Papke and Wooldridge(2022)(“A Simple, Robust Test for Choosing the Level of Fixed Effects in Linear Panel Data Models”)提出了一种思路来recover固定效应消除的时变解释变量的变动:在更高层级上消除不可观测异质性特征足矣。例如,我们有企业层面的面板数据,真正的FE估计量消除了企业层面的时间平均值。但是...
xtreg y x1 x2 x3,fe r //组内估计量 “fe”表示“fixed effects”(固定效应估计量),默认为 “ re”表示“random effects”(随机效应估计量)。 选择项“r”表示使用聚类稳健标准误;如使用选择项 “vce(cluster id)”也能达到相同效果。 reg y x1 x2 x3 i.id,vce(cluster id) //LSDV 法的 Stata ...
reg (被解释变量) (解释变量1) (解释变量2)…… predict r, resid 生成新变量logusq,并用它对所有解释变量做回归,得到这个回归的拟合值,再对这个拟合值求指数函数; gen logusq=ln(r^2) reg logusq (解释变量1) (解释变量2)…… predict g, xb gen h=e...
. h20mlpredict outcome_pred 2、面板数据 Stata 19引入了有关面板数据的若干新命令或选择项,包括高维固定效应(high dimensional FE)、相关随机效应(correlated random effects)、面板向量自回归(panel VAR),给用户带来了强大的新功能与便利。 2.1 高维固定效应 不少计量小伙伴们知道用于估计高维固定效应(high-dimensio...
Papke and Wooldridge(2022)(“A Simple, Robust Test for Choosing the Level of Fixed Effects in Linear Panel Data Models”)提出了一种思路来recover固定效应消除的时变解释变量的变动:在更高层级上消除不可观测异质性特征足矣。例如,我们有企业层面的面板数据,真正的FE估计量消除了企业层面的时间平均值。但是...
predict g, xb gen h=exp(g) 最后以h作为权重做WLS回归; reg (被解释变量) (解释变量1) (解释变量2)…… [aweight=h] 如果我们确切地知道扰动项的协方差矩阵的形式,那么GLS估计是最小方差线性无偏估计,是所有线性估计中最好的。显然它比OLS更有效率。虽然GLS有很多好处,但有一个致命弱点:就是一般而言我...
then the average value of yhat will equal the average value of y. To obtain estimates with the fixed-effects estimator, we had to impose an arbitrary constraint and had we instead constrained a=0,predict yhatwould have produced yhat with average value 0. That would be the only difference; ...
18、ardnormatands=+1foraproductionfunction(frontierfromabove)ands=1foracostfunction(frontieTfrombelow).ObviouslytheloglikelihoodfunctionsarequiteuglytoderiveOncewehaveourMLEestimatesinhand,wewanttoobtainanestimateofu.whichwecanobtainwiththepredictcommandinSTATA:predictul5uwhereu=ln(TE)usingE如qpredictul, ...
predictpredict random effects, etc. estat bubbleplotgraph bubble plots meta galbraithplotgraph Galbraith plots meta labbeplotgraph L'Abbé plots meta funnelplotgraph funnel plots meta biastest for small-study effects meta trimfilltrim-and-fill analysis ...
S456942 A2REG: Stata module to estimate models with two fixed effects by Amine Ouazad S456941 XTWEST: Stata module for testing for cointegration in heterogeneous panels by Damiaan Persyn S456940 STRSRCS: Stata module to fit flexible parametric models for relative survival using restricted cubic ...