作者: P Royston 摘要: ptrend calculates a chi-square statistic for the trend (regression) of pvar on xvar, where pvar is the proportion rvar/(rvar+nrvar). A variable called _prop, containing the values of pvar, is left behind by ptrend. ptrend also gives a chi-square test for ...
"p 得到结果 期刊排版 图2给出了95%置信区间的估计系数。 横轴为碳价格稳定机制(CPSM)实施前后的年数,例如6和-6分别代表CPSM实施前6年和实施后6年。 可以接受CPSM实施前CPSM地区和非CPSM地区TFP时变趋势一致的原假设,平行趋势假设可接受。 可以将CPSM的实施作为一个准自然实验来考察CPSM对企业层面全要素生产率(...
Let me make a bunch of comments comparing SAS PROC FREQ, Pearson’s correlation, Patrick Royston’s ptrend command, linear regression, logit/probit regression, Stata’s vwls command, and Stata’s nptrend command. Tests for trend in 2 x r tables Let me use Les Kalish’s example: Outco...
sheet("data")firstrowencoderegion,gen(id)xtsetidyearglptrade=ln(ptrade)quixtunitrootllclptrade,demeannoconstantdiround(`r(p_tds)',.001)quixtunitrootfisherlptrade,dfullerdriftlags(2)demeandiround(`r(p_P)',.001)
Notes: For lower one-sided test, c = #{T <= T(obs)} and p = p_lower = c/n. For upper one-sided test, c = #{T >= T(obs)} and p = p_upper = c/n. For two-sided test, p = 2*min(p_lower, p_upper); SE and CI approximate. Jonckheere–Terpstra test for trend Numb...
MacKinnon approximate p-valueforZ(t) = 0.4065 . dfuller air, lags(3) trend Augmented Dickey-Fullertestforunit root Number of obs = 140 --- Interpolated Dickey-Fuller --- Test 1% Critical 5% Critical 10% Critical Statistic Value Value
MacKinnon approximate p-value for Z(t) = 0.2511 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 和预期一样,yrwd2的检验结果显示不能拒绝该过程为带漂移的随机游走过程的原假设。接下来,我们对yt序列也做类似的检验。 . dfuller yt, trend
ranksumhas new optionexactto specify that exactp-values be computed for the Wilcoxon rank-sum test. New settingset iterlogcontrols whether estimation commands display iteration logs. menlhas new optionlrtestthat reports a likelihood-ratio test comparing the nonlinear mixed-effects model with the mod...
use时间序列数据.dta,cleardfuller d.m,lag(2) //ADF检验dfuller m,nocon regress //ADF检验dfuller m,trend regresspperron m,lag(2) //PP检验pperron m,nocon regresspperron d.m,regressdfgls m //DF-GLS检验kpss m,notrend //KPSS检验
Harris-Tzavalis unit-root test for lnrxrate Ho: Panels contain unit roots Number of panels = 151Ha: Panels are stationary Number of periods = 34AR parameter: Common Asymptotics: N -> InfinityPanel means: Included T FixedTime trend: Not included Statistic z p-value rho 0.7534 -22.0272 ...