蓝色 发表于 2013-9-7 00:12
我前面已经写全原因了
为什么我显示mdLGDPT not found呢?
. do "C:\Users\lenovo\AppData\Local\Temp\STD00000000.tmp"
. use "F:\f2016511\fa1_data2_p1.dta", clear
. xtset stkcd ymd
panel variable: stkcd (unbalanced)
time variable: ymd, 2002-03-31 to 2014-12-31, but with gaps
delta: 1 day
. quietly xtreg LFINAS1 LGDPT LGDPC DTA EARNAB TURNOVER TOBINQ EAST STATE L
> ASSET i. sic2012_g,re
. scalar theta= e(thta_max)
. global yandxforhausman LFINAS1 LGDPT LGDPC DTA EARNAB TURNOVER TOBINQ LA
> SSET i. sic2012_g
. sort stkcd
. foreach x of varlist $yandxforhausman{
2. by stkcd:egen m`x'=mean(`x')
3. gen md`x'=`x'-m`x'
4. gen red`x'=`x'-theta*m`x'
5. }
. quietly xtreg LFINAS1 LGDPT LGDPC DTA EARNAB TURNOVER TOBINQ EAST STATE L
> ASSET i. sic2012_g,re vce(cluster stkcd)
. test mdLGDPT mdLGDPC mdDTA mdEARNAB mdTURNOVER mdTOBINQ mdEAST mdSTATE mdLA
> SSET mdi. sic2012_g
mdLGDPT not found
r(111);
end of do-file
r(111);
.