{"id":7936,"date":"2024-06-29T21:01:01","date_gmt":"2024-06-29T13:01:01","guid":{"rendered":""},"modified":"2024-06-29T21:01:01","modified_gmt":"2024-06-29T13:01:01","slug":"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76","status":"publish","type":"post","link":"https:\/\/mushiming.com\/7936.html","title":{"rendered":"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76"},"content":{"rendered":"<p id=\"main-toc\"><strong>\u76ee\u5f55<\/strong><\/p>\n<p id=\"1%20%E5%9B%BA%E5%AE%9A%E6%95%88%E5%BA%94%E6%A8%A1%E5%9E%8B%E6%A6%82%E5%BF%B5%EF%BC%88Fixed%20Effects%20Model%EF%BC%89-toc\" style=\"margin-left:0px;\">1 \u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u6982\u5ff5\uff08Fixed Effects Model\uff09<\/p>\n<p id=\"2%C2%A0%20stata%E5%91%BD%E4%BB%A4-toc\" style=\"margin-left:40px;\">1.1&nbsp; stata\u547d\u4ee4<\/p>\n<p id=\"2.1%20LSDV%E6%B3%95%EF%BC%88Least%20squares%20dummy%20variable%EF%BC%89-toc\" style=\"margin-left:80px;\">1.1.1 LSDV\u6cd5\uff08Least squares dummy variable\uff09<\/p>\n<p id=\"2.2%C2%A0%E5%9B%BA%E5%AE%9A%E6%95%88%E5%BA%94%E6%A8%A1%E5%9E%8B-toc\" style=\"margin-left:80px;\">1.1.2&nbsp;\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\uff08Fixed Effects Model\uff09<\/p>\n<p id=\"%C2%A02.3%20%E5%91%BD%E4%BB%A4%E6%AF%94%E8%BE%83(reg%E3%80%81xtreg%E3%80%81areg%E3%80%81reghdfe)-toc\" style=\"margin-left:80px;\">1.1.3&nbsp;\u547d\u4ee4\u6bd4\u8f83(reg\u3001xtreg\u3001areg\u3001reghdfe)<\/p>\n<p id=\"1.2%C2%A0%20%E5%9B%BA%E5%AE%9A%E6%95%88%E5%BA%94%E6%A8%A1%E5%9E%8B%E9%80%89%E6%8B%A9%E2%80%94%E2%80%94F%E6%A3%80%E9%AA%8C%C2%A0-toc\" style=\"margin-left:40px;\">1.2&nbsp; \u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u9009\u62e9\u2014\u2014F\u68c0\u9a8c&nbsp;<\/p>\n<p id=\"3.1.1%C2%A0%E5%8D%95%E5%9B%A0%E7%B4%A0%E6%95%88%E5%BA%94%E7%9B%B4%E6%8E%A5%E7%9C%8BP%E5%80%BC-toc\" style=\"margin-left:80px;\">1.2.1\u5355\u56e0\u7d20\u6548\u5e94\u76f4\u63a5\u770bP\u503c<\/p>\n<p id=\"%C2%A03.1.2%20%E5%8F%8C%E5%90%91%E6%95%88%E5%BA%94-toc\" style=\"margin-left:80px;\">1.2.2\u53cc\u5411\u6548\u5e94\u68c0\u9a8c\uff08\u65f6\u70b9\u6548\u5e94\uff09<\/p>\n<p id=\"2%20%E9%9A%8F%E6%9C%BA%E6%95%88%E5%BA%94%E6%A8%A1%E5%9E%8B%EF%BC%88random%20effects%20models%EF%BC%89-toc\" style=\"margin-left:0px;\">2 \u968f\u673a\u6548\u5e94\u6a21\u578b\uff08Random Effects Model\uff09<\/p>\n<p id=\"3%20%E6%B7%B7%E5%90%88%E6%95%88%E5%BA%94%E6%A8%A1%E5%9E%8B%EF%BC%88Mixed%20Effects%20Model%EF%BC%89%C2%A0-toc\" style=\"margin-left:0px;\">3 \u6df7\u5408\u6548\u5e94\u6a21\u578b\uff08Mixed Effects Model\uff09&nbsp;<\/p>\n<p id=\"3%20%E9%80%89%E6%8B%A9%E4%BD%BF%E7%94%A8%E6%B7%B7%E5%90%88%E5%9B%9E%E5%BD%92%E8%BF%98%E6%98%AF%E9%9A%8F%E6%9C%BA%E6%95%88%E5%BA%94-toc\" style=\"margin-left:40px;\">\u2014\u2014\u9009\u62e9\u4f7f\u7528\u6df7\u5408\u56de\u5f52\u8fd8\u662f\u968f\u673a\u6548\u5e94<\/p>\n<p id=\"%C2%A03%C2%A0%E8%B1%AA%E6%96%AF%E6%9B%BC%E6%A3%80%E9%AA%8C-toc\" style=\"margin-left:0px;\">4&nbsp;\u8c6a\u65af\u66fc\u68c0\u9a8c\u2014\u2014\u4e2a\u4f53\u6548\u5e94\u4e0e\u968f\u673a\u6548\u5e94\u9009\u62e9<\/p>\n<p id=\"5%20%E4%BB%A3%E7%A0%81%E6%95%B4%E5%90%88-toc\" style=\"margin-left:0px;\">5 \u4ee3\u7801\u6574\u5408<\/p>\n<p id=\"%C2%A06%20%E5%87%BA%E7%8E%B0%E7%9A%84%E9%97%AE%E9%A2%98%E5%8F%8A%E8%A7%A3%E5%86%B3%E6%96%B9%E6%B3%95-toc\" style=\"margin-left:0px;\">&nbsp;6 \u51fa\u73b0\u7684\u95ee\u9898\u53ca\u89e3\u51b3\u65b9\u6cd5<\/p>\n<hr>\n<h2 id=\"1%20%E5%9B%BA%E5%AE%9A%E6%95%88%E5%BA%94%E6%A8%A1%E5%9E%8B%E6%A6%82%E5%BF%B5%EF%BC%88Fixed%20Effects%20Model%EF%BC%89\">1 \u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u6982\u5ff5\uff08Fixed Effects Model\uff09<\/h2>\n<p id=\"main-toc\">\u5728\u9762\u677f\u6570\u636e\u7ebf\u6027\u56de\u5f52\u6a21\u578b\u4e2d\uff0c \u5982\u679c\u5bf9\u4e8e\u4e0d\u540c\u7684\u622a\u9762\u6216\u4e0d\u540c\u7684\u65f6\u95f4\u5e8f\u5217\uff0c \u53ea\u662f\u6a21\u578b\u7684\u622a\u8ddd\u9879\u662f\u4e0d\u540c\u7684\uff0c \u800c\u6a21\u578b\u7684\u659c\u7387\u7cfb\u6570\u662f\u76f8\u540c\u7684\uff0c \u5219\u79f0\u6b64\u6a21\u578b\u4e3a\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u3002 \u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u5206\u4e3a\u4e09\u7c7b\uff1a<\/p>\n<blockquote>\n<p><span style=\"color:#e6b223;\"><strong>1.