1β1 fully characterizes the effects of ...
Shift-share reduced form regression (yonz): fixest::feols(y~year|0|z~g,data=industry_df,weights=~s_n,vcov="hc1")#> TSLS estimation, Dep. Var.: y, Endo.: z, Instr.: g#> Second stage: Dep. Var.: y#> Observations: 796#> Standard-errors: Heteroskedasticity-robust#> Estimate Std...
Instrumental variables regression with weak instruments Econometrica, 65 (1997), pp. 557-586 CrossrefView in ScopusGoogle Scholar Stock and Yogo, 2005 J.H. Stock, M. Yogo Testing for weak instruments in linear IV regression D.W.K. Andrews, J.H. Stock (Eds.), Identification and Inference ...
XTIVREG2: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models xtivreg28 implements IV/GMM estimation of the fixed-effects and first-differences panel data models with possibly endogenous regressors. It is essentially ... ME Schaffer ...