如图,请问模型中的[size=8.83019pt]λ[size=5.14286pt]8 [size=8.83019pt]X[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t的Xit在reg的时候如何表示?Xit是指解释变量和别解释变量以外的控制变量吗?求教!!!!
目前我的是:global x1 "Down*ESOP*lnPerf Down*lnPerf lnPerf Down*ESOP ESOP Down"
reg Xit $x1,vce(cluster stkcd)
将高管-员工薪酬粘性差距模型
设定如下:
[size=8.83019pt]gap=[size=8.83019pt]λ[size=5.14286pt]0[size=8.83019pt]+[size=8.83019pt]λ[size=5.14286pt]1[size=8.83019pt]D[size=8.83019pt]o[size=8.83019pt]wn[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]×[size=8.83019pt]ESOP[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]×ln[size=8.83019pt]Perf[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]+[size=8.83019pt]λ[size=5.14286pt]2[size=8.83019pt]ESOP[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]×ln[size=8.83019pt]Perf[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]+[size=8.83019pt]λ[size=5.14286pt]3[size=8.83019pt]Down[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]×ln[size=8.83019pt]Perf[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]+[size=8.83019pt]λ[size=5.14286pt]4 [size=8.83019pt]ln[size=8.83019pt]Perf[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]+[size=8.83019pt]λ[size=5.14286pt]5[size=8.83019pt]Down[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]×[size=8.83019pt]ESOP[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]+[size=8.83019pt]λ[size=5.14286pt]6[size=8.83019pt]ESOP[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]+[size=8.83019pt]λ[size=5.14286pt]7[size=8.83019pt]Down[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]+[size=8.83019pt]λ[size=5.14286pt]8 [size=8.83019pt]X[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]+[size=8.83019pt]δ[size=5.14286pt]i[size=5.14286pt],t
([size=8.83019pt]其中,[size=8.83019pt]X[size=5.14286pt]i[size=5.14286pt],[size=5.14286pt]t[size=8.83019pt]代表模型中一系列的控制变量