Factor specificationResult i.groupindicators for levels of group i.group#i.sexindicators for each combination of levels of group and sex, a two-way interaction group#sexsame as i.group#i.sex group#sex#armindicators for each combination of levels of group, sex, and arm, a three-way interact...
reg lwage i.numdep // treat `numdep` as a factor variable reg lwage c.educ#c.exper // return interaction term only reg lwage c.educ##c.exper // return full factorial specification reg lwage c.exper##i.numdep //return full, interact continuous and categorical R代码块 lm(lwage ~...
LSDV法的stata命令为:xi: xtreg y x1 x2 x3 i.id, vce(cluster id)(xi 为增添互动项 interaction 19、 expansion,i.id 表示根据确定个体变量id生成的虚拟变量,在这里是state) (P小,则说明个体虚拟变量很显著,因此,不满足无个体效应的假设,则不能用混合回归模型。)对于固定效应模型,也可以用一阶差分法FD...
Stata handles factor (categorical) variables elegantly. You can prefix a variable withi.to specify indicators for each level (category) of the variable. You can put a#between two variables to create an interaction–indicators for each combination of the categories of the variables. You can put#...
1. 建立新变量 gen z=x*y 2. addition to typing variable names from your data, you can type factor variables, which might look like i.varname i.varname#i.var
S458915 XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models by Sebastian Kripfganz & Vasilis Sarafidis S458914 LMTEST: Stata module to perform Lagrange multiplier test after constrained maximum likelihood estimation ...
S456903 INTEFF3: Stata module to compute partial effects in a probit or logit model with a triple dummy variable interaction term byThomas Cornelissen & Katja Sonderhof S456902 VIOPLOT: Stata module to produce violin plots with current graphics ...
共线性检验的结果通常包括相关系数、方差膨胀因子(Variance Inflation Factor,VIF)等指标。 相关系数反映了自变量之间的线性相关性,值在-1到1之间,绝对值越接近1表示相关性越强。 VIF用于衡量自变量之间的多重共线性程度,一般认为VIF大于10或20时存在较强的共线性。
交叉项相当于分组横向对比。reg Y X B X*B的情况下 你的关注点 （variable of interest）应该在X*...
EVENTSTUDYINTERACT: Stata module to implement the interaction weighted estimator for an event study 29 BACONDECOMP: Stata module to perform a Bacon decomposition of difference-in-differences estimation 30 SDID: Stata module to perform synthetic difference-in-differences estimation, inference, and visualiz...