对每行数据循环回归

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求助：对每一行做如下回归：abri=α+β1abrm+β2赋值+β3jhx1+ξ。目的是估计出每行数据的β3值（接下来的实证要用到），求助循环回归的方法，谢谢!

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1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input str6 Stkcd int Date double abri byte 赋值 double(abrm jhx1)
   
4. "600289" 18725  .0023 0 -.0011      0
   
5. "600993" 18728 -.0129 0 -.0112      0
   
6. "000833" 18728 -.0433 0 -.0174      0
   
7. "000973" 18729 -.0194 0 -.0116      0
   
8. "600356" 18729 -.0019 0 -.0093      0
   
9. "000558" 18729 -.0072 0 -.0116      0
   
10. "600297" 18730  .0054 0   .001      0
    
11. "600525" 18731 -.0114 1 -.0114 -.0114
    
12. "000780" 18731  .0011 1 -.0117 -.0117
    
13. "000151" 18731 -.0362 1 -.0117 -.0117
    
14. "000877" 18731  .0072 1 -.0117 -.0117
    
15. "601678" 18732  .0537 1 -.0061 -.0061
    
16. "000619" 18732 -.0647 1 -.0102 -.0102
    
17. "600079" 18732 -.0301 1 -.0061 -.0061
    
18. "600382" 18732  .0509 1 -.0061 -.0061
    
19. "600882" 18732 -.0312 1 -.0061 -.0061
    
20. "600458" 18732 -.0336 1 -.0061 -.0061
    
21. "600572" 18732 -.0328 1 -.0061 -.0061
    
22. "000683" 18735  .0122 1 -.0084 -.0084
    
23. "000779" 18735 -.0273 1 -.0084 -.0084
    
24. "600725" 18735  .0509 1 -.0064 -.0064
    
25. "600116" 18735 -.0674 1 -.0064 -.0064
    
26. "000969" 18735 -.0174 1 -.0084 -.0084
    
27. "600666" 18735  .0111 1 -.0064 -.0064
    
28. "600841" 18735 -.0145 1 -.0064 -.0064
    
29. "600210" 18735  .0077 1 -.0064 -.0064
    
30. "000591" 18735  .0081 1 -.0084 -.0084
    
31. "600546" 18735  .0308 1 -.0064 -.0064
    
32. "000568" 18735 -.0099 1 -.0084 -.0084
    
33. "600507" 18735 -.0351 1 -.0064 -.0064
    
34. "000868" 18735 -.0142 1 -.0084 -.0084
    
35. "000810" 18735 -.0054 1 -.0084 -.0084
    
36. "600112" 18735 -.0092 1 -.0064 -.0064
    
37. "600160" 18735  -.028 1 -.0064 -.0064
    
38. "000788" 18736 -.0043 1 -.0193 -.0193
    
39. "600673" 18736 -.0425 1 -.0286 -.0286
    
40. "600233" 18736 -.0918 1 -.0286 -.0286
    
41. "000560" 18736 -.0262 1 -.0193 -.0193
    
42. "000089" 18736 -.0346 1 -.0193 -.0193
    
43. "600737" 18736 -.0294 1 -.0286 -.0286
    
44. "600352" 18736 -.0601 1 -.0286 -.0286
    
45. "000936" 18736 -.0358 1 -.0193 -.0193
    
46. "600963" 18736  -.032 1 -.0286 -.0286
    
47. "000778" 18736 -.0398 1 -.0193 -.0193
    
48. "000639" 18736 -.0246 1 -.0193 -.0193
    
49. "600724" 18736   .014 1 -.0286 -.0286
    
50. "000655" 18736 -.0488 1 -.0193 -.0193
    
51. "600379" 18736   -.03 1 -.0286 -.0286
    
52. "600256" 18736 -.0754 1 -.0286 -.0286
    
53. "600585" 18736 -.0245 1 -.0286 -.0286
    
54. "600409" 18736 -.0293 1 -.0286 -.0286
    
55. "600589" 18736 -.0337 1 -.0286 -.0286
    
56. "600248" 18736 -.0664 1 -.0286 -.0286
    
