*-----------------------------------------------------------------
* -Opler,1999,JFE-
* Opler, T., L. Pinkowitz, R. Stulz, R. Williamson, 1999,
* The determinants and implications of corporate cash holdings,
* Journal of Financial Economics, 52(1): 3-46.
*-----------------------------------------------------------------
*-相关阅读: Flannery and Rangan (2006, JFE) || Flannery_2006.do
* Faulkender and Wang (2006, JF) || Faulkender_2006.do
*----------
* 纵向列表
*----------
cap drop dumch
bysort year: quantiles cash, gen(dumch) n(4) //按年度分组
*-第一行的结果
tabstat cash, by(dumch) s(min max) f(%4.3f) nototal save
mat q1R = r(Stat1)
mat q2R = r(Stat2)
mat q3R = r(Stat3)
mat q4R = r(Stat4)
*-其他行
local vars "cash size tobin cflow NetWC capExp payout indsigma tl"
local nv = wordcount("`vars'")*2+2 //确定结果矩阵的行数
mat aa = J(`nv', 5, .) //存储结果的矩阵
local i = 3
foreach var of varlist `vars'{
forvalues j=1(1)4{
qui sum `var' if dumch==`j',d
mat aa[`i',`j'] = (r(mean) \ r(p50))
}
preserve
qui drop if dumch==2|dumch==3
qui ttest `var', by(dumch)
mat aa[`i',5] = (r(t) \ r(p))
restore
local i = `i'+2
}
mat aa[1,1] = (q1R, q2R, q3R, q4R) // 插入前两行的取值范围
mat rownames aa = Min Max ///
cash [p50] size [p50] tobin [p50] cflow [p50] NetWC [p50] ///
capExp [p50] payout [p50] indsigma [p50] tl [p50]
mat colnames aa = Q1th Q2th Q3th Q4th t-value(p)
*-屏幕呈现结果
mat list aa, format(%6.3f) noheader
*-输出到Excel表格中
logout, save(Tab03) excel fix replace: ///
mat list aa, format(%6.3f) noheader
arlionn 发表于 2012-11-28 09:02
Stata 学术论文视频教程中有篇文章中呈现了相似的表格，把相关的代码贴出来，供参考：
-Opler,1999,JFE-
* Opler, T., L. Pinkowitz, R. Stulz, R. Williamson, 1999,
* The determinants and implications of corporate cash holdings,
现在看的就是这篇文章，要是能提供其他表的代码就太感谢了！！！
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