durbina,force @(让检验能在robust、neway之后进行)@ durbina,small lag(1/10) @(lag可以求出更高阶滞后的序列相关,如本例中可求出1到10阶的序列相关)@ durbina,robust lag(1/10) @(robust可进行异方差—稳健性回归,避免未知形式的异方差)@ bgodfrey @(利用Breusch-Godfrey test求出高阶序列相关)@ bgod...
In series estimation, the unknown mean function is approximated by a linear combination of elements in the basis function. For instance, we can consider a polynomial basis. We can approximate the unknown mean function using a polynomial. The more complex the mean function, the more polynomial ...
by C. P. Nelson S456939 GHK2: Stata module (enhanced Mata function) to implement the Geweke-Hajivassiliou-Keane multivariate normal simulator by David Roodman S456938 EVHISTPLOT: Stata module to produce event history plot by Henrik Stovring S456937 BYNOTE: Stata module to create a note wit...
This follows from the assumptions of the OLS estimator but is also transparent: were νi and xi correlated, the estimator could not determine how much of the change in yi, associated with an increase in xi, to assign to β versus how much to attribute to the unknown correlation. (This, ...
S456939 GHK2: Stata module (enhanced Mata function) to implement the Geweke-Hajivassiliou-Keane multivariate normal simulator byDavid Roodman S456938 EVHISTPLOT: Stata module to produce event history plot byHenrik Stovring S456937 BYNOTE: Stata module to create a note with a user-specified for...
qhapipf Module to perform analysis of quantitative traits using regression and log-linear modelling when PHASE is unknown qic Module to compute model selection criterion in GEE analyses qll Module to implement Elliott-M��ller efficient test for general persistent time variation in regression coef...
In an empirical setting this implies that 1) the unknown number of unobserved common factors has to be equal or larger than the rank of the unobserved average factor loadings; 2) cross-section averages with a zero loading can pose a problem if the number of cross-section averages is small...
In other cases, deriving the sampling distribution is too hard and we than say it is unknown, as it is in the case of means calculated N ! 1from non-normal populations. Sometimes, as it in the case of means, it is not too difficult to derive the sampling distribution as . The ...
Often you use the same name for the label set and the variable: label define sex 1 male 2 female 9 sex unknown“ label define yesno 1 yes 2 no label values q1 yesno label values q2 yesno label list / One advantage of this approach is that you can use the same set of labels for...
qhapipf Module to perform analysis of quantitative traits using regression and log-linear modelling when PHASE is unknown qic Module to compute model selection criterion in GEE analyses qll Module to implement Elliott-M��ller efficient test for general persistent time variation in regression coef...