\u4e2a\u4f53\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\uff1a<\/strong><\/span>\u5bf9\u4e8e\u4e0d\u540c\u7684\u7eb5\u5256\u9762\u65f6\u95f4\u5e8f\u5217\uff08\u4e2a\u4f53\uff09 \u53ea\u6709\u622a\u8ddd\u9879\u4e0d\u540c\u7684\u6a21\u578b<\/p>\n<p><span style=\"color:#e6b223;\"><strong>2.\u65f6\u70b9\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\uff1a<\/strong><\/span><span style=\"color:#494949;\">\u5bf9\u4e8e\u4e0d\u540c\u7684\u622a\u9762\uff08\u65f6\u70b9\uff09 \u6709\u4e0d\u540c\u622a\u8ddd\u7684\u6a21\u578b\u3002<\/span><\/p>\n<p><span style=\"color:#e6b223;\"><strong>3.\u65f6\u70b9\u4e2a\u4f53\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\uff08\u53cc\u5411\u6548\u5e94\u6a21\u578b\uff09\uff1a<\/strong><\/span><span style=\"color:#494949;\">\u5bf9\u4e8e\u4e0d\u540c\u7684\u622a\u9762\uff08\u65f6\u70b9\uff09\u3001 \u4e0d\u540c\u7684\u65f6\u95f4\u5e8f\u5217\uff08\u4e2a\u4f53\uff09 \u90fd\u6709\u4e0d\u540c\u622a\u8ddd\u6a21\u578b\u3002<\/span><\/p>\n<\/blockquote>\n<p><u>\u6a21\u578b\u4e2d\u52a0\u5165<strong>\u4e00\u7cfb\u5217\u865a\u62df\u53d8\u91cf<\/strong>\u4f5c\u4e3a\u63a7\u5236\u53d8\u91cf\u4ee5\u8fbe\u5230\u63a7\u5236\u67d0\u4e9b\u7279\u5f81\u7684\u76ee\u7684\uff0c\u8fd9\u4e9b\u865a\u62df\u53d8\u91cf\u5c31\u53eb\u505a\u56fa\u5b9a\u6548\u5e94\u3002\u6bd4\u5982\u52a0<strong>\u884c\u4e1a<\/strong>\u56fa\u5b9a\u6548\u5e94\u3001<strong>\u5e74\u4efd<\/strong>\u56fa\u5b9a\u6548\u5e94\u3001<strong>\u5730\u533a<\/strong>\u56fa\u5b9a\u6548\u5e94\uff0c\u5b9e\u5219\u90fd\u662f\u52a0\u5165\u4e00\u8fde\u4e32\u7684\u884c\u4e1a\/\u5e74\u4efd\/\u5730\u533a\u865a\u62df\u53d8\u91cf\u4f5c\u4e3a\u63a7\u5236\u53d8\u91cf\uff0c\u4ee5\u8fbe\u5230\u5bf9\u884c\u4e1a\/\u5e74\u4efd\/\u5730\u533a\u7279\u5f81\u7684\u63a7\u5236\u3002<\/u><\/p>\n<\/p>\n<h3 id=\"2%C2%A0%20stata%E5%91%BD%E4%BB%A4\">1.1&nbsp; stata\u547d\u4ee4<\/h3>\n<h4 id=\"2.1%20LSDV%E6%B3%95%EF%BC%88Least%20squares%20dummy%20variable%EF%BC%89\">1.1.1 LSDV\u6cd5\uff08Least squares dummy variable\uff09<\/h4>\n<pre class=\"language-java prettyprint linenums\"><code>* LSDV\u6cd5 reg y x controls i.industry i.year, cluster(stkcd) \/\/ \u4ee5\u201ci.\u201d\u5f62\u5f0f\u52a0\u5165\u4e00\u7cfb\u5217\u865a\u62df\u53d8\u91cf\uff0c\u4f46\u662f\u4e0d\u751f\u6210\u8fd9\u4e9b\u865a\u62df\u53d8\u91cf\u3002\u6a21\u578b\u5b58\u5728\u53cc\u56e0\u7d20\u6548\u5e94 reg y x controls i.stkcd, cluster(stkcd) \/\/ \u6a21\u578b\u5b58\u5728\u4e2a\u4f53\u6548\u5e94 reg y x controls i.year, cluster(stkcd) \/\/ \u6a21\u578b\u5b58\u5728\u65f6\u95f4\u6548\u5e94 xi: reg y x controls i.stkcd i.year, cluster(stkcd) \/\/ \u52a0\u5165xi\uff0c\u5c31\u662f\u5728\u52a0\u5165\u865a\u62df\u53d8\u91cf\u7684\u57fa\u7840\u4e0a\u8fd8\u4f1a\u521b\u5efa\u8fd9\u4e9b\u865a\u62df\u53d8\u91cf\uff0c\u4e2a\u4eba\u4e00\u822c\u4e0d\u7528\u3002 * \u7ec4\u5185\u4f30\u8ba1\u6cd5 xtset industry year \/\/ \u9700\u8981\u5148\u8bbe\u5b9a\u9762\u677f\u6570\u636e xtreg y x controls i.year, fe robust \/\/ fe\u4ee3\u8868\u56fa\u5b9a\u6548\u5e94\u6a21\u578b * \u5176\u4ed6\u65b9\u6cd5 