1、是什么 x1与x2走向基本一致 2、如何检验 ①reg y x ②estat vif 若VIF>7.5,则存在共线性问题 3、如何解决 ①删掉检验的x ②取对数 genX=Ln(x) 二、自相关 1、是什么 随机扰动项1与随机扰动项2存在相关关系 2、如何检验 ①reg y x1 x2 ②predict e1, res gen e2=l.e1 ③graph twoway (scatt...
reg y x1 x2 x3,robust(回归后显示各个自变量的异方差-稳健性标准误) estat vif(回归之后获得VIF) estat hettest,mtest(异方差检验) 异方差检验的套路: (1)Breusch-pagan法: reg y x1 x2 x3 predict u,resid gen usq=u^2 reg usq x1 x2 x3 求F值 display R/(1-R)*n2/n1(n1表示分子除数,n2表示...
(not for installing packages!), particularly for those who wish to find interesting packages or study a user-written package as quick as a mouse click. The archive includes several useful features such as providing HTML help files as well as categories that indicate what kind of Stata programmin...
Assumption #6: Your data must not show multicollinearity, which occurs when you have two or more independent variables that are highly correlated with each other. You can check this assumption in Stata through an inspection of correlation coefficients and Tolerance/VIF values. Assumption #7: There...
5.34 0.187295 lnx5 │ 3.57 0.279917 lnx4 │ 2.64 0.379499 ─────────────┼────────────────────── Mean VIF │ 8.85 . * 经验准则:(1) VIF 的均值 > 1 . * (2) VIF 的最大值 >10 . qui reg lnx1 lnx2-lnx6 //quietly(qui)执行回归命令不显示...
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。
mivif Module to calculate variance inflation factors after mi estimate regress mixlogit Module to fit mixed logit models by using maximum simulated likelihood mkbilogn Module to create bivariate lognormal variables mkcorr Module to generate correlation table formatted for easy inclusion in articles ...
education purpose?(not for installing packages!), particularly for those who wish to find interesting packages or study a user-written package as quick as a mouse click. The archive includes several useful features such as providing HTML help files as well as categories that indicate what kind ...