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), ...
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...
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-effects (within) regression Number of obs = 574 Group variable: id Number of groups = 41 R-sq: Within = 0.9065 Obs per group: min = 14 Between = 0.3258 avg = 14.0 Overall = 0.3876 max = 14 F(6,527) = 851.07 corr(u_i, Xb) = 0.1408 Prob > F = 0.0000 --- lnce | C...
Quantile regression for dynamic panel data with fixed effects. Journal of Econometrics, 164(1), 142-157. Huang, Y., Zhu, H., & Zhang, Z. (2020). The heterogeneous effect of driving factors on carbon emission intensity in the Chinese transport sector: Evidence from dynamic panel quantile ...
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...
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 ...
14、bondInstrumentalvariablesandtwo-stageleastsquaresforpanel-dataArellano-Bondlinear,dynamicpaneldataestimatorxtabond2Arellano-Bondsystemdynamicpaneldataestimator(需耍从网J:xttobitRandom-effectstobitmodelsxtintregxtlogitxtprobitxtcloglogxtpoissonxtnbregxtfrontierRandom-effectsintervaldataregressionmodelsFi 15、xed-effec...
Panel C - groups without any within-fixed-effect variation 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 vari...
stata面板数据介绍