areg\u3001reghdfe\u7b49<\/code><\/pre>\n<p>\u5bf9\u4e8e\u65f6\u95f4\u6548\u5e94\uff0c\u5982\u679c\u6837\u672c\u662f\u4ee5\u5929\u4e3a\u5355\u4f4d\u7684\u80a1\u7968\u6570\u636e\uff0cday\u7684\u8303\u56f4\u8de8\u8d8a\u4e86365\u5929\uff0c\u7528LSDV\u5c31\u4f1a\u751f\u6210364\u4e2a\u865a\u62df\u53d8\u91cf\uff0c\u5bfc\u81f4\u7ed3\u679c\u5341\u5206\u5197\u957f\uff0c\u6b64\u65f6\u53ef\u4ee5\u7528<strong>\u56fa\u5b9a\u6548\u5e94\u6a21\u578b<\/strong>\uff082.2\uff09\u6765\u89e3\u51b3\u8fd9\u4e00\u95ee\u9898\u3002<\/p>\n<p>\u56e0\u4e3a\u6570\u636e\u5f80\u5f80\u5b58\u5728\u5f02\u65b9\u5dee\u3001\u81ea\u76f8\u5173\u7b49\u95ee\u9898\uff0c\u5bfc\u81f4\u4f30\u8ba1\u7684\u6807\u51c6\u8bef\u4e0d\u51c6\u786e\uff0c\u6240\u4ee5\u6211\u4eec\u4f1a\u4f7f\u7528\u7a33\u5065\u6807\u51c6\u8bef\u6765\u66ff\u4ee3\u539f\u59cb\u6807\u51c6\u8bef\u3002\u5982\u4ee3\u7801\u4e2d\u4f7f\u7528\u7684**robust\uff08\u5f02\u65b9\u5dee\u7a33\u5065\u6807\u51c6\u8bef\uff09 \u548c cluster\uff08\u805a\u7c7b\u6587\u4ef6\u6807\u51c6\u8bef\uff09**\u4ee3\u8868\u7684\u662f\u91c7\u7528\u7a33\u5065\u6807\u51c6\u8bef\u7684\u4e0d\u540c\u5f62\u5f0f\u3002<\/p>\n<p>\u5176\u4e2dreg+cluster(stkcd) \u7b49\u4ef7\u4e8e xtreg,fe + robust\uff0c\u662f\u76ee\u524d\u8bba\u6587\u4e2d\u5e38\u7528\u7684\u6bd4\u8f83\u7a33\u5065\u7684\u6807\u51c6\u8bef\u4e86\uff0c\u540c\u6837\uff0c\u4e5f\u662f\u6bd4\u8f83\u96be\u663e\u8457\u3002\u7a33\u5065\u548c\u663e\u8457\u5f88\u96be\u4e24\u5168\u3002<br \/> &nbsp;<\/p>\n<h4 id=\"2.2%C2%A0%E5%9B%BA%E5%AE%9A%E6%95%88%E5%BA%94%E6%A8%A1%E5%9E%8B\">1.1.2&nbsp;<strong>\u56fa\u5b9a\u6548\u5e94\u6a21\u578b<\/strong>\uff08Fixed Effects Model\uff09<\/h4>\n<ul>\n<li>\u622a\u9762\u6570\u636e\uff1a<\/li>\n<\/ul>\n<p>\u6a21\u578b\uff1a<img decoding=\"async\" src=\"https:\/\/latex.csdn.net\/eq\" =\"\" =\"y_i=\\beta_0+\\beta_1x_i+\\Sigma Controls+c_i\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c1\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c1\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" >\u200b<\/p>\n<div>\n<pre class=\"language-java prettyprint linenums\"><code>reg y x controls i.industry, robust<\/code><\/pre>\n<\/div>\n<ul>\n<li>\u6df7\u5408\u622a\u9762\u6570\u636e<\/li>\n<\/ul>\n<p>\u6a21\u578b\uff1a<img decoding=\"async\" src=\"https:\/\/latex.csdn.net\/eq\" =\"\" =\"y_{it}=\\beta_0+\\beta_1x_{it}+\\Sigma Controls+\\lambda_t+c_{it}\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c2\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c2\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<div>\n<pre class=\"language-java prettyprint linenums\"><code>(xi:) reg y x controls i.industry i.year,robust<\/code><\/pre>\n<\/div>\n<ul>\n<li>\u9762\u677f\u6570\u636e\uff08\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\uff09<\/li>\n<\/ul>\n<blockquote>\n<p>\u2014\u2014\u4e2a\u4f53\u56fa\u5b9a\uff1a<img decoding=\"async\" src=\"https:\/\/latex.csdn.net\/eq\" =\"\" =\"y_{it}=\\beta_0+\\beta_1x_{it}+\\Sigma Controls+\\alpha_i+\\varepsilon_{it}\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c3\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c3\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<p>\u2014\u2014\u53cc\u5411\u56fa\u5b9a\uff1a<img decoding=\"async\" src=\"https:\/\/latex.csdn.net\/eq\" =\"\" =\"y_{it}=\\beta_0+\\beta_1x_{it}+\\Sigma Controls+\\alpha_i+\\lambda_t+\\varepsilon_{it}\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c4\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c4\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<\/blockquote>\n<div>\n<pre class=\"language-java prettyprint linenums\"><code>* \u6cd51 xtreg xtset id year \/\/\u9700\u8981\u5148\u5b9a\u4e49\u9762\u677f\u6570\u636e xtreg y x controls, fe robust \/\/\u5355\u56e0\u7d20\u4e2a\u4f53\u6548\u5e94 xtreg y x controls, fe i(year) robust \/\/ \u5355\u56e0\u7d20\u65f6\u95f4\u6548\u5e94\u6a21\u578b xtreg y x controls i.year, fe