我的程序:
- global controls sq_size sq_lev sq_roa sq_cash ///
- sq_p_indirpc sq_age_ceo sq_male_ceo ///
- sq_listage sq_soe sq_boardsize sq_top1 yr1-yr16 in1-in21
- sum independ $controls
- /*etr lretr btd dd_btd btdfactor shelter
- jone_risk1 jone_risk2 li_risk2 hua_risk1a hua_risk1b hua_risk5 hua_risk4
- totalrisk_a totalrisk_b systematic unsystematic
- abs_resid_inv resid_inv*/
- //Panel A: Full sample
- reg etr independ $controls , cluster(stkcd) //
- est store m1
- reg lretr independ $controls , cluster(stkcd) //
- est store m2
- reg btd independ $controls , cluster(stkcd) //
- est store m3
- reg btdfactor independ $controls , cluster(stkcd) //
- est store m4
- reg shelter independ $controls , cluster(stkcd) //
- est store m5
-
- esttab m1 m2 m3 m4 m5 using freq.csv, replace ///
- b(%6.2f) parenthese t ///
- star (* 0.1 ** 0.05 *** 0.01) ///
- scalar(N F r2 r2_a r2_p) obslast compress nogap
输出的结果