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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
5678 2
2015-10-17
面板数据的t检验,stata用什么命令
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2015-10-17 16:33:18

Title

    [XT] xtreg postestimation -- Postestimation tools for xtreg


Description

    The following postestimation commands are of special interest after xtreg:

    Command              Description
    -----------------------------------------------------------------------------------------------------------
    xttest0              Breusch and Pagan LM test for random effects
    -----------------------------------------------------------------------------------------------------------

    The following standard postestimation commands are also available:

    Command              Description
    -----------------------------------------------------------------------------------------------------------
        contrast         contrasts and ANOVA-style joint tests of estimates
    (1) estat ic         Akaike's and Schwarz's Bayesian information criteria (AIC and BIC)
        estat summarize  summary statistics for the estimation sample
        estat vce        variance-covariance matrix of the estimators (VCE)
        estimates        cataloging estimation results
    (2) forecast         dynamic forecasts and simulations
        hausman          Hausman's specification test
        lincom           point estimates, standard errors, testing, and inference for linear combinations of
                           coefficients
        lrtest           likelihood-ratio test
        margins          marginal means, predictive margins, marginal effects, and average marginal effects
        marginsplot      graph the results from margins (profile plots, interaction plots, etc.)
        nlcom            point estimates, standard errors, testing, and inference for nonlinear combinations of
                           coefficients
        predict          predictions, residuals, influence statistics, and other diagnostic measures
        predictnl        point estimates, standard errors, testing, and inference for generalized predictions
        pwcompare        pairwise comparisons of estimates
        test             Wald tests of simple and composite linear hypotheses
        testnl           Wald tests of nonlinear hypotheses
    -----------------------------------------------------------------------------------------------------------


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2020-1-7 19:25:28
ttest命令,可以help ttest看一下
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