robust \/\/\u53cc\u5411\u6548\u5e94\u6a21\u578b * \u6cd52 reghdfe reghdfe y x controls, absorb(id, year)<\/code><\/pre>\n<\/div>\n<p>&nbsp;\u5b9e\u4f8b\uff1a<\/p>\n<div>\n<pre class=\"language-java prettyprint linenums\"><code>xtset industry year \/\/\u9700\u8981\u5148\u5b9a\u4e49\u9762\u677f\u6570\u636e \u884c\u4e1a\uff0c\u5e74\u4efd \/\/\u88ab\u89e3\u91ca\u53d8\u91cf\uff1alnQ8\uff0c\u89e3\u91ca\u53d8\u91cf\uff1aQ\uff0c\u63a7\u5236\u53d8\u91cf\uff1alnQ6 lnQ7 \/\/\u4e2a\u4f53\u6548\u5e94\u548c\u65f6\u95f4\u6548\u5e94\u7684\u56fa\u5b9a\u6548\u5e94\uff08\u53cc\u5411\u6548\u5e94\uff09 xtreg lnQ8 Q lnQ6 lnQ7 i.year, fe robust \/\/\u56fa\u5b9aindustry\uff0c\u4e2a\u4f53\u6548\u5e94 xtreg lnQ8 Q lnQ6 lnQ7 , fe robust<\/code><\/pre>\n<\/div>\n<p><span style=\"color:#1c7331;\"><strong>\u53cc\u5411\u6548\u5e94\u7ed3\u679c\uff1a<\/strong><\/span><\/p>\n<p><img decoding=\"async\" src=\"https:\/\/img.mushiming.top\/app\/mushiming_com\/2e8d4a521fcc45f89d3de227f8b23139.png\" =\"\" =\"\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c5\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c5\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" >\u200b<\/p>\n<p><span style=\"color:#1c7331;\"><strong>\uff08\u884c\u4e1a\uff09\u4e2a\u4f53\u6548\u5e94\u7ed3\u679c\uff1a<\/strong><\/span><\/p>\n<p><img decoding=\"async\" src=\"https:\/\/img.mushiming.top\/app\/mushiming_com\/858a4d18f29c4c04b779a9ed82548e43.png\" =\"\" =\"\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c6\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c6\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" >\u200b&nbsp;<\/p>\n<h4 id=\"%C2%A02.3%20%E5%91%BD%E4%BB%A4%E6%AF%94%E8%BE%83(reg%E3%80%81xtreg%E3%80%81areg%E3%80%81reghdfe)\">1.1.3&nbsp;\u547d\u4ee4\u6bd4\u8f83(reg\u3001xtreg\u3001areg\u3001reghdfe)<\/h4>\n<p>\u4e09\u79cd\u547d\u4ee4\u81ea\u53d8\u91cf\u7ed3\u679ct\u503c\u548c\u7cfb\u6570\u90fd\u662f\u4e00\u6837\u7684\uff0c\u533a\u522b\u5c31\u5728\u4e8e\u7ed3\u679c\u62a5\u544a\u7684\u5197\u957f\u7a0b\u5ea6\u3002<\/p>\n<blockquote>\n<p id=\"2.3.1%20reg(%E6%99%AE%E9%80%9A%E4%BC%B0%E8%AE%A1)\"><strong>\u2014\u2014reg(\u666e\u901a\u4f30\u8ba1)<\/strong><\/p>\n<ul>\n<li>reg\u6700\u4e3a\u6734\u5b9e\u65e0\u534e\uff0c\u4f1a\u5168\u90e8\u62a5\u544a\u3002\u65e0\u8bba\u9700\u8981\u63a7\u5236\u4ec0\u4e48\u56fa\u5b9a\u6548\u5e94\uff0c\u76f4\u63a5\u5f80\u6a21\u578b\u4e2d\u4ee5\u63a7\u5236\u53d8\u91cf\u5f62\u5f0f\u52a0\u5165\u5373\u53ef\uff0cStata\u5747\u4f1a\u62a5\u544a\u5176\u56de\u5f52\u7cfb\u6570\u3002\u60f3\u77e5\u9053<strong>\u88ab\u4e2a\u4f53\u56fa\u5b9a\u6548\u5e94\u5438\u6536\u6389\u7684\u53d8\u91cf\u7684\u4f30\u8ba1\u7cfb\u6570\u7528reg<\/strong><\/li>\n<\/ul>\n<\/blockquote>\n<blockquote>\n<p id=\"2.3.2%20reghdfe(%E5%A4%9A%E7%BB%B4%E4%BC%B0%E8%AE%A1)\"><strong>\u2014\u2014reghdfe(\u591a\u7ef4\u4f30\u8ba1)<\/strong><\/p>\n<ul>\n<li>reghdfe\u4e3b\u8981\u7528\u4e8e\u5b9e\u73b0\u591a\u7ef4\u56fa\u5b9a\u6548\u5e94\u7ebf\u6027\u56de\u5f52\u3002<\/li>\n<li>\u6709\u4e9b\u65f6\u5019\uff0c\u6211\u4eec\u9700\u8981\u63a7\u5236\u591a\u4e2a\u7ef4\u5ea6\uff08\u5982\u57ce\u5e02-\u884c\u4e1a-\u5e74\u5ea6\uff09\u7684\u56fa\u5b9a\u6548\u5e94\uff0c \u6b64\u65f6\uff0careg\u7684absorb\u9009\u9879\u4e2d\u53ea\u80fd\u52a0\u5165\u4e00\u4e2a\u56fa\u5b9a\u6548\u5e94\uff0c\u5982\u679c\u8981\u52a0\u5165\u66f4\u591a\u56fa\u5b9a\u6548\u5e94\uff0c\u9664\u975e\u53ea\u80fd\u4ee5i.