Hansen, B. E. 1999. Threshold effects in non-dynamic panels: Estimation, testing, and inference. Journal of Econometrics 93: 345-368. Wang, Qunyong, 2015. "Fixed-effect Panel Threshold Model Using Stata," The Stata Journal, 15(1), ...
Hansen, B. E. 1999. Threshold effects in non-dynamic panels: Estimation, testing, and inference. Journal of Econometrics 93: 345-368. Wang, Qunyong, 2015. "Fixed-effect Panel Threshold Model Using Stata," The Stata Journal, 15(1), 121-134. 资源下载 Bruce E. Hansen "Sample splitting an...
fixed effect panel multinomial logit model Fentie, A., et al. (2023).Climbing up the ladder: Households' fuel choice transition for lighting in Ethiopia Appendix A. Supplementary data【数据+Stata】 示例代码 cd"C:\Download\1-s2.0-S0140988323006606-mmc1\Data and codes"useEE_paneldata_vars,cle...
对于固定效应模型而言,我们还可以检验截面异方差性,命令为: xttest3 输出结果为: Modified Wald test for groupwise heteroskedasticity in fixed effect regression model H0: sigma(i2 = sigma2 for all i chi2 (10 = 1.7e+07 Prob>chi2 = 0.0000 8.4 参考文献 Baltagi(2001 Arellano(2003 Franzini 和 ...
Panel D - variation lost (absorbed) due to fixed effects 具体来看,Panel A 为全样本的描述性统计结果。其中,N 包括组内只有单个观测值 (singleton) 的样本,这与reghdfe结果中的 N 不一样。 Panel A: Summary statistics of regression variables (including singleton observations) ...
Wang, Qunyong, 2015. "Fixed-effect Panel Threshold Model Using Stata,"The Stata Journal, 15(1), 121-134. 陈强,《高级计量经济学及Stata应用》,第2版,高等教育出版社,2014年。 陈强,《计量经济学及Stata应用》,高等教育出版社,2015年。(配套教学视频,点击底部 “阅读原文”) ...
对于固定效应模型而言,我们还可以检验截面异方差性,命令为: xttest3 输出结果为: Modified Wald test for groupwise heteroskedasticity in fixed effect regression model H0: sigma(i?2 = sigma?2 for all i chi2 (10 = 1.7e+07 下载文档 收藏 分享 赏 0...
不久前,Stata公司发布了最新的Stata 15,包含了许多令人激动的重大升级,包括非参数回归、空间计量、门槛回归、面板协整、DSGE模型等。本公众号将陆续为你介绍,与计量经济学最为相关的几个全新模块。 并非所有个体的经济规律都一样 如果你做过跨国回归(cross-country regression),或许曾想过,难道发展中国家与发达国家的...
To run a fixed effects regression in Stata, we can use the "xtreg" command. This command is specifically designedfor estimating fixed effects models for panel data. The basic syntax is as follows: xtreg dependent_variable independent_variables, fe. In this syntax, "dependent_variable" refers to...
Wang, Qunyong, 2015. "Fixed-effect Panel Threshold Model Using Stata,"The Stata Journal, 15(1), 121-134. 陈强,《高级计量经济学及Stata应用》,第2版,高等教育出版社,2014年。 陈强,《计量经济学及Stata应用》,高等教育出版社,2015年。(配套教学视频,点击底部 “阅读原文”) ...