很好噢

谢谢！

Could someone explain me how to deal with the endogenous regressors?

I have heard dynamic panel data methods are useful when the regressors are lagged endegenous variables. In this case, GMM is often used.

If so, is it necessary to choose an IV while using GMM?? And how to test this IV is good or not?

BTW, could someone give an example for how to use the command of xtabond2?

Many thanks!

[此贴子已经被作者于2005-11-11 0:39:56编辑过]

连接打不开啊。。。

re: STATA计量结果如何才能格式不变的粘贴?

download outreg, outreg2 or estout from

http://ideas.repec.org/search.html

re: 请问如何编写和生成ado文件的help文件

download mkhelp from

http://ideas.repec.org/search.html

我以前只学过SPSS,它和STATA有什么关系吗？学STATA会不会很难？应该怎么入门？

一周就入门了

如何在tobit模型中加入虚拟变量？怎么用stata实现对虚拟变量的控制？相关的命令有那些啊？

求stata8.0的使用手册

stata8.0的使用方法及参数的解释并非三两句话可以讲得清楚，否则也没必要学了。不过金禾论坛实在做这样一件事情。http://jinhe.xjtu.edu.cn/bbs/list.asp?boardid=5

to 感性人：GMM 的笔记我快写完了，不久就可以传上来。

我常用的是 tab 命令。如 tab county , gen(dummy)

加入有10 个国家，那么会产生 10 个虚拟变量。你可以看看说明。

太好了！找到了这个专门讨论STATA的地方！我刚刚接触STATA，有几个问题想向大家请教：

1。请问应该使用那个STATA命令检验解释变量之间是否相关？

2。如果解释变量之间相关，请问应该使用那个STATA命令进行回归分析？

如果能给出实例分析就更好了。我在网上搜了一下，没有找到。

谢谢！

1。或许你是想检验共线性问题，因为多数情况下解释变量间都是相关的。whelp vif

2。stata中用于回归诊断的命令主要有：

[R] regression diagnostics . . . . . . . . . . . . Regression diagnostics (help regdiag, avplot, cprplot, imtest, lvr2plot, rvfplot, rvpplot, ovtest, hettest, dfbeta, vif)

3。 网上有很多事例，都是针对某一个课本进行的：

Example . . . . . . . . . . . . . . . Stata web books: Regression with Stata . . Chen, Ender, Mitchell & Wells (UCLA Academic Technology Services) 3/04 web book Regression with Stata by (in alphabetical order) Xiao Chen, Philip B. Ender, Michael Mitchell & Christine Wells http://www.ats.ucla.edu/stat/stata/webbooks/reg/

Example . . . . Textbook examples: Applied Logistic Regression (2nd Edition) . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 1/05 examples from the book Applied Logistic Regression (2nd Edition) by David Hosmer and Stanley Lemeshow http://www.ats.ucla.edu/stat/stata/examples/alr2/

Example . . . Applied Regression Analysis, Linear Models, and Related Methods . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 11/04 examples from the book Applied Regression Analysis, Linear Models, and Related Methods by John Fox http://www.ats.ucla.edu/stat/stata/examples/ara/

Example . . Regression Models for Categorical and Limited Dependent Variables . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 10/04 examples from the book Regression Models for Categorical and Limited Dependent Variable by J. Scott Long http://www.ats.ucla.edu/stat/stata/examples/long/

Example . . . . . . . Textbook Examples: Econometric Analysis, Fourth Edition . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 8/04 examples from the book Econometric Analysis, Fourth Edition by William Greene http://www.ats.ucla.edu/stat/examples/greene/

Example . . . . . Textbook: Econometric Analysis of Cross Section & Panel Data . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 7/04 examples from the book Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge http://www.ats.ucla.edu/stat/examples/eacspd/

Example . . Textbook examples: Computer-Aided Multivariate Analysis, Fourth Ed . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 4/04 examples from the book Computer-Aided Multivariate Analysis, 4th Edition by A. A. Afifi, V. Clark and S. May http://www.ats.ucla.edu/stat/stata/examples/cama4/

Example . Applied Longitudinal Data Anal.: Modeling Change & Event Occurrence . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 4/04 examples from the book Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence by Judith D. Singer and John B. Willett http://www.ats.ucla.edu/stat/examples/alda/

