熵权法stata操作

参考UP主：是一只十二

参考公众号：南财812考研

参考文献：王军——文章【制度变迁对中国经济增长的影响】  发表于中国工业经济

单引号分别为：tab键上面的按键全英文下的符号  `

*面板数据

tsset area year

*定义数据集

global xlist "water oo pm"

*正向标准化

foreach x of global xlist{

egen min`x' = min(`x')

egen max`x' = max(`x')

gen standard`x' = (`x'-min`x')/(max`x'-min`x')

}

*计算i年份j指标的权重

foreach x of global xlist{

egen sum`x' = total(standard`x')

gen w1`x' = standard`x' / sum`x'

}

*不用区分年份、地区

*计算指标的信息熵与冗余度

by area, sort: egen m = count (year)

foreach x of global xlist{

gen w`x'=w1`x'+0.0001

egen e1`x'=total(w`x'*log(w`x'))

gen d`x'=1-1/log(m)*e1`x'

}

*权重2 每一个指标在三个指标中的权重值)

gen sumd =dwater+doo+dpm

foreach x of global xlist{

gen w2`x' = d`x'/ sumd

}

*总指标

foreach x of global xlist {

gen S`x' = standard`x'*w2`x'

}

gen SSS = Swater + Soo + Spm