(1)将个体变量(id)由字符型转化为数值型,
- encode id,gen(idd)
- xtset idd t
- constraint 1 lnp1+lnp2=1
- constraint 2 c.t#c.lnp1+c.t#c.lnp2=0
- constraint 3 c.lnp1#c.lnp2+c.lnp1#c.lnp1=0
- constraint 4 c.lnp1#c.lnp2+c.lnp2#c.lnp2=0
- constraint 5 c.lnk#c.lnp1+c.lnk#c.lnp2=0
- constraint 6 c.lny#c.lnp1+c.lny#c.lnp2=0
但我的数据条数由近六万条,转换时候会报错,上传每年数据的前5条以供参考,主要问题是如何在Stata中表达出来图中的公式3,求偏导用margins命令是没错,但偏导之后求得的数值为一个固定值,无法作为一个方程放进似不相关回归方程中。思考学习多日,无果。望各位老师不吝指教啊!
数据如下:
- * Example generated by -dataex-. To install: ssc install dataex
- clear
- input str10 id byte t double(lnvc lny lnk lnp1 lnp2) long idd
- "SZ10003237" 1 9.18266080286944 9.445412494155667 8.739696537843024 4.605170185988092 4.605170185988092 1
- "SZ10093093" 1 8.834919385216395 8.97233695775495 6.144185634125646 4.605170185988092 4.605170185988092 8
- "SZ10225908" 1 8.642768014324304 8.68710472813351 7.578145472419466 4.605170185988092 4.605170185988092 14
- "SZ10562542" 1 9.060679597421776 8.85922139360813 7.249925536717988 4.605170185988092 4.605170185988092 30
- "SZ10279375" 1 8.937349848267392 8.66319648553608 8.572249397164315 4.605170185988092 4.605170185988092 18
- "SZ10003237" 2 9.663070672551461 9.821029430095607 -.21871454019375813 4.703475874772215 4.550714000192032 1
- "SZ10225908" 2 6.248042874508429 6.672032945461067 -.7639500072921363 4.703475874772215 4.550714000192032 14
- "SZ10562542" 2 8.830396801098097 8.870943863837724 -.09015639549879462 4.703475874772215 4.550714000192032 30
- "SZ10350716" 2 11.265104925943579 11.477505519738967 -.46745404341378244 4.703475874772215 4.550714000192032 22
- "SZ10112122" 2 13.334115896553447 13.304401560718478 -.07103541514217901 4.703475874772215 4.550714000192032 11
- "SZ10255715" 3 8.525756422076725 8.562740006372207 11.209588152907875 4.801855673217808 4.609914958000251 15
- "SZ10003237" 3 9.581559041355757 9.766464356369461 9.338733586744581 4.801855673217808 4.609914958000251 1
- "SZ10225908" 3 6.171700597410915 6.56244409369372 7.352441100243583 4.801855673217808 4.609914958000251 14
- "SZ10562542" 3 8.957639268419648 8.83127373772255 7.311218384419629 4.801855673217808 4.609914958000251 30
- "SZ10564338" 3 9.600624158088683 9.633710883953182 6.61472560020376 4.801855673217808 4.609914958000251 31
- "SZ10059328" 4 9.055906318669118 9.170559501964338 7.207118856207756 4.900198416832667 4.669358685307349 6
- "SZ10562542" 4 9.48257880293411 9.539859923169543 7.189922170745808 4.900198416832667 4.669358685307349 30
- "SZ10069941" 4 12.195345312889286 12.24630246474924 12.487168073587146 4.900198416832667 4.669358685307349 7
- "SZ10515584" 4 9.116029692504942 9.305650551780508 8.974618038455112 4.900198416832667 4.669358685307349 28
- "SZ10266174" 4 8.7509996908987 8.85907931788153 7.034387929915503 4.900198416832667 4.669358685307349 17
- "SZ10096472" 5 8.85051762174672 8.965462328515967 7.162397497355718 5.096883904062384 4.713282118073165 10
- "SZ10163227" 5 8.876544550558378 8.38320455141292 9.097059685517216 5.096883904062384 4.713282118073165 12
- "SZ10295590" 5 9.148464968258095 9.214332393245721 7.484368643286131 5.096883904062384 4.713282118073165 19
- "SZ10823798" 5 9.335209354022052 9.532423871145296 7.649692623711514 5.096883904062384 4.713282118073165 51
- "SZ10352302" 5 8.20685642839965 8.800113946766308 8.170185652879642 5.096883904062384 4.713282118073165 23
- "SZ10044856" 6 8.922658299524402 9.259130536145614 6.937314081223682 5.293569391292102 4.913381410891094 4
- "SZ10178844" 6 11.057187594186415 11.176781174568776 8.07402621612406 5.293569391292102 4.913381410891094 13
- "SZ10577373" 6 10.31473590540002 10.663522056137511 8.840724916761715 5.293569391292102 4.913381410891094 32
- "SZ10331837" 6 11.049921282344737 11.44571671527678 8.24117615049496 5.293569391292102 4.913381410891094 21
- "SZ10324948" 6 8.254528881939745 8.820847033377717 8.971575439759016 5.293569391292102 4.913381410891094 20
