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Examples
. opreg sales, exit(exit) state(stock) proxy(investment) free(material
employment) cvars(sizedum2 sizedum3 time)
. opreg sales, exit(exit) state(stock) proxy(investment) free(material
employment) cvars(sizedum2 sizedum3 time) vce(bootstrap, reps(200))
In either case, opreg would form the following equations:
exit = stock^2 + investment^2 + stock*investment + sizedum2 +
sizedum3 + time
and
sales = stock + stock^2 + investment^2 + stock*investment + sizedum2
+ sizedum3 + time + material + employment
The investment variable enters the second stage only through the
polynomial term.
写的很清楚啊。cvar() 就是加入dummy 的呢。这个例子中free() 就是加入其他变量的啊。
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