各位大神,想参考The Big Bank(Beck,2010)一文,想用stata如何作weibull(韦伯)分布的生存分析模型,以验证多时点DID的政策实施时间与被解释变量无关,从而检验内生性,但是对模型背后的原理不了解,不知道怎么改代码,同时也不知道应该在论文里怎么写出回归模型的方程。谢谢,谢谢,谢谢。以下是文章的代码
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*** Date: December 2009
*** Authors: Beck, Levine, and Levkov
*** Purpose: Create Table I in "Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States"
*** Note: Please change the working directories below
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#delimit;
clear;
set mem 100m;
set more off;
cd "/home/alevkov/BeckLevineLevkov2010";
log using TableI.log, replace;
use "/home/alevkov/BeckLevineLevkov2010/data/macro_workfile.dta", clear;
keep if ks99==1;
drop if inter1 == . | inter2 == .;
replace gini = gini * 100;
label var gini "Gini coefficient of income inequality";
replace wrkyr = wrkyr - 1975;
local financialXs ass4_ass cap_dif4 inter1 ins_dum inter2 e_interp dem uniform lncon1 unit bankpow;
local laborXs gsp_pc_growth prop_blacks prop_dropouts prop_female_headed unemploymentrate;
stset wrkyr death, id(statefip);
streg gini, robust cluster(statefip) dist(weibull) time;
estimates store m1, title((1));
streg gini `laborXs', robust cluster(statefip) dist(weibull) time;
estimates store m2, title((2));
streg gini `financialXs', robust cluster(statefip) dist(weibull) time;
estimates store m3, title((3));
streg gini `laborXs' `financialXs', robust cluster(statefip) dist(weibull) time;
estimates store m4, title((4));
streg gini `laborXs' `financialXs' reg1-reg3, robust cluster(statefip) dist(weibull) time;
estimates store m5, title((5));
estout m1 m2 m3 m4 m5 using TableI.txt, replace
keep(gini)
cells(b(star fmt(2)) se(par)) stats(N, labels(Observations) fmt(0))
legend label collabel(none)
prehead("Table I" "Timing of Bank Deregulation and Pre-Existing Income Inequality: The Duration Model")
posthead("") prefoot("")
postfoot("")
starlevel(* 0.10 ** 0.05 *** 0.01) nolz nolegend;
log close;