[讨论]STATA 专题讨论

一周就入门了

如何在tobit模型中加入虚拟变量？怎么用stata实现对虚拟变量的控制？相关的命令有那些啊？

求stata8.0的使用手册

非常感谢有这样的一个讨论，可这个讨论会让人感觉到不到位，总觉得差了些什么，楼主能否将stata8.0的使用方法及参数的解释说得简单明了，就象人大经济学论坛一样，让坛友来了就一直想来。谢谢

如能上传GMM 就太好了

以下是引用雪儿在2005-11-18 10:18:20的发言： 非常感谢有这样的一个讨论，可这个讨论会让人感觉到不到位，总觉得差了些什么，楼主能否将stata8.0的使用方法及参数的解释说得简单明了，就象人大经济学论坛一样，让坛友来了就一直想来。谢谢

stata8.0的使用方法及参数的解释并非三两句话可以讲得清楚，否则也没必要学了。不过金禾论坛实在做这样一件事情。http://jinhe.xjtu.edu.cn/bbs/list.asp?boardid=5

to 感性人：GMM 的笔记我快写完了，不久就可以传上来。

以下是引用bohemian在2005-11-17 22:34:36的发言：

如何在tobit模型中加入虚拟变量？怎么用stata实现对虚拟变量的控制？相关的命令有那些啊？

我常用的是 tab 命令。如 tab county , gen(dummy)

加入有10 个国家，那么会产生 10 个虚拟变量。你可以看看说明。

太好了！找到了这个专门讨论STATA的地方！我刚刚接触STATA，有几个问题想向大家请教：

1。请问应该使用那个STATA命令检验解释变量之间是否相关？

2。如果解释变量之间相关，请问应该使用那个STATA命令进行回归分析？

如果能给出实例分析就更好了。我在网上搜了一下，没有找到。

谢谢！

1。或许你是想检验共线性问题，因为多数情况下解释变量间都是相关的。whelp vif

2。stata中用于回归诊断的命令主要有：

[R] regression diagnostics . . . . . . . . . . . . Regression diagnostics (help regdiag, avplot, cprplot, imtest, lvr2plot, rvfplot, rvpplot, ovtest, hettest, dfbeta, vif)

3。 网上有很多事例，都是针对某一个课本进行的：

Example . . . . . . . . . . . . . . . Stata web books: Regression with Stata . . Chen, Ender, Mitchell & Wells (UCLA Academic Technology Services) 3/04 web book Regression with Stata by (in alphabetical order) Xiao Chen, Philip B. Ender, Michael Mitchell & Christine Wells http://www.ats.ucla.edu/stat/stata/webbooks/reg/

Example . . . . Textbook examples: Applied Logistic Regression (2nd Edition) . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 1/05 examples from the book Applied Logistic Regression (2nd Edition) by David Hosmer and Stanley Lemeshow http://www.ats.ucla.edu/stat/stata/examples/alr2/

Example . . . Applied Regression Analysis, Linear Models, and Related Methods . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 11/04 examples from the book Applied Regression Analysis, Linear Models, and Related Methods by John Fox http://www.ats.ucla.edu/stat/stata/examples/ara/

Example . . Regression Models for Categorical and Limited Dependent Variables . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 10/04 examples from the book Regression Models for Categorical and Limited Dependent Variable by J. Scott Long http://www.ats.ucla.edu/stat/stata/examples/long/

Example . . . . . . . Textbook Examples: Econometric Analysis, Fourth Edition . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 8/04 examples from the book Econometric Analysis, Fourth Edition by William Greene http://www.ats.ucla.edu/stat/examples/greene/

Example . . . . . Textbook: Econometric Analysis of Cross Section & Panel Data . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 7/04 examples from the book Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge http://www.ats.ucla.edu/stat/examples/eacspd/

Example . . Textbook examples: Computer-Aided Multivariate Analysis, Fourth Ed . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 4/04 examples from the book Computer-Aided Multivariate Analysis, 4th Edition by A. A. Afifi, V. Clark and S. May http://www.ats.ucla.edu/stat/stata/examples/cama4/

Example . Applied Longitudinal Data Anal.: Modeling Change & Event Occurrence . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 4/04 examples from the book Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence by Judith D. Singer and John B. Willett http://www.ats.ucla.edu/stat/examples/alda/

Example . . . . . . . . . . . Textbook examples: Sampling: Design and Analysis . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 3/04 examples from the book Sampling: Design and Analysis by Sharon L. Lohr http://www.ats.ucla.edu/stat/stata/examples/lohr/

Example . Practical Methods for Design & Analysis of Complex Surveys, 2nd Ed. . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 3/04 examples from the book Practical Methods for Design & Analysis of Complex Surveys, Second Edition by Risto Lehtonen and Erkki Pahkinen http://www.ats.ucla.edu/stat/stata/examples/svy_pmdacs/

Example . . . Textbook examples: An Introduction to Categorical Data Analysis . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 2/04 examples from the book An Introduction to Categorical Data Analysis by Alan Agresti http://www.ats.ucla.edu/stat/examples/icda/

Example . Textbook examples: Applied Linear Statistical Models, Fourth Edition . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 8/03 examples from the book Applied Linear Statistical Models, 4th Edition by Michael H. Kutner, Christopher J. Nachtsheim, John Neter, and William Wasserman http://www.ats.ucla.edu/stat/examples/alsm/

Example . . . . . . . . . . . . . Textbook examples: Regression with Graphics . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 11/02 examples from the book Regression with Graphics by Lawrence Hamilton http://www.ats.ucla.edu/stat/examples/rwg/

Example . . . Textbook examples: Introductory Econometrics: A Modern Approach . . Oleksandr Talavera (Boston College Grad. Stat. Assistant Program) 11/02 examples from the book Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge http://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge.html

Example . . . . . . . . . . . . . . . . . . . . . . . . . . Stata Starter Kit . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 2/05 classroom notes, textbook examples, learning modules, and links to FAQs for Stata and basic statistics http://www.ats.ucla.edu/stat/stata/sk/

以下是引用arlionn在2005-10-29 10:29:56的发言：

１。

[quote 1] [== 1，我在做Mundlak-test的时候，出现了以上红字所显示的错误信息。请问应该如何解决？ ==]

这是因为你所产生的三个变量和ｒｅｇｉｏｎ变量是完全共线性的。对于每一个ｒｅｇｉｏｎ而言，这三个变量都是　１　的倍数，而ｒｅｇｉｏｎ本身的值为　１，共线性很显然。

请问如何解决这个问题？