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- 2024-4-17
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- cd "D:\stata data\Course paper"
- import excel "Annual data of 30 provinces (excluding Inner Mongolia)" ,clear sheet(Sheet1) firstrow
- destring , replace
- save 30 , replace //将第一张Excel转换为dta数据格式
- import excel "30个省成为自贸区时间" ,clear sheet(Sheet1) firstrow
- destring , replace
- merge 1:m region using "30.dta"
- sort region year
- keep if _merge == 3
- count if _merge == 3
- drop _merge
- save 30+21 , replace //合并两张Excel表并转换为dta数据格式
- cd "D:\stata data\Course paper"
- use "30+21.dta" , clear //调用数据
- des2 //查看数据类型等信息
- generate treat = 0
- replace treat = 1 if time != 0
- generate post = 0
- replace post = 1 if (year >= time) * (time != 0)
- generate did = treat * post
- encode region, gen(Region)
- order Region region year time treat post did
- fsum, s(mean sd p50 min max) //描述性统计
- local vars "GDP first_in second_in third_in permanent_population enterprise_number total_import_export road consume"
- foreach v of varlist `vars'{
- generate ln_`v' = ln(`v')
- }
- fsum ln_* , s(mean sd p50 min max) //描述性统计
- global c1 "first_in enterprise_number total_import_export road employment_urban "
- global c2 "ln_first_in ln_second_in ln_third_in ln_permanent_population ln_enterprise_number ln_total_import_export ln_road ln_consume employment_urban fiscal_expenditure rail fiscal_revenue CPI PPI"
- *描述性统计表格
- help sum2docx
- sum GDP first_in second_in third_in permanent_population employment_urban fiscal_expenditure enterprise_number total_import_export road rail fiscal_revenue consume CPI PPI
- sum2docx GDP did first_in second_in third_in permanent_population employment_urban fiscal_expenditure enterprise_number total_import_export road rail fiscal_revenue consume CPI PPI using sum.docx, replace stats(N mean(%9.0f) sd(%9.0g) min(%9.0g) median(%9.0g) max(%9.0g)) title("Descriptive statistics")
- *相关性分析表格
- help corr2docx
- corr2docx GDP first_in second_in third_in permanent_population employment_urban fiscal_expenditure enterprise_number total_import_export road rail fiscal_revenue consume CPI PPI using corr.docx, replace star spearman(ignore)
- *回归表格
- help reg2docx
- reg GDP did
- est store r1
- reg GDP did first_in
- est store r2
- reg GDP did first_in enterprise_number
- est store r3
- reg GDP did first_in enterprise_number total_import_export
- est store r4
- reg GDP did first_in enterprise_number total_import_export road
- est store r5
- reg GDP did first_in enterprise_number total_import_export road employment_urban
- est store r6
- *产业结构、规模企业、对外贸易、交通运输、人力资源
- reg2docx r1 r2 r3 r4 r5 r6 using reg1.docx, replace scalars(N r2(%9.3f) r2_a(%9.2f)) b(%9.2f) t(%7.2f) title(table1: OLS regression results) noconstant
- *两期DID分析
- reg GDP did treat post , r
- reg GDP did treat post $c1, r
- xtset Region year
- xtreg GDP did treat post $c1 , fe r
- reghdfe GDP did treat post $c1 , absorb(i.year Region)
- diff GDP , t(treat) p(post) cov($c1)
- *多期DID分析
- help outreg2
- reg GDP did $c1 i.Region i.year ,vce(cluster Region)
- outreg2 using reg2,word replace stats(coef tstat) adjr2 addtext("Year", "YES", "Region","YES" , "Cluster","YES" ) keep(did $c1)
- *在Region和year层面进行固定效应分析,在Region层面进行聚类稳健分析
- xtset Region year
- xtreg GDP did $c1 i.year , fe vce(cluster Region)
- outreg2 using reg2,word append stats(coef tstat) addstat("F-value", e(F) ) adjr2 addtext("Year", "YES", "Region","NO" , "Cluster","YES") keep(did $c1)
- *xtreg相比reg而言,该回归命令可以估计出更多参数
- reghdfe GDP did $c1 , absorb( Region year ) vce(cluster Region)
- outreg2 using reg2,word append stats(coef tstat) addstat("F-value", e(F) ) adjr2 addtext("Year", "YES", "Region","YES" , "Cluster","YES") keep(did $c1)
复制代码
代码如上,不知道如何展现数据,部分数据为 
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