Martina Pons Minimum distance quantile regression November 18, 2022 1 / 17 Introduction Model and estimator Asymptotics Traditional Panel Grouped Stata commands Application Summary • We are interested in the effect of some treatment variables on the distribution of an outcome =⇒ quantile regression...
The fixed-effects panel regression, the panel quantile regression with fixed effects, and the panel ARDL models are used for empirical analysis. The focus on European economies sets a specific context for the results: the optimal levels of spending may differ across the economies of Europe, the ...
WatchPanel-data survival models in Stata. WatchNew features in robust inference for linear models. WatchWild cluster bootstrap for linear regression. Multilevel mixed-effects models WatchMultilevel models for survey data in Stata. Bayesian random-effects quantile modelsStataNow ...
DM Drukker - 《Stata Journal》 被引量: 1380发表: 2003年 Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression The conventional heteroskedasticity-robust (HR) variance matrix estimator for cross-sectional regression (with or without a degrees-of-freedom adjustment),... SMW ...
最近读了这一版,整体变动不算大,加了些东西诸如Quantile regression,QMLE,Time-varying individual effects model等内容,可是都浅入浅出,不够过瘾。这本书距上版已经n多年了,感觉更新不如之前想象的大。所以总的感觉来书,惊奇远不及第一版来得大,第一版像win95,这一... ...
* Stata: 面板数据模型-一文读懂 view browse "https://www.jianshu.com/p/e103270ce674" * [reghdfe:多维面板固定效应估计] view browse "https://www.jianshu.com/p/e0c02607e82b" * [Frisch-Waugh定理与部分回归图:图示多元线性回归的系数] ...
stata应用高级培训教程 Panel_Threshold_Model_-_Theory_and_Application Panel Threshold Model ——Multiple thresholds 双门限模型: Step 1: 估计单门限模型 -- Th1 Step 2: 给定Th1,估计第二个门限值 -- Th21,CI Step 3: 给定Th21,重新估计第一个门限值 -- Th22,CI 三门限模型: Step 1: 估计双门限...
thresholdpanelmodelstatafstatsethr PanelThresholdModel: TheoryandApplication Thresholdeffect Panelthresholdmodel Computationmethod Application Thresholdeffect 门限效应:变量之间的关系取决于门限变量的状态, 即当门限变量低于门限值或者高于门限值时,回归方 程的系数也不同。以单门限模型为例。 1 2 12 , , (,),...
1. Stata basics 2. Data management and graphics 3. Linear regression basics 4. Simulation 5. GLS regression 6. Linear instrumental variable regression 7. Quantile regression 8. Linear panel models 9. Nonlinear regression methods 10. Nonlinear optimization methods 11. Testing methods 12. Bootstrap ...
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