\u5f62\u5f0f\u52a0\u5165\u63a7\u5236\u53d8\u91cf\uff0c\u4f46\u662f\u8fd9\u6837\u5c31\u4e0ereg\u3001xtreg\u4e00\u6837\uff0c\u663e\u7684\u5197\u4f59\u4e86\uff0c\u4e14\u8fd0\u884c\u901f\u5ea6\u4f1a\u5f88\u6162\uff1b<\/li>\n<li>reghdfe\u89e3\u51b3\u7684\u5c31\u662f\u8fd9\u4e00\u75db\u70b9\uff0c\u5176\u5728\u8fd0\u884c\u901f\u5ea6\u65b9\u9762\u8fdc\u8fdc\u4f18\u4e8extreg\u7b49\u547d\u4ee4\u3002<\/li>\n<\/ul>\n<\/blockquote>\n<blockquote>\n<p id=\"2.3.3%20xtreg%2C%20fe(%E7%BB%84%E5%86%85%E4%BC%B0%E8%AE%A1)\"><strong>\u2014\u2014xtreg, fe(\u7ec4\u5185\u4f30\u8ba1)<\/strong><\/p>\n<ul>\n<li>xtreg, fe\u662f\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u7684\u5b98\u65b9\u547d\u4ee4\uff0c\u4f7f\u7528\u8fd9\u4e00\u547d\u4ee4\u4f30\u8ba1\u51fa\u6765\u7684\u7cfb\u6570\u662f\u6700\u4e3a\u7eaf\u6b63\u7684\u56fa\u5b9a\u6548\u5e94\u4f30\u8ba1\u91cf\uff08\u7ec4\u5185\u4f30\u8ba1\u91cf\uff09<\/li>\n<li>\u5728\u4f7f\u7528xtreg\u547d\u4ee4\u4e4b\u524d\uff0c\u9996\u5148\u9700\u8981\u4f7f\u7528xtset\u547d\u4ee4\u8fdb\u884c\u9762\u677f\u6570\u636e\u58f0\u660e\uff0c\u5b9a\u4e49\u622a\u9762\uff08\u4e2a\u4f53\uff09\u7ef4\u5ea6\u548c\u65f6\u95f4\u7ef4\u5ea6\uff1b<\/li>\n<li>xtreg\u5b9e\u73b0\u4e2a\u4f53\u56fa\u5b9a\u6548\u5e94\u4f30\u8ba1\u5fc5\u987b\u8981\u8ddffe\uff0c\u5982\u679c\u4e0d\u8ddffe\uff0c\u9ed8\u8ba4\u4e3a\u91c7\u7528\u968f\u673a\u6548\u5e94\u6a21\u578b\u8fdb\u884c\u4f30\u8ba1\uff08re\uff09<\/li>\n<li>\u5bf9\u4e8e\u4e0d\u968f\u65f6\u95f4\u53d8\u5316\u7684\u4e2a\u4f53\u5f02\u8d28\u6027\u90fd\u4f1a\u88abfe\u5438\u6536\uff0c\u6bd4\u5982SOE\u4e00\u822c\u4e0d\u968f\u65f6\u95f4\u53d8\u5316\uff0c\u4e2a\u4f53\u56fa\u5b9a\u6548\u5e94\u5b9e\u9645\u4e0a\u5df2\u7ecf\u5305\u542b\u4e86SOE\u7684\u4fe1\u606f\uff0c\u6240\u4ee5\u91c7\u7528xtreg, fe\u540e\uff0cSOE\u5c06\u4f1a\u51fa\u73b0\u201comit\u201d\uff0c\u8868\u793a\u7531\u4e8e\u591a\u91cd\u5171\u7ebf\u6027\u88ab\u81ea\u52a8\u7701\u7565\u4e86\u3002<\/li>\n<li>\u5982\u679c\u8981\u989d\u5916\u63a7\u5236\u5176\u4ed6\u56fa\u5b9a\u6548\u5e94\uff0c\u5fc5\u987b\u8981\u5728\u63a7\u5236\u53d8\u91cf\u4e2d\u52a0\u5165\u8be5\u6548\u5e94\uff0c\u6bd4\u5982\u6211\u9700\u8981\u989d\u5916\u63a7\u5236\u5e74\u4efd\u3001\u5730\u533a\uff0c\u547d\u4ee4\u5e94\u5f53\u5199\u4e3a\uff1a<\/li>\n<\/ul>\n<pre class=\"language-java prettyprint linenums\"><code>xtreg invest mvalue kstock i.province i.year, fe<\/code><\/pre>\n<\/blockquote>\n<h3 id=\"1.2%C2%A0%20%E5%9B%BA%E5%AE%9A%E6%95%88%E5%BA%94%E6%A8%A1%E5%9E%8B%E9%80%89%E6%8B%A9%E2%80%94%E2%80%94F%E6%A3%80%E9%AA%8C%C2%A0\">1.2&nbsp; \u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u9009\u62e9\u2014\u2014F\u68c0\u9a8c&nbsp;<\/h3>\n<h4 id=\"3.1.1%C2%A0%E5%8D%95%E5%9B%A0%E7%B4%A0%E6%95%88%E5%BA%94%E7%9B%B4%E6%8E%A5%E7%9C%8BP%E5%80%BC\"><strong>1.2.1\u5355\u56e0\u7d20\u6548\u5e94\u76f4\u63a5\u770bP\u503c<\/strong><\/h4>\n<p>\u5728\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u7ed3\u679c\u6700\u4e0b\u65b9\uff0c\u6709\u663e\u793a\u7684F\u503c\u548cP\u503c\uff0c\u5982P=0.0000&lt;0.05\uff0c\u62d2\u7edd\u539f\u5047\u8bbe\u2192\u9002\u7528\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u3002<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/img.mushiming.top\/app\/mushiming_com\/7fbc5a15c96740b2a0cbd91112adc77f.png\" =\"\" =\"\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c7\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c7\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<h4 id=\"%C2%A03.1.2%20%E5%8F%8C%E5%90%91%E6%95%88%E5%BA%94\"><strong>1.2.2\u53cc\u5411\u6548\u5e94\u68c0\u9a8c\uff08\u65f6\u70b9\u6548\u5e94\uff09<\/strong><\/h4>\n<p>\u53cc\u56e0\u7d20\u6548\u5e94\u7ed3\u679c\u6700\u4e0b\u65b9\u7684P\u503c\u4ee3\u8868\u4e2a\u4f53\u6548\u5e94\uff0c\u4ec5\u80fd\u7528\u4e8e\u5224\u65ad\u662f\u5426\u5b58\u5728\u4e2a\u4f53\u6548\u5e94\u3002<\/p>\n<p>\u4f7f\u7528stata\u547d\u4ee4testparm\uff0c\u68c0\u9a8c\u6240\u6709\u7684\u65f6\u95f4\u865a\u62df\u53d8\u91cf\u7cfb\u6570\u662f\u5426\u90fd\u4e3a0\u3002\u5982\u4e0b\uff0cP=0.0000&lt;0.05\uff0c\u62d2\u7edd\u539f\u5047\u8bbe\uff0c\u5373\u5b58\u5728\u65f6\u70b9\u6548\u5e94\u3002<\/p>\n<pre