. xtreg lngdp did i.year, fe Fixed-effects (within) regression Number of obs = 735 Group variable: id Number of groups = 49 R-squared: Obs per group: Within = 0.8731 min = 15 Between = 0.4469 avg = 15.0 Overall = 0.2571 max = 15 F(15,671) = 307.89 corr(u_i, Xb) = -0.0861...
一、history&Hansen 常见模型如下:门槛回归模型(threshold regression,也称门限回归): 汉森(Bruce E. Hansen)在门限回归模型上做出了很多贡献。Hansen于1996年在《Econometrica》上发表文章《Inference when a nuisance parameter is not identified under the nul...
By including these fixed effects, we are able to control for any time-invariant characteristics of the individuals that may be correlated with the independent variables. To run a fixed effects regression in Stata, we can use the "xtreg" command. This command is specifically designedfor estimating...
输出xtreg $A i.year, fe的结果中,个体效应的F检验: Fixed-effects (within) regression Number of obs = 401 Group variable: pays Number of groups = 29 R-squared: Obs per group: Within = 0.7780 min = 6 Between = 0.1062 avg = 13.8 Overall = 0.1294 max = 15 F(23,349) = 53.19 corr(u...
Stata: 输出regression table到word和excel 1. 安装estout。最简单的方式是在stata的指令输入: ssc install estout, replace EST安装的指导网址是:http://repec.org/bocode/e/estout/installation.html 2.跑你的regression 3.写下这行指令esttab using test.rtf,然后就会出现个漂亮的表格给你...
RTMCI: Stata module to estimate regression to the mean effects with confidence intervals 19 XTQREG: Stata module to compute quantile regression with fixed effects 20 DID_IMPUTATION: Stata module to perform treatment effect estimation and pre-trend testing in event studies ...
常见模型如下:门槛回归模型(threshold regression,也称门限回归): 汉森(Bruce E. Hansen)在门限回归模型上做出了很多贡献。Hansen于1996年在《Econometrica》上发表文章《Inference when a nuisance parameter is not identified under the null hypothesis》,提出了时间序列门限自回归模型(TAR)的估计和检验。之后,他在门限...
Fixed-effects (within) regression Number of obs = 4500Group variable: i Number of groups = 300R-sq: Within = 0.9939 Obs per group: min = 15 Between = 0.0028 avg = 15.0 Overall = 0.0228 max = 15 F(33,299) = 19538.43corr(u_i, Xb) = -0.0006 Prob > F = 0.0000 (Std. err. ...
Fixed effects regression Example4: stata code: use "E:\stata\data\FDI.dta", clear xtreg lngdp lnfdi lnie lnex lnim lnci lngp,fe robust //固定效应估计 outreg2 using 计量经济学服务中心.doc, replace ctitle(Fixed Effects) addtext(Country FE, YES) ...
执行上述命令后,屏幕显示结果为:NumberofobsNumberofgroupsObspergroup:minavgmaxF(2,188)ProbFFixed-effects(within)regressionGroupvariable(i):companyR-sq:within=0.4117between=0.8078overall=0.7388mvalue|CoefStd.Err.tP|t|95%Confinvest12856166.30751479.290.0002.249543kstock1-.5078673.14036623.620.000-.7847625_...