Example . . . . . . . . . . . Textbook examples: Sampling: Design and Analysis . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 3/04 examples from the book Sampling: Design and Analysis by Sharon L. Lohr http://www.ats.ucla.edu/stat/stata/examples/lohr/

Example . Practical Methods for Design & Analysis of Complex Surveys, 2nd Ed. . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 3/04 examples from the book Practical Methods for Design & Analysis of Complex Surveys, Second Edition by Risto Lehtonen and Erkki Pahkinen http://www.ats.ucla.edu/stat/stata/examples/svy_pmdacs/

Example . . . Textbook examples: An Introduction to Categorical Data Analysis . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 2/04 examples from the book An Introduction to Categorical Data Analysis by Alan Agresti http://www.ats.ucla.edu/stat/examples/icda/

Example . Textbook examples: Applied Linear Statistical Models, Fourth Edition . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 8/03 examples from the book Applied Linear Statistical Models, 4th Edition by Michael H. Kutner, Christopher J. Nachtsheim, John Neter, and William Wasserman http://www.ats.ucla.edu/stat/examples/alsm/

Example . . . . . . . . . . . . . Textbook examples: Regression with Graphics . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 11/02 examples from the book Regression with Graphics by Lawrence Hamilton http://www.ats.ucla.edu/stat/examples/rwg/

Example . . . Textbook examples: Introductory Econometrics: A Modern Approach . . Oleksandr Talavera (Boston College Grad. Stat. Assistant Program) 11/02 examples from the book Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge http://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge.html

Example . . . . . . . . . . . . . . . . . . . . . . . . . . Stata Starter Kit . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 2/05 classroom notes, textbook examples, learning modules, and links to FAQs for Stata and basic statistics http://www.ats.ucla.edu/stat/stata/sk/

请教arlionn几个问题 ：

1、我在作hausman检验时的结果如下：我应该如何处理？

. hausman fe re

---- Coefficients ---- | (b) (B) (b-B) sqrt(diag(V_b-V_B)) | fe re Difference S.E. -------------+---------------------------------------------------------------- lngdp | -.1155129 -.0361875 -.0793254 .0277251 lnedu | .0861166 .0406681 .0454485 .0134316 lnpro | .0089286 .0100826 -.001154 .000384 lnfin | -.0120904 -.0121083 .0000179 . ------------------------------------------------------------------------------ b = consistent under Ho and Ha; obtained from xtreg B = inconsistent under Ha, efficient under Ho; obtained from xtreg

Test: H difference in coefficients not systematic

chi2(4) = (b-B)'[(V_b-V_B)^(-1)](b-B) = -37.30 chi2<0 ==> model fitted on these data fails to meet the asymptotic assumptions of the Hausman test; see suest for a generalized test

2、有些面板数据模型的教材涉及到固定效应模型中还有变截距模型、变系数模型等的区别，并介绍如何检验识别模型。请问在stata中如何实现？

3、同样的数据，用eviews作的结果R^2为0.99以上，而stata的结果R^2在0.5以下，甚至小到0.0x，请问这是为何啊？

下面这个帖子或许有帮助。

http://jinhe.xjtu.edu.cn/bbs/dispbbs.asp?BoardID=5&ID=147&replyID=676&skin=1

谢谢，赞美

请问用state如何进行wilcoxon Z检验？

arlionn老师:

求助:关于Tobit模型的具体使用?

问题:我收集了100多份企业数据;想分析因变量的发生概率,以及条件概率的决定因素.根据其他类似文献的处理方法都是用修正后的二阶段TOBIT来进行回归的.现请高手帮助进行数据处理和回归处理.

感谢:

1.请吃饭或支付一定费用都行;

2.愿意互相在学业及其他方面进行支持和帮助.

联系:

rnmrnm001@163.com

关于二元选择模型的资料也看了不少,也知道该怎么往下作,但软件实在不会搞.

stata8也有,就是动手能力太差.以前从来没有具体摸过任何统计软件.

真诚求助高手的帮助,最好能当面求教.

进行数据处理和回归处理.

甚至就是指导我如何进行数据转换和得出结果都行.

刚才看见:**另一种方法是直接从excel中粘贴到stata中，这种方法比较实用。

可是我就是粘贴不上呀.

arlionn老师:实在想当面拜师!