regress y x1 x2 if group == "B" ``` After obtaining the coefficients for each regression, you can standardize them using reghdfe. Install reghdfe if you haven't already by running the following command: ```stata ssc install reghdfe ``` Once reghdfe is installed, run the following...
eventTimeVar(event_time) /// groupID(statefip) /// subexpVar(sub_exp) * Summarize by sub_exp:sum stack_weight if treat == 0 & event_time == 0 得到权重后,我们可以利用堆叠数据集来跑堆叠回归,得到总的ACA处理效应: // Estimate the stacked regression // Create dummy variables for event-...
by sub_exp:sum stack_weight if treat == 0 & event_time == 0 得到权重后,我们可以利用堆叠数据集来跑堆叠回归,得到总的ACA处理效应: // Estimate the stacked regression // Create dummy variables for event-time char event_time[omit] -1 xi i.event_time // Run regression qui reghdfe unins ...
by()for regressions by group. weightsfor weighted versions. Unlike other weights,fweightsare assumed to refer to thenumberof observations. Linear regression is computed via OLS (or WLS), IV regression is computed via two-stage least squares (2SLS), and GLM (poisson or logit) regression is ...
(xvar_index) /* run polynomial regression for each side of plot */ gen mm2 = `xvar' ^ 2 gen mm3 = `xvar' ^ 3 gen mm4 = `xvar' ^ 4 /* set covariates according to degree specified */ if "`degree'" == "4" { local mpoly mm2 mm3 mm4 } if "`degree'" == "3" { ...
ASREG: Stata module to estimate rolling window regressions, Fama-MacBeth and by(group) regressions 188 MVPROBIT: Stata module to calculate multivariate probit regression using simulated maximum likelihood 189 MIXLOGIT: Stata module to fit mixed logit models by using maximum simulated likelihood ...
stata多元混合回归分析
The new table features introduced in Stata 17 and Stata 18 have made it easy to create and customize tables of descriptive statistics, regression results, and more. These powerful features became popular among our users very soon after they were introduced, and we often get questions from users...
两个相互独立的单位根变量可能出现伪回归(spurious regression)或伪相关。 面板数据单位根检验 陈强教授在《高级计量经济学与STATA应用(第二版)》中给出了六种对面板数据的单位根进行检验的方法。分别是:LLC、HT、Breintung、IPS、费雪式和Hadri LM 6种方法进行面板单位根检验。 有些面板单位根检验(LLC检验、HT检验...
史上最全的 Stata 外部命令一览,可以在线查看帮助文件。 Source:Archive of user-written Stata packages 导言 这里汇集了截至 2015年1月1日 为止的所有 Stata 外部命令。可以在线查看每个外部命令的帮助文件。 对于感兴趣的命令,可以使用findit在 Stata 命令窗口中搜索后下载,亦可直接使用ssc install命令直接下载。