Hansen于1996年在《Econometrica》上发表文章《Inference when a nuisance parameter is not identified under the null hypothesis》,提出了时间序列门限自回归模型(TAR)的估计和检验。之后,他在门限模型上连续追踪,发表了几篇经典文章,尤其是1999年的《Threshold effects in non-dynamic panels: Estimation, testing and...
The method just described is suitable for specifying constant initial values only. 4.4 Specifying initialization 2, .new Another way to specify how member variables are to be initialized is to define a program within the class. To create a new instance of a class, you type name classname ...
CEM bounds the degree of model dependence and causal effect estimation error by ex ante user choice, is montonic imbalance bounding (so that reducing the maximum imbalance on one variable has no effect on others), does not require a separate procedure to restrict data to common support, meets ...
– 假设检验结果 – 回归结果 – Postestimation检验 – 边缘均数，边缘效应，预测调整 – 任何Stata命令返回的结果 • 定制表格外观 – 表格排版 – 行和列标题样式 – 数字格式、字体、阴影、颜色和对齐 – 标签 • 将表格导出到 – Word – Excel – LATEX – PDF – HTML – Markdown – 更多 • ...
pre_1950_pc eststo clear eststo:xtdpdqml current_ee_gap_weight $controls1 year2-year13 , fe vce(robust) esttab using "result1.csv" , p star(+ 0.10 ** 0.05 *** 0.01) compress scalars(N r2_a) varwidth(25) cells(b(star fmt(%9.3f)) se(par)) mtitles("1" "2") replace 得到...
While individually both dimension can be interpreted as large, they do not grow with the same rate and the ratio would not be constant. Therefore an estimator relying on fixed T asymptotics and large N would be appropriate. On the other hand a dataset with lets say N = 30 and T = 34 ...
Also, if the model is linear, the local-linear estimator will recover a linear mean, whereas the local constant may not. For cases in which your outcome is nonnegative, the local-constant estimator will yield nonnegative predictions. The local-linear estimator may result in negative predictions...
"yes" == "yes" { or 10 Getting Started 18 Programming Stata if "no" == "yes" { either of which is the desired result. Had we omitted the double quotes, the line would have read if no == "yes" { (assuming 'answ' contains no), and that is not at all the desired result. ...
master data .gitignore README cem-mata.do cem-stata.pdf cem-stata.tex cem.ado cem.pkg cem.sthlp imb.ado imb.sthlp listwise.ado listwise.sthlp stata.toc Breadcrumbs cem-stata / Latest commit mattblackwell updated manual Jul 28, 2020 ...
estimates store re hausman fe re,constant sigmamore #通过豪斯曼检验后(即p值为0),使用固定效应回归 xtreg inv l.inv l.lev l.cash l.size l.ret l.age l.growth i.industry i.year,fe #保存回归后的残差 predict InefficInvest,r 变量InefficInvest中的数值即为每个样本的非效率投资程度,其中正残差值...