用Stata做计量作业
11 | 12 | 2014
十二月份是期末的季节,各种大作业、复习考试接连不断,就直接把代码贴出来。过段时间有空下来了,再写一篇文,写写每句代码的代表的含义。
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/*Initiate the process*/ clear set more off log using per_stu_fi.log, replace /*Please type your folder here(example:"cd F:\data")*/ cd C:\Users\liangpass\Desktop\econometrics_HW /*Import data*/ import excel "20141150186__01105001_Wednesday", sheet("Sheet1") firstrow sort province year xtset province year /*Label the variable*/ label var per_stu_fi "Public financing for each high school student" label var gdp_per "GDP per capita" label var edu_salary "Average annual salary for teachers" label var gov_receipt "Government receipt" label var rpi "Retail Price Index" label var stu_num "Number of high school student per 100 thousand citizens" label var stu_per_tea "Student teacher ratio" /*Descriptive Statistics*/ tabstat per_stu_fi gdp_per edu_salary gov_receipt rpi stu_num stu_per_tea, stat(n mean sd min max skewness kurtosis) scatter per_stu_fi gdp_per graph export figure1.eps, replace scatter per_stu_fi edu_salary graph export figure2.eps, replace scatter per_stu_fi gov_receipt graph export figure3.eps, replace scatter per_stu_fi rpi graph export figure4.eps, replace scatter per_stu_fi stu_num graph export figure5.eps, replace scatter per_stu_fi stu_per_tea graph export figure6.eps, replace /*Regression Statistics*/ /*Original OLS Regreesion Model*/ regress per_stu_fi gdp_per edu_salary gov_receipt rpi stu_num stu_per_tea vif test gdp_per edu_salary test gdp_per=edu_salary /*Refined OLS Regreesion Model*/ gen ln_stu_per_tea = ln(stu_per_tea) regress per_stu_fi gdp_per edu_salary gov_receipt stu_num ln_stu_per_tea vif test gdp_per edu_salary test gdp_per=edu_salary /*WLS Regreesion Model*/ predict u,resid gen usq=u^2 gen logusq=log(usq) regress logusq gdp_per edu_salary gov_receipt stu_num ln_stu_per_tea predict g gen h=exp(g) regress per_stu_fi gdp_per edu_salary gov_receipt rpi stu_num stu_per_tea [aw=1/h] vif test gdp_per edu_salary test gdp_per=edu_salary regress per_stu_fi gdp_per edu_salary gov_receipt stu_num ln_stu_per_tea [aw=1/h] vif test gdp_per edu_salary test gdp_per=edu_salary /*Panal Data Statistics*/ /*Original Fixed-effects Regression Model(Province)*/ xtreg per_stu_fi gdp_per edu_salary gov_receipt stu_num ln_stu_per_tea,fe vce(cluster province) /*Refined Fixed-effects Regression Model(Province)*/ xtreg per_stu_fi edu_salary stu_num ,fe vce(cluster province) /*Original Fixed-effects Regression Model(Year)*/ xtreg per_stu_fi gdp_per edu_salary gov_receipt stu_num ln_stu_per_tea i.year,fe /*Refined Fixed-effects Regression Model(Year)*/ xtreg per_stu_fi edu_salary stu_num i.year,fe log close |
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