class=\"language-java prettyprint linenums\"><code>testparm i.year \/\/\u68c0\u9a8c\u6240\u6709\u7684\u65f6\u95f4\u865a\u62df\u53d8\u91cf\u7cfb\u6570\u662f\u5426\u90fd\u4e3a0<\/code><\/pre>\n<p><span style=\"color:#1c7331;\"><strong>\u7ed3\u679c&nbsp;<\/strong><\/span><\/p>\n<p><img decoding=\"async\" src=\"https:\/\/img.mushiming.top\/app\/mushiming_com\/9192e13070e243cc8cf1827291b3b6f6.png\" =\"\" =\"\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c8\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c8\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<h2 id=\"2%20%E9%9A%8F%E6%9C%BA%E6%95%88%E5%BA%94%E6%A8%A1%E5%9E%8B%EF%BC%88random%20effects%20models%EF%BC%89\">2 \u968f\u673a\u6548\u5e94\u6a21\u578b\uff08Random Effects Model\uff09<\/h2>\n<p id=\"%C2%A0%C2%A0\">&nbsp;&nbsp;\u968f\u673a\u6548\u5e94\u6a21\u578b\u8ba4\u4e3a\u8bef\u5dee\u9879\u548c\u89e3\u91ca\u53d8\u91cf\u4e0d\u76f8\u5173\uff0c\u800c\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u8ba4\u4e3a\u8bef\u5dee\u9879\u548c\u89e3\u91ca\u53d8\u91cf\u662f\u76f8\u5173\u7684\u3002<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/latex.csdn.net\/eq\" =\"\" =\"y_{it}=\\alpha_{it}+\\beta x_{it}+\\varepsilon_{it}\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c9\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c9\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<pre class=\"language-java prettyprint linenums\"><code> xtreg lnQ8 Q lnQ6 lnQ7 i.year, re robust<\/code><\/pre>\n<h2 id=\"3%20%E6%B7%B7%E5%90%88%E6%95%88%E5%BA%94%E6%A8%A1%E5%9E%8B%EF%BC%88Mixed%20Effects%20Model%EF%BC%89%C2%A0\">3 \u6df7\u5408\u6548\u5e94\u6a21\u578b\uff08Mixed Effects Model\uff09&nbsp;<\/h2>\n<p>\u5404\u4e2a\u622a\u9762\u4f30\u8ba1\u65b9\u7a0b\u7684 \u622a\u8ddd\u548c\u659c\u7387\u9879\u90fd\u4e00\u6837&nbsp;<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/latex.csdn.net\/eq\" =\"\" =\"y_{it}=\\alpha_{it}+\\beta x_{it}+\\varepsilon_{it}\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c9\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c9\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<pre class=\"language-java prettyprint linenums\"><code>\/\/vce(cluster year)\u8868\u793a\u4ee5\u201cyear\"\u4e3a\u805a\u7c7b\u53d8\u91cf\u7684\u805a\u7c7b\u7a33\u5065\u6807\u51c6\u8bef reg lnQ8 Q lnQ6 lnQ7,vce(cluster year) est sto OLS<\/code><\/pre>\n<p>&nbsp;<img decoding=\"async\" src=\"https:\/\/img.mushiming.top\/app\/mushiming_com\/0c94c8b02c7e43c4b1e2400507916500.png\" =\"\" =\"\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c11\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c11\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<h3 id=\"3%20%E9%80%89%E6%8B%A9%E4%BD%BF%E7%94%A8%E6%B7%B7%E5%90%88%E5%9B%9E%E5%BD%92%E8%BF%98%E6%98%AF%E9%9A%8F%E6%9C%BA%E6%95%88%E5%BA%94\">\u2014\u2014\u9009\u62e9\u4f7f\u7528\u6df7\u5408\u56de\u5f52\u8fd8\u662f\u968f\u673a\u6548\u5e94<\/h3>\n<pre class=\"language-java prettyprint linenums\"><code>xttest0<\/code><\/pre>\n<pre class=\"language-java prettyprint linenums\"><code>reg lnQ8 Q lnQ6 lnQ7,vce(cluster year) \/\/\u6df7\u5408\u6548\u5e94\u6a21\u578b est sto OLS xtreg lnQ8 Q lnQ6 lnQ7 i.year, re \/\/\u968f\u673a\u6548\u5e94\u6a21\u578b est store re xttest0<\/code><\/pre>\n<p><img decoding=\"async\" src=\"https:\/\/img.mushiming.top\/app\/mushiming_com\/af479cae12944c18ac117d4222db8977.png\" =\"\" =\"\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c12\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c12\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<p>&nbsp;\u68c0\u9a8c\u5f97\u5230\u7684P \u503c\u4e3a0.0000\uff0c\u8868\u660e\u968f\u673a\u6548\u5e94\u6a21\u578b\u4f18\u4e8e\u6df7\u5408OLS \u6a21\u578b<\/p>\n<ul>\n<li>\u5c06\u4e09\u4e2a\u6a21\u578b\u7ed3\u679c\u653e\u5230\u4e00\u8d77<\/li>\n<\/ul>\n<pre class=\"language-java prettyprint linenums\"><code>est table OLS fe re<\/code><\/pre>\n<h2 id=\"%E2%80%8B%E7%BC%96%E8%BE%91\"><img decoding=\"async\" src=\"https:\/\/img.mushiming.top\/app\/mushiming_com\/3d225e335b394b99a6cc3b6e4b48ddf2.png\" =\"\" =\"\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c13\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c13\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/h2>\n<h2 id=\"%C2%A03%C2%A0%E8%B1%AA%E6%96%AF%E6%9B%BC%E6%A3%80%E9%AA%8C\">4&nbsp;\u8c6a\u65af\u66fc\u68c0\u9a8c\u2014\u2014\u4e2a\u4f53\u6548\u5e94\u4e0e\u968f\u673a\u6548\u5e94\u9009\u62e9<\/h2>\n<p><u><strong>\u539f\u5047\u8bbe\u662f\u968f\u673a\u6548\u5e94\u548c\u56fa\u5b9a\u6548\u5e94\u65e0\u5dee\u5f02\uff0c\u5982\u679c\u62d2\u7edd\u539f\u5047\u8bbe\uff0c\u5219\u91c7\u7528\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\uff0c\u5426\u5219\u4e3a\u968f\u673a\u6548\u5e94\u6a21\u578b\u3002<\/strong><\/u><\/p>\n<p>\u7531\u4e8e\u4f20\u7edf\u7684\u8c6a\u65af\u66fc\u68c0\u9a8c\u5047\u8bbe\u7403\u5f62\u6270\u52a8\u9879\uff0c\u6545\u5728\u8fdb\u884c\u56fa\u5b9a\u6548\u5e94\u4e0e\u968f\u673a\u6548\u5e94\u7684\u4f30\u8ba1\u65f6\uff0c\u5747\u4e0d\u4f7f\u7528\u5f02\u65b9\u5dee\u6216\u805a\u7c7b\u7a33\u5065\u7684\u6807\u51c6\u8bef\u3002\u201cconstant\u201d\u8868\u793a\u5728\u6bd4\u8f83\u7cfb\u6570\u4f30\u8ba1\u503c\u65f6\u5305\u62ec\u5e38\u6570\u9879\uff08\u9ed8\u8ba4\u4e0d\u5305\u62ec\u5e38\u6570\u9879\uff09<\/p>\n<pre class=\"language-java prettyprint linenums\"><code>xtreg lnQ8 Q lnQ6 lnQ7 , fe \/\/\u4e2a\u4f53\u56fa\u5b9a\u6548\u5e94 est store fe \/\/\u50a8\u5b58\u547d\u540d\u4e3afe xtreg lnQ8 Q lnQ6 lnQ7 , re \/\/\u968f\u673a\u6548\u5e94 est store re \/\/\u50a8\u5b58\u547d\u540d\u4e3are hausman fe re,constant \/\/\u8c6a\u65af\u66fc\u68c0\u9a8c <\/code><\/pre>\n<p><img decoding=\"async\" src=\"https:\/\/img.mushiming.top\/app\/mushiming_com\/d0a05d35e71c460aba88ddf494b5c10f.png\" =\"\" =\"\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c14\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c14\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<p>\u7531\u4e8ep\u6307\u4e3a0.0000\uff0c\u6545\u62d2\u7edd\u539f\u5047\u8bbe\uff0c\u8ba4\u4e3a\u5e94\u8be5\u4f7f\u7528\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\uff0c\u800c\u975e\u968f\u673a\u6548\u5e94\u6a21\u578b\u3002<\/p>\n<\/p>\n<blockquote>\n<p><span style=\"color:#9c8ec1;\">\u6ce8\uff1a\u8ba1\u7b97\u51fa\u7684&nbsp;s q r t ( d i a g ( V b \u2212 V B ) ) sqrt(diag(V_b-V_B))&nbsp;sqrt(diag(Vb\u200b\u2212VB\u200b))\u53ef\u80fd\u4e3a\u8d1f\u3002<\/span>\u8bf4\u660e\u7684\u6a21\u578b\u8bbe\u5b9a\u6709\u95ee\u9898\uff0c\u5bfc\u81f4Hausman \u68c0\u9a8c\u7684\u57fa\u672c\u5047\u8bbe\u5f97\u4e0d\u5230\u6ee1\u8db3\uff0c\u9057\u6f0f\u53d8\u91cf\u7684\u95ee\u9898\uff0c\u6216\u8005\u67d0\u4e9b\u53d8\u91cf\u662f\u975e\u5e73\u7a33\u7b49\u7b49\u3002<\/p>\n<\/blockquote>\n<p><img decoding=\"async\" src=\"https:\/\/img.mushiming.top\/app\/mushiming_com\/3cbdda7e26504219a43d9168026bec3a.png\" =\"\" =\"\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c15\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c15\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<p>\u53ef\u4ee5\u6539\u7528hausman\u68c0\u9a8c\u7684\u5176\u4ed6\u5f62\u5f0f\uff1ahausman fe, sigmaless\u9009\u9879\uff0c\u8868\u793a\u7edf\u4e00\u4f7f\u7528\u968f\u673a\u6548\u5e94\u4f30\u8ba1\u91cf\u7684\u65b9\u5dee\u4f30\u8ba1\uff0c\u53ef\u4ee5\u51cf\u5c11\u51fa\u73b0\u8d1f\u503c\u7684\u53ef\u80fd\u6027\u3002<\/p>\n<pre class=\"language-java prettyprint linenums\"><code>hausman fe re,constant sigmamore<\/code><\/pre>\n<p><img