要检测一下FE和RE哪个更有效, 用的是vce(cluster Aktie_ID)
qui xtreg WlnPE PAYOUT EPSgt1 EPSgt2 BETA VOLA RES_SIZEWGBS WGBS, re
. scalar theta=e(th)
. global yandxforhausman WlnPE PAYOUT EPSgt1 EPSgt2 BETA VOLA RES_SIZEWGBS WGBS
. sort Aktie_ID
. foreach x of varlist $yandxforhausman{
2. by Aktie_ID: egen mean`x'=mean(`x')
3. gen md`x'=`x'-mean`x'
4. gen red`x'=`x'-theta*mean`x'
5. }
(1506 missing values generated)
(1506 missing values generated)
(1506 missing values generated)
(1506 missing values generated)
(1506 missing values generated)
(1506 missing values generated)
(1506 missing values generated)
(1506 missing values generated)
不知为何总是这样 我觉得是 scalar theta=e(th) 的问题, 因为用scalar theta=e(theta)时有错误报告,说是type mismatch, 改写为 scalar theta=e(th)后没有错误但是不能生成red`x', 想问问大家有没有知道怎么解决的
不胜感激啊!!!


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