谁有进行vuong test 的ado文件可以给我一个么？

我在论坛里找到的vuong的ado文件的命令经过自己整理成ado文件后并不能使用，在运行时总是显示说unexpected end of file
r(612);有谁的vuong.ado文件能使用么？麻烦给我一个，谢谢。

try this one

1. ******************************
   
2. * vuong.ado
   
3. * Judson A. Caskey
   
4. * UCLA
   
5. * 26-Apr-2007
   
6. *
   
7. * Computes Vuong (1989 Econometrica) test
   
8. * of two non-nested regressions as implemented
   
9. * and described in Dechow (1994 Journal of
   
10. * Accounting and Economics)
    
11. *
    
12. ******************************
    
13. 
    
14. cap prog drop vuong
    
15. prog define vuong, rclass
    
16. 
    
17. syntax [anything]
    
18. 
    
19. tempname mod1 mod2 rss1 rss2 rsq1 rsq2 n zstat pval nbad
    
20. tempvar s1 s2 e1 e2 m
    
21. 
    
22. if `"`: word count `anything''"' ~= "2" {
    
23.         di as err "You must specify two distinct models"
    
24.         exit
    
25.         }
    
26. 
    
27. est_expand `"`anything'"', min(1) max(2)
    
28. local `mod1' : word 1 of `r(names)'
    
29. local `mod2' : word 2 of `r(names)'
    
30. if "``mod1''"=="``mod2''" {
    
31.         di as err "You must specify two distinct models"
    
32.         exit
    
33.         }
    
34. 
    
35. quietly estimates restore ``mod1''
    
36. local `rss1'=e(rss)
    
37. local `rsq1'=e(r2)
    
38. quietly _predict `e1' if e(sample), resid
    
39. quietly gen `s1'=e(sample)
    
40. 
    
41. quietly estimates restore ``mod2''
    
42. local `rss2'=e(rss)
    
43. local `rsq2'=e(r2)
    
44. quietly _predict `e2' if e(sample), resid
    
45. quietly gen `s2'=e(sample)
    
46. 
    
47. quietly count if `s1'==1 & `s2'==1 & ~missing(`e1',`e2')
    
48. local `n'=r(N)
    
49. 
    
50. quietly gen `m'=log(``rss1''/``rss2'')/2 + ``n''*((`e1'^2)/``rss1'' - (`e2'^2)/``rss2'')/2 if `s1'==1 & `s2'==1 & ~missing(`e1',`e2')
    
51. 
    
52. quietly reg `m'
    
53. 
    
54. local `zstat'=-sqrt((e(N)-1)/e(N))*_b[_cons]/_se[_cons]
    
55. local `pval'=(1-normal(abs(``zstat'')))*2
    
56. 
    
57. di as result _column(20) "   Model 1"  _column(35) "   Model 2"
    
58. di as result "R-Squared" _column(20) %10.4f ``rsq1'' _column(35) %10.4f ``rsq2''
    
59. di as result ""
    
60. di as result "Vuong Z-Statistic" _column(20) %10.4f ``zstat''
    
61. di as result "  p-value" _column(20) %10.4f ``pval''
    
62. 
    
63. return scalar r2_1=``rsq1''
    
64. return scalar r2_2=``rsq2''
    
65. return scalar Z=``zstat''
    
66. return scalar p=``pval''
    
67. 
    
68. quietly count if (`s1'==1 & `s2'==0) | (`s1'==0 & `s2'==1)
    
69. local `nbad'=r(N)
    
70. di as result ""
    
71. if ``nbad''>0 di as err "``nbad'' observations in one model but not the other"
    
72. 
    
73. end

复制代码

jjjj6666 发表于 2014-2-23 23:55
try this one

谢谢您的耐心的回答，我想再问一下，我是应该将这些代码复制到txt文本中，然后将扩展名更改为ado，然后再怎么处理这个ado文件呢？可不可以将文件改为do文件？

it's better to save as vuong.ado file and put under "c:\ado\personal" or c"\ado"  (the default, using command adopath inside your stata and see if that path is there), then just run vuong as a stata command.

jjjj6666 发表于 2014-2-24 10:44
it's better to save as vuong.ado file and put under "c:\ado\personal" or c"\ado"  (the default, usin ...

感谢您耐心的回答，但是我按照您指导的方法做之后，在进行检验时出现了下面的提示：

. vuong m1 m2
unexpected end of file
(error occurred while loading vuong.ado)
r(612);

其中：m1是第一个回归的结果
         m2是第二个回归的结果
请问这是什么原因呢？

vuong.txt (1.93 KB)

2014-2-25 09:14:20 上传

did you put the whole thing in vuong.ado.  I attached the file vuong.txt, rename it as vuong.ado, and try.  I tried it and works fine.

jjjj6666 发表于 2014-2-25 09:15
did you put the whole thing in vuong.ado.  I attached the file vuong.txt, rename it as vuong.ado ...

恩恩，我也可以用了，是我之前没弄好，真是太感谢您了。

抱歉想请问一下，我按照上面的方法把txt檔的檔名改成vuong.ado
也丢进ado的文件夹中
但是还是出现
. vuong mod1 mod2
unrecognized command:  vuong
r(199);
請問是怎麼回事呢?

我用的是免安裝的stata 12

if you use:

adopath

is the file put into one of the folder specified (for personal ado file)?  Check the folder and make sure the file is named correctly.

不好意思，按照上面的方法再试一次又可以了
不过遇到另一个问题，我的资料是panel data

用这个vuong test的ado会出现
. vuong modA modB
option resid not allowed

请问为什么会这样呢是我设定哪里有问题吗?
谢谢您的回复，感激不尽