怎么没有人回应呢?

很困惑啊,快点帮帮我啊!论文中....急.....

感谢大家了......

时间的那个好像就在命令后if year>?&year<?(?表示年份),应该是这样子的

但是截距项如何得到呢?是用什么命令啊?????????????

use "D:\stata8\ado\Examples\XTFiles\invest2.dta", clear

* Note: This is an exercise to get ui by several differnt means

tsset com t

* ----method 1-----*    using xtreg, fe   command
qui xtreg mark inv stock , fe
predict ui , u
gen ui_fe = ui + _b[_cons]                     /*Because there is constant term in the fe model*/
// list ui_fe if time==1                                /*The ui given by xtreg,fe command*/

* ----method 3-----*  using formula
sort com t
foreach var of varlist inv mark stock{
   by company:  egen `var'_bar = mean(`var')
}
gen ui_formula = market_bar - _b[inv]*invest_bar - _b[stock]*stock_bar

* ----method 2-----*   using dummy vars , see Greene(2000) chp14
qui tab com , gen(dum)                          /*Five dummy variables correponding five firms are gened*/
qui reg market invest stock dum* , nocons         /*You must specify "noconstant" option here*/
mat ui_dum = (_b[dum1] \ _b[dum2] \ _b[dum3] \ _b[dum4] \  _b[dum5])

* display the results
dis _n in y "=======ui: xtreg,fe ===========  "
list ui_fe if time==1
dis _n in y "=======ui: formula===========  "
list ui_formula if time==1
dis _n in y "=======ui: dummy variables ===========  "
mat list ui_dum