sungmoo 发表于 2012-5-4 17:32
https://bbs.pinggu.org/thread-893513-1-1.html
g gr=1
我想请问一下,如果是联立方程2SLS怎么处理呢?
前面我都是照您的方式做的:
g gr=1
foreach i of var LEVER1 SEPA1 SIZE ROA TANG NDTS FUND MANA CONT CHAN YEAR1-YEAR6 INDU1-INDU12 gr{
g `i'_a=(RENZHI==0)*`i'
g `i'_b=(RENZHI==1)*`i'
}
下面我是这样写的
ivregress 2sls (a1:LEVER1_a SIZE_a ROA_a TANG_a NDTS_a SEPA1_a YEAR1_a-YEAR6_a INDU1_a-INDU12_a gr_a,noc)/// (a2: SEPA1_a FUND_a MANA_a CONT_a CHAN_a YEAR1_a-YEAR6_a INDU1_a-INDU12_a gr_a,noc) ///(b1:LEVER1_b SIZE_b ROA_b TANG_b NDTS_b SEPA1_b YEAR1_b-YEAR6_b INDU1_b-INDU12_b gr_b,noc)/// (b2: SEPA1_b FUND_b MANA_b CONT_b CHAN_b YEAR1_b-YEAR6_b INDU1_b-INDU12_b gr_b,noc)
结果显示:variable a1 not found
r(111);
我把a1a2b1b2去掉重新执行命令,
结果又显示:option noc not allowed
r(198);
请问我哪里错了呢?非常棘手不胜感激!