悬赏 5 个论坛币 未解决
为什么用stata每次回归的结果不同?
程序如下:
use incvol.dta,clear
merge m:n stkcd using secrash.dta
bysort stkcd:egen incvol=sd(sales_ata) if seday==20100331&yr<2010
egen m=xtile(incvol),nq(3)
bysort stkcd:egen incvol2=sd(sales_ata) if seday==20111205&yr<2011
egen n=xtile(incvol2),nq(3)
keep if month==12
bysort match:egen mm=min(m)
bysort match:egen nn=min(n)
drop if yr<2008
drop if yr>2012
xi:reg ducol_w treat post tp $ctrl lducol_w $fe,if mm==3|nn==3
$out result.xml,append $basic $add
xi:reg ducol_w treat post tp $ctrl lducol_w $fe,if mm==1|nn==1
$out result.xml,append $basic $add
xi:reg ncskew_w treat post tp $ctrl lncskew_w $fe,if mm==3|nn==3
$out result.xml,append $basic $add
xi:reg ncskew_w treat post tp $ctrl lncskew_w $fe,if mm==1|nn==1
$out result.xml,append $basic $add