stata 面板数据如何做两阶段最小二乘法和三阶段最小二乘法

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请教，stata面板数据如何做两阶段最小二乘法和三阶段最小二乘法~~是先做xtreg回归分析后，然后在此基础上做两阶段最小二乘法吗？命令感觉很多，不知道用哪个。
还有三阶段最小二乘法是又怎么做~实在搞不懂
有知道的朋友，请不惜赐教~~感谢感谢！

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关键词：三阶段最小二乘法 两阶段最小二乘法 最小二乘法 Stata 最小二乘 如何做stata面板数据两阶段最小二乘法

不能三阶段

两阶段，看帮助里面啊。能做什么手册和帮助里面说的很明确。
已经明确写了。






Title


    [XT] xt -- Introduction to xt commands

Syntax
        xtcmd ...

Description


    The xt series of commands provide tools for analyzing panel data (also known as longitudinal data or in some
    disciplines as cross-sectional time series when there is an explicit time component).  Panel datasets have the
    form x_[it], where x_[it] is a vector of observations for unit i and time t.  The particular commands (such as
    xtdescribe, xtsum, and xtreg) are documented in alphabetical order in the entries that follow this entry.  If you
    do not know the name of the command you need, try browsing the second part of this description section, which
    organizes the xt commands by topic.  Remarks and examples of [XT] xt describes concepts that are common across
    commands.


    The xtset command sets the panel variable and the time variable; see [XT] xtset.  Most xt commands require that the panel variable be specified, and some require that the time variable also be specified.  Once you xtset your data, you need not do it again.  The xtset information is stored with your data.

    If you have previously tsset your data by using both a panel and a time variable, these settings will be
    recognized by xtset, and you need not xtset your data.
   If your interest is in general time-series analysis, see [U] 26.17 Models with time-series data and the
    Time-Series Reference Manual.  If your interest is in multilevel mixed-effects models, see the Multilevel
    Mixed-Effects Reference Manual.

    Setup


        xtset        Declare data to be panel data




    Data management and exploration tools
     xtdescribe   Describe pattern of xt data
        xtsum        Summarize xt data
        xttab        Tabulate xt data
        xtdata       Faster specification searches with xt data
        xtline       Line plots with xt data

    Linear regression estimators
       xtreg        Fixed-, between- and random-effects, and population-averaged linear models
        xtregar      Fixed- and random-effects linear models with an AR(1) disturbance
        xtgls        Panel-data models using GLS
        xtpcse       Linear regression with panel-corrected standard errors
        xthtaylor    Hausman-Taylor estimator for error-components models
        xtfrontier   Stochastic frontier models for panel data
        xtrc         Random-coefficients regression
        xtivreg      Instrumental variables and two-stage least squares for panel-data models


    Unit-root tests
       xtunitroot   Panel-data unit-root tests

    Dynamic panel-data estimators
     xtabond      Arellano-Bond linear dynamic panel-data estimation
        xtdpd        Linear dynamic panel-data estimation
        xtdpdsys     Arellano-Bover/Blundell-Bond linear dynamic panel-data estimation

    Censored-outcome estimators
        xttobit      Random-effects tobit models
        xtintreg     Random-effects interval-data regression models

    Binary-outcome estimators
        xtlogit      Fixed-effects, random-effects, & population-averaged logit models
        xtprobit     Random-effects and population-averaged probit models
        xtcloglog    Random-effects and population-averaged cloglog models

    Ordinal-outcome estimators
        xtologit      Random-effects ordered logistic models
        xtoprobit     Random-effects ordered probit models

    Count-data estimators
      xtpoisson    Fixed-effects, random-effects, & population-averaged Poisson models
        xtnbreg      Fixed-effects, random-effects, & population-averaged negative binomial models
   Generalized estimating equations estimator


        xtgee        Population-averaged panel-data models using GEE

谢谢啊~
可我看有些论文说有做三阶段分析的。
谢谢你~

malinlin1234 发表于 2016-1-2 14:26
谢谢啊~
可我看有些论文说有做三阶段分析的。
谢谢你~

请问楼主做出来了吗？面板数据的三阶段最小二乘法？

蓝色 发表于 2016-1-2 08:50
不能三阶段

两阶段，看帮助里面啊。能做什么手册和帮助里面说的很明确。

老师，请教您关于stata中面板数据 联立方程组的三阶段最小二乘法，看到一篇新文章中说用这个方法做的，但是找了很久也没找到要怎么去做，望老师赐教，感谢！