程序如下:
quietly xtreg tfp ent ecen pgdp indus2 fdi year2 year3 year4 year5 year6 year7 year8 year9 year10 year11 year12 year13 year14, re
scalar theta=e(theta)
global yandxforhausman tfp ent ecen pgdp indus2 fdi year2 year3 year4 year5 year6 year7 year8 year9 year10 year11 year12 year13 year14
sort id
foreach x of varlist $yandxforhausman{
by id:egen mean`x'=mean(`x')
gen md`x'=`x'-mean`x'
gen red`x'=`x'-theta*mean`x'
}
quietly reg redtfp redent redecen redpgdp redindus2 redfdi redyear2 redyear3 redyear4 redyear5 redyear6 redyear7 redyear8 redyear9 redyear10 redyear11 redyear12 redyear13 redyear14 ///
mdent mdecen mdpgdp mdindus2 mdfdi mdyear2 mdyear3 mdyear4 mdyear5 mdyear6 mdyear7 mdyear8 mdyear9 mdyear10 mdyear11 mdyear12 mdyear13 mdyear14, vce(cluster id)
test mdent mdecen mdpgdp mdindus2 mdfdi mdyear2 mdyear3 mdyear4 mdyear5 mdyear6 mdyear7 mdyear8 mdyear9 mdyear10 mdyear11 mdyear12 mdyear13 mdyear14
进行scalar theta=e(theta)这步后就出现了提示 type mismatch
求助各位大神如何解决呢?我的解释变量中存在虚拟变量,是这个原因吗,我看到有人说 改为theta=e(th) 但是这样所有带red前缀的变量均为空值。