- "SZ10024261" 7 10.096501738868826 10.328755287940472 7.8632667240095735 5.39191213490696 4.710585905169494 3
- "SZ10057703" 7 9.910661756284128 10.067560274273285 5.337538079701318 5.39191213490696 4.710585905169494 5
- "SZ10094187" 7 10.538184308498979 10.944735523814668 7.549609165154532 5.39191213490696 4.710585905169494 9
- "SZ10510035" 7 9.881906344502523 10.132215482144238 8.15478757276852 5.39191213490696 4.710585905169494 27
- "SZ10800245" 7 12.448646205707329 12.611227705578406 11.199911909226977 5.39191213490696 4.710585905169494 48
- "SZ10260603" 8 9.03741453682259 9.456966047437597 6.208590026096629 5.490254878578392 4.690857853928004 16
- "SZ10589156" 8 10.499242387087424 10.502461406828811 6.349138991379798 5.490254878578392 4.690857853928004 33
- "SZ10375358" 8 9.99606673382922 10.489884363149192 6.668228248417403 5.490254878578392 4.690857853928004 24
- "SZ10406768" 8 8.792093929503285 8.963160242833732 6.92951677076365 5.490254878578392 4.690857853928004 25
- "SZ10589191" 8 12.561138796054486 12.603932238222164 11.478779055733174 5.490254878578392 4.690857853928004 34
- "SZ10860515" 9 9.358107926541065 9.429315246418172 8.791790024319363 5.588597622296499 4.876902738382653 54
- "SZ10555194" 9 14.129619210383838 14.281713850067897 11.685474425115356 5.588597622296499 4.876902738382653 29
- "SZ30028256" 9 8.768130009640473 8.837681215593197 8.60061479955531 5.588597622296499 4.876902738382653 56
- "SZ30028257" 9 8.656207164567654 8.672999642554437 9.608847999516849 5.588597622296499 4.876902738382653 57
- "SZ10863407" 9 15.996039870890455 16.157396745496314 14.212450765477344 5.588597622296499 4.876902738382653 55
- "SZ10858864" 10 15.348720613950093 11.810092413433225 9.562123369834488 5.686940365897153 4.676969781603866 53
- "SZ10656316" 10 13.622039114996502 9.936051543409391 10.714506653690963 5.686940365897153 4.676969781603866 35
- "SZ10008090" 10 14.507283609841698 12.681530125458373 9.52806656577634 5.686940365897153 4.676969781603866 2
- "SZ10674867" 10 13.4655657449452 10.490996401073076 8.003697339094368 5.686940365897153 4.676969781603866 36
- "SZ30043560" 10 13.099193191474157 8.737131611781498 6.907755278982137 5.686940365897153 4.676969781603866 58
- "SZ10796686" 11 12.089082987433441 12.21219884201011 10.439132610118632 5.883625853023217 4.806347026064716 44
- "SZ10796709" 11 10.42467562342173 10.374147216543994 9.904437101571716 5.883625853023217 4.806347026064716 45
- "SZ10796752" 11 14.293492578137554 14.422601904857622 11.526048973786606 5.883625853023217 4.806347026064716 46
- "SZ10796778" 11 11.476499908987682 11.556090312864955 9.315690887584008 5.883625853023217 4.806347026064716 47
- "SZ10837877" 11 13.608527928904527 13.719746074979884 11.087206627834796 5.883625853023217 4.806347026064716 52
- "SZ10689648" 12 12.187262980274774 12.284532562790037 8.175547596021026 5.981968596695884 4.6716056567784605 37
- "SZ10689656" 12 10.534604493455353 10.541650424763313 6.824373670043086 5.981968596695884 4.6716056567784605 38
- "SZ10689668" 12 10.560542718495137 10.19200677448047 8.832441791585824 5.981968596695884 4.6716056567784605 39
- "SZ10689696" 12 11.40678152930796 11.537939976964939 9.538492376981678 5.981968596695884 4.6716056567784605 40
- "SZ10689712" 12 12.303548499541037 12.401812111532097 10.364261216403174 5.981968596695884 4.6716056567784605 41
- "SZ10726138" 13 12.799372761508694 12.930401097823681 8.886823846515187 6.080311340294487 4.537812976077108 42
- "SZ10789453" 13 11.732429135331756 11.720500452676314 9.160309438370618 6.080311340294487 4.537812976077108 43
- "SZ10816505" 13 12.237778210283578 12.27609298898697 9.374328222081633 6.080311340294487 4.537812976077108 49
- "SZ10816556" 13 12.122078810865933 12.196673612684329 8.332548939252638 6.080311340294487 4.537812976077108 50
- "SZ10498207" 13 10.287048614148606 10.33728093263115 7.356279876550748 6.080311340294487 4.537812976077108 26
- end