| 所在主题: | |
| 文件名: Stata面板门限操作及结果解析.docx | |
| 资料下载链接地址: https://bbs.pinggu.org/a-1502539.html | |
| 附件大小: | |
|
我选取9个沿海港口城市,2000-2011年数据 ,一个因变量,5个自变量,请问样本的选取是不是太少了,尤其是截面变量只有9个,而且我按照'Stata面板门限操作及结果分析“中的步骤操作,我想以2000年avgdp为门槛变量,但是不知道在命令中怎么表达这个变量.
所以我就用year作为门槛变量,试了一下,但是结果很费解, 我现在写论文,很急用,可是不知道怎么求门槛值, 这是我的操作步骤和结果: . cd "D:\Stata12.0\ado\xtptm" D:\Stata12.0\ado\xtptm . *(8 variables, 108 observations pasted into data editor) . save "D:\stata12.0\ado\xtptm\test32.dta", replace file D:\stata12.0\ado\xtptm\test32.dta saved . . encode pcity , gen(city) . xtset city year panel variable:city (strongly balanced) time variable:year, 2000 to 2011 delta:1 unit . xtptmavgdp avinvest avfdi avfiscal human, rx(agg) thrvar(year) iters(1000) t > rim(0.05) grid(100) regime(2) ================ Fundamental information: =================== Number of Regime independent variables: 4 Number of Regime dependent variables: 1 Number of individuals in panel: 9 Number of periods in panel: 12 ================ Ordinary Fixed effect regression: ========= Sum of Squared Residuls: 0.0000 Stardard error of regression: 0.0000 Regression Result(ordinary standard error): ---------------------------------------------------- | Coef Std t Prob ----+----------------------------------------------- 1 | 0.0000 0.0000 . . 2 | 0.0000 0.0000 . . 3 | 0.0000 0.0000 . . 4 | 0.0000 0.0000 . . 5 | 0.0000 0.0000 . . ---------------------------------------------------- Regression Result(Robust standard error): ----------------------------------------------------- | Coef Std_Robust t Prob ----+------------------------------------------------ 1 | 0.0000 0.0000 . . 2 | 0.0000 0.0000 . . 3 | 0.0000 0.0000 . . 4 | 0.0000 0.0000 . . 5 | 0.0000 0.0000 . . ----------------------------------------------------- ================ Single threshold regession: =================== Minimized Sum of Squared Residuals: 0.0000 Standard error of residuals: 0.0000 Threshold estimator: 2000.0000 95% conf. intv. of threshold: 2000.0000 2000.0000 LR Critical value to test gamma=gamma0: 7.3523 Threshold regression(Ordinary Std. Error): ---------------------------------------------------- | Coef Std t prob ----+----------------------------------------------- 1 | 0.0000 0.0000 . . 2 | 0.0000 0.0000 . . 3 | 0.0000 0.0000 . . 4 | 0.0000 0.0000 . . 5 | 0.0000 0.0000 . . 6 | 0.0000 0.0000 . . ---------------------------------------------------- Threshold regression(Robust Std. Error): ----------------------------------------------------- | Coef Std_Robust t prob ----+------------------------------------------------ 1 | 0.0000 0.0000 . . 2 | 0.0000 0.0000 . . 3 | 0.0000 0.0000 . . 4 | 0.0000 0.0000 . . 5 | 0.0000 0.0000 . . 6 | 0.0000 0.0000 . . ----------------------------------------------------- Note: Critcal (Inverse CDF of LR stat): -2*ln(1-sqrt(1-alpha)) mm_quantile():3351argument has missing values ptm(): -function returned error <istmt>: -function returned error r(3351); . |
|
熟悉论坛请点击新手指南
|
|
| 下载说明 | |
|
1、论坛支持迅雷和网际快车等p2p多线程软件下载,请在上面选择下载通道单击右健下载即可。 2、论坛会定期自动批量更新下载地址,所以请不要浪费时间盗链论坛资源,盗链地址会很快失效。 3、本站为非盈利性质的学术交流网站,鼓励和保护原创作品,拒绝未经版权人许可的上传行为。本站如接到版权人发出的合格侵权通知,将积极的采取必要措施;同时,本站也将在技术手段和能力范围内,履行版权保护的注意义务。 (如有侵权,欢迎举报) |
|
京ICP备16021002号-2 京B2-20170662号
京公网安备 11010802022788号
论坛法律顾问:王进律师
知识产权保护声明
免责及隐私声明