[讨论]STATA 专题讨论

在做上市公司资本结构和红利发放分析，panel data during 1995-2004, dependent variables are dividend and leverage, 怎么做异方差和autocorrelation 检测？ 请赐教

有的话发些看看，谢谢兄弟们了

看来我也得学习一下啊

以下是引用river2008在2006-8-9 4:58:00的发言：
在做上市公司资本结构和红利发放分析，panel data during 1995-2004, dependent variables are dividend and leverage, 怎么做异方差和autocorrelation 检测？ 请赐教

我在第8章有讲，在该讨论区首页可以下载，也可以到我的博客下载：arlion.8j.cn

A Kind Man!

ding yi ge xian

stata群的号码是多少？我刚才不小心从群里掉出来了，菜鸟

BUCUO

在做面板回归的时候，输入

xtreg c yp var age age2 child a6_1 famsize a8_1 a8_2 a8_3 a8_4 a8_5 a8_6 a8_7 a8_8 a8_9 a9_2 a14_1 a14_2 a14_3 a14_4 a14_5 a14_6 a14_7 a14_8 , fe i(hu)

出现了如下的红字：

no room to add more variables due to width
An attempt was made to add a variable that would have increased the memory required
to store an observation beyond what is currently possible. You have the following
alternatives:

1. Store existing variables more efficiently; see help compress.

2. Drop some variables or observations; see help drop. (Think of Stata's data
area as the area of a rectangle; Stata can trade off width and length.)

3. Increase the amount of memory allocated to the data area using the set memory
command; see help memory.

请问是什么问题，我的面板是t=3,n=227.我是菜鸟，请高手解答．急！

有人知道工具变量法在state里如何实现吗？