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请教连老师,山大陈强老师在教材中编写了下面的一个程序利用聚类稳健的标准差来进行hausman检验,我尝试了一下老师提示错误,请您看看呢?非常感谢!!
quietly xtreg rca3 pro_adj human investment2 journal3 lnwage_2005 lnresourcesrent institution2 train2_10000 roads2_10000 phone2_10000 internet mobile power banking2,re
scalar theta=e(theta)
global yandxforhausman rca3 pro_adj human investment2 journal3 lnwage_2005 lnresourcesrent institution2 train2_10000 roads2_10000 phone2_10000 internet mobile power banking2
sort reporter
源程序:
foreach x of varlist $yandxforhausman{
by reporter: egen mean`x' =mean(`x')
gen md`x'=`x`-mean`x'
gen red`x'=`x'-theta*mean`x'
}
quietly xtreg redrca3 redpro_adj redhuman redinvestment2 redjournal3 redlnwage_2005 redlnresourcesrent redinstitution2 redtrain2_10000 redroads2_10000 redphone2_10000 redinternet redmobile redpower redbanking2 mdpro_adj mdhuman mdinvestment2 mdjournal3 mdlnwage_2005 mdlnresourcesrent mdinstitution2 mdtrain2_10000 mdroads2_10000 mdphone2_10000 mdinternet mdmobile mdpower mdbanking2, vce (cluster reporter)
test mdpro_adj mdhuman mdinvestment2 mdjournal3 mdlnwage_2005 mdlnresourcesrent mdinstitution2 mdtrain2_10000 mdroads2_10000 mdphone2_10000 mdinternet mdmobile mdpower mdbanking2
错误提醒:
. quietly xtreg rca3 pro_adj human investment2 journal3 lnwage_2005 lnresourcesrent institution2
> train2_10000 roads2_10000 phone2_10000 internet mobile power banking2,re
.
. scalar theta=e(theta)
type mismatch
r(109);
.
.
.
. global yandxforhausman rca3 pro_adj human investment2 journal3 lnwage_2005 lnresourcesrent ins
> titution2 train2_10000 roads2_10000 phone2_10000 internet mobile power banking2
.
. sort reporter
.
.
. foreach x of varlist $yandxforhausman{
2.
. by reporter: egen mean`x' =mean(`x')
3.
. gen md`x'=`x`-mean`x'
4.
. gen red`x'=`x'-theta*mean`x'
5.
. }
`x` invalid name
r(198);
.
.
. quietly xtreg redrca3 redpro_adj redhuman redinvestment2 redjournal3 redlnwage_2005 redlnresou
> rcesrent redinstitution2 redtrain2_10000 redroads2_10000 redphone2_10000 redinternet redmobile
> redpower redbanking2
variable redrca3 not found
r(111);
.
. mdpro_adj mdhuman mdinvestment2 mdjournal3 mdlnwage_2005 mdlnresources
> rent mdinstitution2 mdtrain2_10000 mdroads2_10000 mdphone2_10000 mdinternet mdmobile mdpower m
> dbanking2, vce (cluster reporter)
unrecognized command: mdpro_adj
r(199);
. .
.
. test mdpro_adj mdhuman mdinvestment2 mdjournal3 mdlnwage_2005 mdlnresourcesrent mdinstitution2
> mdtrain2_10000 mdroads2_10000 mdphone2_10000 mdinternet mdmobile mdpower mdbanking2
mdpro_adj not found
r(111);
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