57. "600319" 18736 -.0411 1 -.0286 -.0286
    
58. "000063" 18737   .018 0 -.0048      0
    
59. "000918" 18737 -.0198 0 -.0048      0
    
60. "000042" 18737 -.0378 0 -.0048      0
    
61. "600480" 18737  .0004 0 -.0061      0
    
62. "000948" 18737  .0054 0 -.0048      0
    
63. "601002" 18737  .0002 0 -.0061      0
    
64. "000423" 18737  .0235 0 -.0048      0
    
65. "600017" 18737  .0361 0 -.0061      0
    
66. "000661" 18737 -.0146 0 -.0048      0
    
67. "000968" 18737 -.0233 0 -.0048      0
    
68. "600292" 18737  .0082 0 -.0061      0
    
69. "000612" 18737   .026 0 -.0048      0
    
70. "600521" 18737   .022 0 -.0061      0
    
71. "000520" 18737  -.029 0 -.0048      0
    
72. "000878" 18737  .0044 0 -.0048      0
    
73. "000422" 18737 -.0568 0 -.0048      0
    
74. "000669" 18737 -.0124 0 -.0048      0
    
75. "000002" 18737 -.0259 0 -.0048      0
    
76. "600503" 18737   .085 0 -.0061      0
    
77. "000777" 18737  .0052 0 -.0048      0
    
78. "000790" 18737 -.0229 0 -.0048      0
    
79. "601101" 18737  -.036 0 -.0061      0
    
80. "000960" 18737  .0053 0 -.0048      0
    
81. "600573" 18737 -.0072 0 -.0061      0
    
82. "600738" 18737 -.0059 0 -.0061      0
    
83. "600011" 18737 -.0139 0 -.0061      0
    
84. "600277" 18737 -.0308 0 -.0061      0
    
85. "600468" 18737 -.0091 0 -.0061      0
    
86. "000726" 18737  .0117 0 -.0048      0
    
87. "600674" 18737 -.0357 0 -.0061      0
    
88. "600231" 18737 -.0629 0 -.0061      0
    
89. "000155" 18737 -.0492 0 -.0048      0
    
90. "600805" 18738  .0143 0  -.002      0
    
91. "600778" 18738  .0308 0  -.002      0
    
92. "000544" 18738  .0112 0  -.002      0
    
93. "600785" 18738   .027 0  -.002      0
    
94. "600360" 18738 -.0621 0  -.002      0
    
95. "600059" 18738  .0068 0  -.002      0
    
96. "600880" 18738 -.0315 0  -.002      0
    
97. "601369" 18738  .0504 0  -.002      0
    
98. "600261" 18738 -.0047 0  -.002      0
    
99. "000901" 18738 -.0181 0  -.002      0
    
100. "600305" 18738 -.0199 0  -.002      0
     
101. "600853" 18738 -.0209 0  -.002      0
     
102. "600858" 18738  .0221 0  -.002      0
     
103. "600156" 18738 -.0439 0  -.002      0
     
104. end
     
105. format %tddd-Mon-YY Date

复制代码

------------------ copy up to and including the previous line ------------------

Listed 100 out of 32155 observations
Use the count() option to list more

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关键词：observations observation generated including observat

是针对每一只股票（Stkcd）均做一次回归,确定每只股票的β3

也木2021 发表于 2020-12-10 15:39
是针对每一只股票（Stkcd）均做一次回归,确定每只股票的β3

请先 ssc install asreg 并试试

1. // ssc install asreg
   
2. bys Stkcd: reg abri abrm 赋值 jhx1

复制代码

黃河泉 发表于 2020-12-10 15:47
请先 ssc install asreg 并试试

好的，谢谢