- * Example generated by -dataex-. To install: ssc install dataex
- clear
- input long id int year str2 IndB03 float(TCA CFO1 CFO2 CFO3 REV1 PPE)
- 600257 2015 "A" -.012979026 .0004494191 .012338948 .02052306 .09065582 .13460019
- 300106 2013 "A" .029960116 .02168666 -.028428765 -.14000343 -.02485285 .4154507
- 2458 2011 "A" -.009760974 .09075433 .19745067 .05766682 .2497684 .3662671
- 2069 2015 "A" -.13363788 .010293655 .06785981 .06569765 .0137914 .26638734
- 2069 2017 "A" -.06143613 .0730756 .032424297 . .03652639 .24798797
- 2477 2014 "A" -.0031115895 .03474666 -.02232675 -.0404449 -.01575156 .3959014
- 600598 2017 "A" -.002475314 .2088097 .10957245 . -.01330335 .423915
- 600975 2011 "A" -.006019058 .036127374 .08774804 -.05256652 .11735561 .29260027
- 300189 2012 "A" .068820804 .003664218 -.022465924 .009265089 .002676776 .06087188
- 2069 2010 "A" .15288223 .02701011 .015241037 .029401187 .26719758 .20305067
- 600371 2015 "A" -.12711464 .2472451 .15182415 .19272216 -.09086953 .20943373
- 300189 2013 "A" .01183702 -.02009667 .008287993 .02766721 .013972653 .10177094
- 300087 2014 "A" -.07999898 .010041213 .09482992 .09645914 .002882938 .17438503
- 300498 2016 "A" -.05801116 .2472451 .28308696 .21555027 .2997816 .3065942
- 998 2010 "A" -.01576576 .07355242 .06818179 .08385693 .09712792 .1387844
- 200992 2007 "A" . . . . . .
- 600257 2009 "A" .008593645 .063481465 .009392582 .015240542 .06706618 .2218704
- 735 2014 "A" .005179105 .04283488 -.005108596 .005928637 -.16973463 .2242175
- 601118 2012 "A" .0604169 .07928162 -.04162627 .031460244 .10296977 .10145155
- 2069 2014 "A" -.13123253 .03743635 .009455224 .06233255 .008113388 .25330648
- 600108 2015 "A" .012486678 .017929453 .007309781 .0001257235 -.007055871 .1881779
- 600540 2017 "A" .0799584 .021535855 -.069662414 . .02187899 .3025419
- 2321 2016 "A" -.03928845 .11081542 .04978887 -.05896256 .11769907 .3008529
- 2234 2015 "A" -.25206628 -.08668867 .08921073 .14186727 -.14285062 .4207925
- 600975 2015 "A" -.072984606 -.019106155 .05767365 .09245308 .015814751 .3883374
- 735 2017 "A" -.01247767 .0467078 .05121159 . .06583292 .3289782
- 300094 2013 "A" .08778198 -.03771815 -.069416724 .0037946415 .3273239 .20517255
- 2069 2012 "A" -.05093111 .017585894 .08102325 .04085128 -.07046334 .14186566
- 2714 2015 "A" -.07329553 .08141436 .1636574 .22928198 .071282245 .53210676
- 600540 2007 "A" . . . . . .
- 600540 2016 "A" -.29137635 -.007279015 .01892275 -.06120976 -.05221427 .26583433
- 2200 2010 "A" .036213994 -.008989684 -.006543454 -.006375034 -.13574386 .151214
- 2299 2009 "A" . . . . . .
- 2321 2012 "A" -.1370987 .10293449 .11827751 .11556984 .0483546 .4325313
- 600540 2012 "A" -.30067065 -.006635972 .27865815 .017862067 .3173077 .1778508
- 600598 2015 "A" -.01333149 .2470383 .10033563 .207803 -.18822236 .50253487
- 2069 2007 "A" . . . . . .
- 600354 2014 "A" -.1830342 .05258819 .1207212 .07859866 -.1582507 .18787153
- 600097 2009 "A" -.10706548 .20284823 .19398656 .11900885 -.227685 .5784834
- 2069 2013 "A" -.02149022 .07393413 .037277 .009414978 .002456389 .1644936
- 600467 2009 "A" .006268026 .0810717 .03744558 .064454734 .03197927 .656514
- 600354 2011 "A" .1020568 .06171357 -.05303986 .13343692 .06172553 .20393646
- 2234 2013 "A" -.1079702 -.003870681 -.032727197 -.0894558 -.10055684 .3356072
- 2477 2017 "A" .0043272274 .09027054 .003822652 . -.01964954 .1813917
- 600965 2013 "A" .03157065 .02978912 .070455216 .20463394 .4895731 .417561
- 600354 2007 "A" . . . . . .
- 2200 2015 "A" .05302808 -.0803436 -.032632787 -.19737096 .04241353 .04649732
- 2477 2011 "A" .12621124 .01170817 .06802883 -.04171638 .2832498 .1661253
- 2477 2010 "A" . . . . . .
- 600540 2009 "A" .05428754 -.11927588 -.04878115 -.10812262 -.05969844 .2632409
- end
分组回归公式是:
winsor2 TCA CFO1 CFO2 CFO3 REV2 PPE, replace cuts(1 99)
bys year IndB03: reg CFO1 CFO2 CFO3 REV2 PPE
predict e,r
那后续如何提取残差的标准差呢?谢谢!