Stata面板回归操作过程、基本指令及概要

1、Stata面板回归操作过程、基本指令及概要在使用Stata过程中，录入面板数据后，一般需要对初始数据进行识别，因此需要首先进行面板数据的识别，其指令为：1.面板数据识别指令：tssetregionyear案例：部分初始数据京京审京京s京京京京津津kLLbLLLLLLLLLLLLLLLL匚XF-TVTVTTTVTTT7TVJJJdJJ-?:T.i-!.计ii_J产量二环境粗“1育动丈农机朋二财nJ気-亍“丄:yaatyrrs网xl7C2e3咒4e520D54SS4.5720.994.13S-265.B2工T54,232DDE価4.572Ck9斗JD5.395-794114302007斗”502Q

2、964J15.295.71辭4.3320084.334.4B20034.14SA253490432DDEI4越4r4920,194435.425r604.Z68?010ITS4.4B20.11斗”125.415.625.ai1.1320114机4.5320.564.0B5-3+5u5B5弟也0320121734朋20,944r055,275.455,414272013屯574.fi521.59斗.I3115.075.345.TQ3.3020144.164.7522.553u9&4-795.2B58&3.旳2005A924.4B2aQJ4.405.666422.554.H020D&4.M4r67

3、21,834如5,C56412,784.1020074.994.712Z1S4.34生酣6.41N29也662DDBsaa4.6521654-335.696.39.E54.35200950546521.754335.Z36394154072010S.074.6121.284305-7+6_3B4.23.5120115,09斗戲20,774.295,746374,52Z09录入数据操作为:口GrapNeKtatfstks；utilitiesMatricec,adoDatHutilitiesMatnceisiIiongifEQCOaiaLJCXET.umVBZ3.AdataUsnrVnd3U.MH

4、E3C.Data.EditorCreaterrhangdtniVaniihlcsManagerSh已曰.IUJ：J.ve-DataEditor(Edrt)百口口9t-Jt；fll匸DiXA-umnIlLLp./mnr,BtiSLt&-CC-Hl将上述初始数据录入stata后（注意：录入数据及首行只能是英文字母或者数字，不能有汉字），显示如下：varivir4Var5V-arfivarzVOTEva-9-vario1匚WTi|y皀sKlX2亶3MS4.EE4.G7g-BB4_xaE.3CE.J3.7E314.4.57丄。5.395.79d114mo4120074,63+,5B:EC1&5,255

5、,711,63-32H口占4.3-+4E20.93斗.1-45.-HZ5.554.ED9.-431200?4.S34.492Q.1?出：L占5.425.tO49673.SD1Q4.7E4.4E20.114.12G.-41.E.3-E.DZi.za3120114.804uE3益口弓吕4OSE.34-EE85a33：4.03号1012+ITH+,5B知*rO55.275.+95,41呻?1O3.4.571423.59-4-.Bl5.OT5.345-TOS.301114.1647E卫卫弓弓J.M4.79E.ISE：B4B.aa*1354.3-+.4Q20-.曲4.4ac.ccC.413.EEd.DG

6、1524.5ft4uB714电口S45A.4Xz-rs4.ia1*20074.99+.71*r3*5.ee.41m羽叽却61?2G.口4.GEJ1.CS4.11E.QUc.jq3.CEA.p口1*23005E.054.ES2:1？吕J.35E.73.394IEd-Q73.7孟3010E.07斗-C1Lsi.3a4.-ao-E.T-SC.3fi4.3-IL-a.si1-5-2ZD115.4.SB50.77-4-.25.TdBC.374.53J.051今220125.034.5?20.d6dfc-275.736.34d61昭2H口G.Ic4.G420.Cl4.NdE.ALF=口-aaaoyCoef

7、_Std.Err.tPlt195%C-onf-Intervalers-4219-2S8.40944C7一1口吕口305-1234161.3903D34eqs-104028.0596401174-084-014282.222338xl20&2049.07298312S7-005.064426.3539838k2-8053867.878755917-oaa.63106549797OS1x3-.0112538.0739418-15.879-.1宮7今合4弓.1354268x4-036156.01808732-00-048.口002757.D720364xS-.D661454.0135786-4.87

8、口口口一.口今吕口81fi039-2091aons-.0.S485521-a-0S.S26-19700521.79-3292sigma_u.24169699面板数据随机效应回归指令：xtregyerseqsx1x2x3x4x5,rehausman检验指令：Hausman检验是固定效应或者随机效应回归之后，需要加入的一个检验，具体指令如下：quixtregyerseqsx1x2x3x4x5,feeststorefequixtregyerseqsx1x2x3x4x5,feeststorerehausmanfere门限回归指令使用门限(或者门槛)回归模型的，只需要在录入数据后，使用以下指令进行回归即

9、可，xthreg为门限回归指令，yeqsx1x2x3x4x5分别为自变量和因变量，rx和qx括号中的分别为核心解释变量与门限变量，可以一致也可以不一致。单门槛：xthregyeqsx1x2x3x4x5,rx(ers)qx(ers)thnum(l)trim(O.Ol)grid(400)bs(300)双门槛：xthregyeqsx1x2x3x4x5,rx(ers)qx(ers)thnum(2)trim(0.010.05)bs(300300)双门槛作图指令：._matplote(LR21),columns(l2)yline(7.35,lpattern(dash)connect(direct)msize(small)mlabp(0)mlabs(zero)ytitle(LRStatistics)xtitle(FirstThreshold)recast(line)name(LR21)nodraw._matplote(LR22),columns(12)yline(7.35,lpattern(dash)connect(direct)msize(smal