你好,请问楼主我导入包里data.dta,运行命令出现以下错误,有什么办法解决
> //获得常数项
> OMEGA=PHI-X*betas'
> //就是生产率,用yhat-Xb估计
> OMEGA_lag=PHI_LAG-X_lag*betas'
> //生产率滞后项
> OMEGA_lag_pol=(C,OMEGA_lag)
> //矩阵,C行,OMEGA_lag列
> g_b = invsym(OMEGA_lag_pol'OMEGA_lag_pol)*OMEGA_lag_pol'OMEGA
> //生产率服从一阶马尔科夫过程,(一阶自相关随机过程)
> XI=OMEGA-OMEGA_lag_pol*g_b
> //残差部分E,也就是生产率冲击
> crit=(Z'XI)'(Z'XI)
> //第二个矩条件(残差*Z)=0的方程条件
> }
variable PHI undeclared
variable PHI_LAG undeclared
variable Z undeclared
variable X undeclared
variable X_lag undeclared
variable Y undeclared
variable C undeclared
variable OMEGA undeclared
variable OMEGA_lag undeclared
variable OMEGA_lag_pol undeclared
variable g_b undeclared
variable XI undeclared
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