楼主: Santa_Monica
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[其他] 求助!如何在stata中计算sensitivity? [推广有奖]

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Santa_Monica 发表于 2012-5-28 22:30:52 |AI写论文

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How to calculate one unit change in A for 0.01 unit change in B in stata?
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关键词:Sensitivity Stata tata Sens sit change 如何

沙发
futurept 发表于 2012-5-28 23:48:07
Hope what you are looking for is "Impulse response analysis."
If so, you may refer to "Impulse Response Function in Stata,"
available at http://econjourn.blogspot.com/20 ... ction-in-stata.html
Good luck!

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Santa_Monica 发表于 2012-5-30 01:26:13
futurept 发表于 2012-5-28 23:48
Hope what you are looking for is "Impulse response analysis."
If so, you may refer to "Impulse Resp ...
Thanks, but I guess it is not what I am looking for. To be more specific, I would like to generate a variable "vega",which is the dollar change in the executive’s wealth for a 0.01 change in standard deviation of returns. Have no idea how to do it by stata.

板凳
znxkxx 发表于 2012-5-30 11:27:27
try ln()

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