[讨论]STATA 专题讨论

stata 很好用，支持

请问如何利用Stata 进行一元二次方程拟合，谢谢！急用！

一直想找有关介绍STATA实际运用的书,总是找不到.这个论坛确实能提供很大的帮助,谢谢带头大哥.

以下是引用arlionn在2005-11-23 12:27:02的发言：

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/

检验共线性应该用corr这个命令吧

以下是引用if98在2005-11-11 0:36:37的发言：

Could someone explain me how to deal with the endogenous regressors?

I have heard dynamic panel data methods are useful when the regressors are lagged endegenous variables. In this case, GMM is often used.

If so, is it necessary to choose an IV while using GMM?? And how to test this IV is good or not?

BTW, could someone give an example for how to use the command of xtabond2?

Many thanks!

广义距方法可以很好的处理变量的内生性问题，就是你说的gmm。使用saragan检验选择的工具变量是否合适，你可以看一下gmm的资料。

具体如何操作我也感到困惑，如果谁知道可以说一下。

呵呵，挺好的合作

交流才有收获啊

恭喜恭喜

请问使用xtreg fe这个命令时，结果中报告的R-sq: within, between, overall，是调整前还是调整后的？

另外，如果需要选一个填在表中，应该选哪一个？within 还是overall？

谢谢！

新手，还要多学习

在国外的人可惜访问不了金和, 这问题能解决吗？

多谢！！！

这个暂时我们还没有办法解决，因为中心的服务器好像还不能对外开放。

不过你可以常到stata网站的FAQ中去逛逛，那里有很多很好的问题在讨论，而且经常回答问题的那些人都是高手，很多就是stata的专职人员。

金禾的目的也无非是让大家有个讨论stata的场所，最终的目的无非就是共同提高，所以殊途同归！