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Intro 2The models that ERMs fit Intro 3Endogenous covariates features Intro 4Endogenous sample-selection features Intro 5Treatment assignment features Intro 6Panel data and grouped data model features Intro 7Model interpretation Intro 8A Rosetta stone for extended regression commands ...
SAR与SEM模型估计用到的命令均为spatreg,spatreg语法格式为:spatreg varlist , weights(weights_matrix) eigenval(eigen_matrix) model(lag|error) [ nolog robust level(#) ] 其中,weights(weights_matrix) is always required. It specifies the name of the spatial weights matrix to be used in the estimatio...
xthenreg hour bmiifregion==1, endo(bmi) exo(hsize) inst(bweight bmic bmim bmid) kinkstatic Next we consider discontinuity in BMI eect without imposing a kink in the model. By taking rst difference, we obtain the following model and estimate it with only static option. xthenreg hour b...
接下来的是对 x 进行 permute 500 次【命令中的 permute x 和 option 里面的 reps(500) 】,每次都是对同一家公司不同年份进行 permute 【option 里面的 strata(code)】,这样就不会把 A 公司的数据给了 B 公司(不然就搞得和安慰剂检验差不多了)。最终的目的是对 x 的系数进行估计【命令中的 beta=_b[...
type) vcetype may be gmm or robust Reporting level(#) set confidence level; default is level(95) artests(#) use # as um order for AR tests; default is artests(2) dis y options control spacing and line width coeflegend dis y legend instead of statistics ∗ dgmmiv() is required. ...
weight代表权重,options代表选项,estimator有2sls,liml ,gmm三种,option内容比较多建议实用help ivregress自行查阅。 **先进行两阶段最小二乘估计 ivregress 2sls lncptm ( lnded = lnded_1) lndotw lnilfa lnfdl lnpgdp lnedu, r first **或者采用LIML估计(有限信息最大似然估计法) ...
crosssectional() is a required option but can be substituted by nocrosssectional. If cr(..., cr_lags()) is used, then the global option cr_lags() (see below) is ignored. rcce[(criterion(er/gr) scale npc(integer))] implements the regularized CCE estimator from Juodis (2022). ...
i(varlist) is required j(varname [values]) long → wide: varname, existing variable wide → long: varname, new variable takes a variable name or a variable name and a list of values */ 示例1:快速上手 代码语言:javascript 复制
S456962 RRREG: Stata module to estimate linear probability model for randomized response data by Ben Jann S456961 CI_MARG_MU: Stata module to produce simulation-based confidence intervals after gllapred by Sophia Rabe-Hesketh S456960 INEQRBD: Stata module to calculate regression-based inequality de...