$的意思是定义该变量为全局变量，意思是这个变量可以被其他程序任意调用！但是如果没有global该变量，直接在变量前加上“$”，进行回归，则相当于忽略该变量！

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    Setup
        . webuse klein

    Estimate system by three-stage least squares
        . reg3 (consump wagepriv wagegovt) (wagepriv consump govt capital1)

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    Setup
        . webuse supDem

    Store equations in global macros
        . global demand "(qDemand: quantity price pcompete income)"
        . global supply "(qSupply: quantity price praw)"

    Estimate system, specifying price as endogenous
        . reg3 $demand $supply, endog(price)

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    Setup
        . webuse klein

    Store equations and variable lists in global macros
        . global conseqn "(consump profits profits1 wagetot)"
        . global inveqn "(invest profits profits1 capital1)"
        . global wageqn "(wagepriv totinc totinc1 year)"
        . global enlist "wagetot profits totinc"
        . global exlist "taxnetx wagegovt govt"

    Estimate system, specifying lists of endogenous and exogenous variables; iterate until estimates converge
        . reg3 $conseqn $inveqn $wageqn, endog($enlist) exog($exlist) ireg3

    Modify consumption equation
        . global conseqn "(consump profits profits1 wagepriv wagegovt)"

    Constrain coefficients of wagepriv and wagegovt in consumption equation to be equal
        . constraint 1 [consump]wagepriv = [consump]wagegovt

    Estimate system under constraint
        . reg3 $conseqn $inveqn $wageqn, endog($enlist) exog($exlist) constr(1) ireg3

非常感谢您，我明白了

感谢