用2001-2015的省级面板数据想进行差分和系统GMM估计,但是执行
xtabond和xtdpdsys命令时总是提示
“2 invalid name”,我知道这意思是代码写的有问题,但不知道哪出了问题,要怎么改?请高人指点
- xtset prvcode sgnyea
- gen lngdp = ln(gdp)
- gen lnpergdp =ln(pergdp)
- gen lnk= ln(k)
- gen lnepprv =ln(epprv)
- gen lnpltcha =ln(pltcha)
- gen K_L =k/epprv
- gen lnK_L =ln(K_L)
- gen lnK_L_squ= lnK_L * lnK_L
- gen K_P =k/pltcha
- . gen lnK_P =ln(K_P)
- . gen lnK_P_squ= lnK_P * lnK_P
复制代码- xtreg lngdp lnk lnepprv lnpltcha lnK_L_squ lnK_P_squ i.sgnyea, fe
- est store FE
- xtreg lngdp lnk lnepprv lnpltcha lnK_L_squ lnK_P_squ i.sgnyea, re
- est store RE
- hausman FE RE, constant sigmamore
- quietly xtreg lngdp lnk lnepprv lnpltcha lnK_L_squ lnK_P_squ, r
- xtoverid
- xtabond lngdp lnk lnepprv lnK_L_squ lnK_P_squ lags(2) maxldep(3) endougenous(lnpltcha, lag(0,2)) towstep vce(robust)
- est store DiffGMM
- estat abond
- estat abond, artests(3)
- quietly xtabond
- estat sargan
- xtdpdsys lngdp lnk lnepprv lnK_L_squ lnK_P_squ lags(2) maxldep(3) endougenous(lnpltcha, lag(0,2)) towstep vce(robust)
- est store SYSGMM
- estat abond
- quietly xtdpdsys
- estat sargan
复制代码