不知道每次打开stata跑回归得到的结果都不一样呢?数据如下(因为控制的解释变量太多,只截取了部分):
补充一下,我曾在xtset面板数据时遇到数据是mi set 无法转换为面板,所以当时用了一个方法,code如下:
duplicates drop id year, force
gen _mi_miss=(ln_income==.)
mi unset
drop mi_miss
xtset id year
之后开始做回归,我的stata code如下:
reg ln_income certified hhead_age hhead_gender labor_ratio ///
education_per education_per2 health politics ///
noagri_hukou_ratio noagri_ratio experience_per experience_per2 ///
operational_capital policy credit_per non_operational_capital ///
landarea_per financialassets, robust
est store m1
est table m1, b(%6.3f) star(0.1 0.05 0.01)
outreg2 using out01.doc, replace tstat bdec(3) tdec(2) e(F) ctitle(OLS)
xtreg ln_income certified hhead_age hhead_age2 hhead_gender labor_ratio ///
education_per education_per2 health politics ///
noagri_hukou_ratio noagri_ratio experience_per experience_per2 ///
operational_capital policy credit_per non_operational_capital ///
landarea_per financialassets, fe robust
est store m_fe_robust
est table m_fe_robust, b(%6.3f) star(0.1 0.05 0.01) //确权为负,且全部显著
outreg2 using out01.doc, append tstat bdec(3) tdec(2) ///
e(F) ctitle(Fixed Effects) addtext(Household FE, YES)
xtreg ln_income certified hhead_age hhead_age2 hhead_gender labor_ratio ///
education_per education_per2 health politics ///
noagri_hukou_ratio noagri_ratio experience_per experience_per2 ///
operational_capital policy credit_per non_operational_capital ///
landarea_per financialassets i.year, fe robust
est store m_fe_robust_year
est table m_fe_robust_year, b(%6.3f) star(0.1 0.05 0.01) //确权为负,且全部显著
outreg2 using out01.doc, append tstat bdec(3) tdec(2) e(F) ctitle(Fixed Effects) ///
addtext(Household FE, YES,Year FE,YES)
xtreg ln_wage_income certified hhead_age hhead_gender labor_ratio ///
education_per education_per2 health politics ///
noagri_hukou_ratio noagri_ratio experience_per experience_per2 ///
operational_capital policy credit_per non_operational_capital ///
landarea_per financialassets, fe robust
est store m_1_fe_robust
est table m_*, b(%6.3f) star(0.1 0.05 0.01)
另外,我也试过用另一个reghdf命令去写:
reghdfe ln_income certified hhead_age hhead_age2 hhead_gender labor_ratio ///
education_per education_per2 health politics ///
noagri_hukou_ratio noagri_ratio experience_per experience_per2 ///
operational_capital policy credit_per non_operational_capital ///
landarea_per financialassets, absorb(year id) vce(robust)
得到的结果和xtreg命令并不相同,十分困惑,肯请高手赐教!