这个是，这个命令的do，ado，help文件，你解压缩之后，放在相应目录下就行！然后就可以运行这个命令了！

help opreg                                                                                                                                                                 (SJ12-1: st0145_2)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

Title

    opreg -- Production function estimation using Olley and Pakes' technique


Syntax

        opreg depvar [if] [in], exit(varname) state(varlist) proxy(varname) free(varlist) [options]


Syntax for predict after opreg

        predict [type] newvar [if] [in] [, tfp]


    options                              Description
    ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
    * exit(varname)                      varname indicates a firm's exit
    * state(varlist)                     state variables appearing in production function
    * proxy(varname)                     variable to proxy for unobserved productivity
    * free(varlist)                      additional variables used in the second stage only
      cvars(varlist)                     additional variables used in both the first and second stages
      second                             use second-degree polynomial expansion
      vce(bootstrap, bootstrap_options)  specify bootstrap options
      level(#)                           set confidence level; default is level(95)
    ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
    * exit(varname), state(varlist), proxy(varname), and free(varlist) are required.
    A panel variable and a time variable must be specified by using xtset; see [XT] xtset.


Description

    opreg estimates the production function in the presence of selection bias and simultaneity by using the three-stage algorithm described in Olley and Pakes (1996).


Options

    exit(varname) specifies a variable coded 0/1, where at time t for firm i, varname_it equals 1 if the firm exited at the beginning of that period and zero otherwise.

    state(varlist) specifies state variables.

    proxy(varname) specifies the proxy variable to be used in the equation determining exit.

    free(varlist) specifies variable inputs that are not to be included in the exit equation.

    cvars(varlist) specifies variable inputs that are also included in the exit equation.

    second specifies that a second-degree polynomial expansion is to be used in the first and second stages.  The default is to use a third-degree polynomial expansion.

    vce(bootstrap, bootstrap_options) allows you to specify options to control the bootstrap process.  The most commonly used bootstrap_options is reps(#), which control the number of
        replications performed.  The default is reps(50).

    level(#); see [R] estimation_options.


Option for predict

    tfp calculates the log of total factor productivity.  To obtain the prediction in levels, exponentiate the results.  This is the default.


Remarks

    The first and second stages use a third-degree polynomial expansion.  For example, with one state variable, the polynomial term is state^2 + proxy^2 + state*proxy + state^3 + proxy^3
    + state^2*proxy + state*proxy^2.  With two state variables, the polynomial term is state1^2 + state2^2 + proxy^2 + state1*proxy + state2*proxy + state1*state2, state1^3 + state2^3 +
    proxy^3 + state1^2*state2 + state1^2*proxy + state2^2*state1 + state2^2*proxy + proxy^2*state1 + proxy^2*state2 + state1*state2*proxy, and so on.


Examples

    . opreg sales, exit(exit) state(stock) proxy(investment) free(material employment) cvars(sizedum2 sizedum3 time)

    . opreg sales, exit(exit) state(stock) proxy(investment) free(material employment) cvars(sizedum2 sizedum3 time) vce(bootstrap, reps(200))

    In either case, opreg would form the following equations:

        exit = stock^2 + investment^2 + stock*investment + stock^3 + investment^3 + stock^2*investment + stock*investment^2 + sizedum2 + sizedum3 + time

    and

        sales = stock + stock^2 + investment^2 + stock*investment + stock^3 + investment^3 + stock^2*investment + stock*investment^2 + sizedum2 + sizedum3 + time + material + employment

    The investment variable enters the second stage only through the polynomial term.


Reference

    Olley, G. S., and A. Pakes. 1996. The dynamics of productivity in the telecommunications equipment industry. Econometrica 64: 1263-1297.

谢谢老师

详细的参考资料，可以查看， Stata Journal, volume 12, number 1；Stata Journal, volume 10, number 4； Stata Journal, volume 8, number 2，这些都可以在论坛下到！

1.在command命令栏中输入findit opreg，然后点击enter。（操作前提是必须联网）
2.在出现的Viewer net框里点击蓝色的(click here to install)处，然后就安装ok了。
3.在command命令栏中输入help opreg，然后点击enter就可以有opreg的具体操作方法和主要含义及来源、参考文献。