不初心,得始终 发表于 2014-3-23 22:02
vwls y x。。,sd(sd)要比reg y x... 这几个前面的英文字母是什么意思?
predict u, residuals
predict yf, xb
gen lnu2=ln(u^2)
gen yf2=yf^2
quietly reg lnu2 yf yf2
predictnl u2f = exp (xb())
gen sd=sqrt(u2f)
vwls lntc lnq lnpl lnpf lnpk , sd(sd)
predict u, residuals
gen lnu2=ln(u^2)
quietly reg lnu2 lnq lnpl lnpf lnpk
predict g, xb
gen h=exp(g)
gen invvar=1/h
reg lntc lnq lnpl lnpf lnpk [aweight=invvar]