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面板help中的例子,不都是多因素的吗?
Examples
Setup
. webuse nlswork
. xtset idcode
Between-effects model
. xtreg ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure c.tenure#c.tenure 2.race not_smsa
south, be
Additional setup if not using factor variables
. generate age2 = age^2
. generate ttl_exp2 = ttl_exp^2
. generate tenure2 = tenure^2
. generate byte black = (race==2)
Between-effects model same as above, but not using factor variables
. xtreg ln_w grade age* ttl_exp* tenure* black not_smsa south, be
Fixed-effects model
. xtreg ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure c.tenure#c.tenure 2.race not_smsa
south, fe
Fixed-effects model with robust variance
. xtreg ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure c.tenure#c.tenure 2.race not_smsa
south, fe vce(robust)
Random-effects model
. xtreg ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure c.tenure#c.tenure 2.race not_smsa
south, re theta
Random-effects model using maximum likelihood estimator
. xtreg ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure c.tenure#c.tenure 2.race not_smsa
south, mle
Population-averaged model
. xtreg ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure c.tenure#c.tenure 2.race not_smsa
south, pa
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