[讨论]STATA 专题讨论

支持一下师兄

以后要在师兄的带领下好好学习stata

笔记好象不全啊

very kind of u

本人初学，看了楼主的笔记，初次尝试做了Hausman检验，觉得应该用固定效应模型，检验结果如下，请各位指正下：

---- Coefficients ----

| (b) (B) (b-B) sqrt(diag(V_b-V_B))

| fe re Difference S.E.

-------------+----------------------------------------------------------------

cheng | -.1394439 .1784939 -.3179377 .0313292

qianli | -.0846376 -.1387043 .0540667 .

kesan | .2595918 .37885 -.1192582 .

nong | .5415334 -.4032474 .9447808 .1228051

weih | .0476976 .1295922 -.0818946 .1730931

jiao | -.5796141 .3490597 -.9286738 .1498178

xing | 1.295428 -.3439792 1.639407 .2239614

------------------------------------------------------------------------------

b = consistent under Ho and Ha; obtained from xtreg

B = inconsistent under Ha, efficient under Ho; obtained from xtreg

Test: Ho: difference in coefficients not systematic

chi2(7) = (b-B)'[(V_b-V_B)^(-1)](b-B)

= 115.52

Prob>chi2 = 0.0000

(V_b-V_B is not positive definite)

顶 !只是真的系统的介绍stata的中文教程很少啊!

我很感兴趣，马上去你的论坛看看！

我从头看到尾，感到stata真不错，只是我该看哪本书？从哪里下载软件呢？我先去您的金禾论坛看看去

thanks! and up!

金禾论坛上不了啊，我急着做毕业论文呢，要用到Panel data unit 和panel data cointergrate啊

求一个stata9的升级包，只要能包含ivreg2和gmm功能就行。。。

自己装的机器上版本低，每次写作业都要跑机房，太麻烦了。。。