decoding=\"async\" src=\"https:\/\/img.mushiming.top\/app\/mushiming_com\/c9b5c6e1d69b4bfa89d9c2920d1c35da.png\" =\"\" =\"\" alt=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76 (https:\/\/mushiming.com\/)  \u7b2c16\u5f20\" title=\"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76  \u7b2c16\u5f20-\u7a46\u4e16\u660e\u535a\u5ba2\" ><\/p>\n<h2 id=\"5%20%E4%BB%A3%E7%A0%81%E6%95%B4%E5%90%88\">5 \u4ee3\u7801\u6574\u5408<\/h2>\n<pre class=\"language-java prettyprint linenums\"><code>xtset industry year \/\/ \u9700\u8981\u5148\u8bbe\u5b9a\u9762\u677f\u6570\u636e xtreg lnQ8 Q lnQ6 lnQ7 , re \/\/\u968f\u673a\u6548\u5e94\u6a21\u578b est store re \/\/\u50a8\u5b58\u547d\u540d\u4e3are reg lnQ8 Q lnQ6 lnQ7,vce(cluster year) \/\/\u6df7\u5408\u6548\u5e94\u6a21\u578b est sto OLS \u50a8\u5b58\u547d\u540d\u4e3aOLS xttest0 \/\/\u968f\u673a\u6548\u5e94\u6a21\u578b\u4e0e\u6df7\u5408\u6548\u5e94\u6a21\u578b\u9009\u62e9 xtreg lnQ8 Q lnQ6 lnQ7 , fe \/\/\u4e2a\u4f53\u56fa\u5b9a\u6548\u5e94 est store fe \/\/\u50a8\u5b58\u547d\u540d\u4e3afe hausman fe re,constant \/\/\u8c6a\u65af\u66fc\u68c0\u9a8c\uff0c\u9009\u62e9\u4e2a\u4f53\u56fa\u5b9a\u6548\u5e94\u8fd8\u662f\u968f\u673a\u6548\u5e94\u6a21\u578b est table OLS fe re \/\/\u5c06\u4e09\u4e2a\u6a21\u578b\u7ed3\u679c\u6574\u5408\u5728\u4e00\u8d77<\/code><\/pre>\n<h2 id=\"%C2%A06%20%E5%87%BA%E7%8E%B0%E7%9A%84%E9%97%AE%E9%A2%98%E5%8F%8A%E8%A7%A3%E5%86%B3%E6%96%B9%E6%B3%95\">&nbsp;6 \u51fa\u73b0\u7684\u95ee\u9898\u53ca\u89e3\u51b3\u65b9\u6cd5<\/h2>\n<p>\u5bfc\u5165\u9762\u677f\u6570\u636e\u65f6\u51fa\u73b0\u7684\u95ee\u98981<\/p>\n<pre class=\"language-java prettyprint linenums\"><code>repeated time values within panel<\/code><\/pre>\n<p>\u89e3\u51b3\u65b9\u6cd51<\/p>\n<pre class=\"language-java prettyprint linenums\"><code>destring industry,replace duplicates report industry year duplicates list industry year duplicates drop industry year , force Duplicates in terms of industry year xtset industry year <\/code><\/pre>\n<p>&nbsp;\u5bfc\u5165\u9762\u677f\u6570\u636e\u65f6\u51fa\u73b0\u7684\u95ee\u98982<\/p>\n<pre class=\"language-java prettyprint linenums\"><code>warning: existing panel variable is not year<\/code><\/pre>\n<p>&nbsp;\u89e3\u51b3\u65b9\u6cd52<\/p>\n<pre class=\"language-java prettyprint linenums\"><code>xtreg y dig lntalent IE scal gov, fe i.year robust<\/code><\/pre>\n<p>&nbsp;\u5bfc\u5165\u9762\u677f\u6570\u636e\u65f6\u51fa\u73b0\u7684\u95ee\u98983<\/p>\n<pre class=\"language-java prettyprint linenums\"><code>command xtest is unrecognized<\/code><\/pre>\n<p>&nbsp;\u89e3\u51b3\u65b9\u6cd53<\/p>\n<pre class=\"language-java prettyprint linenums\"><code>use http:\/\/www.stata-press.com\/data\/r15\/nlswork.dta xtset idcode year, yearly<\/code><\/pre>\n<p>\u672c\u6587\u53c2\u8003\uff1a02 \u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u4e0eStata\u5b9e\u73b0_\u9ed1\u767e\u6930\u7684\u535a\u5ba2-CSDN\u535a\u5ba2_stata\u56fa\u5b9a\u6548\u5e94<\/p>\n<p>\u3010Python+Stata\u3011\u8c6a\u65af\u66fc\u68c0\u9a8c\uff1a\u56fa\u5b9a\u6548\u5e94or\u968f\u673a\u6548\u5e94\uff1f_Python for Finance\u7684\u535a\u5ba2-CSDN\u535a\u5ba2_stata \u8c6a\u65af\u66fc\u68c0\u9a8c<\/p>\n","protected":false},"excerpt":{"rendered":"\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u548c\u6df7\u5408\u6548\u5e94\u6a21\u578b\u533a\u522b_\u6df7\u5408\u6548\u5e94\u6a21\u578b\u7528\u4e8e\u54ea\u79cd\u7814\u7a76\u5229\u7528Stata\u5bf9\u9762\u677f\u6570\u636e\u8fdb\u884c\u56fa\u5b9a\u6548\u5e94\u6a21\u578b\u3001\u968f\u673a\u6548\u5e94\u6a21\u578b\u3001\u6df7\u5408\u6548\u5e94\u6a21...","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[],"tags":[],"_links":{"self":[{"href":"https:\/\/mushiming.com\/wp-json\/wp\/v2\/posts\/7936"}],"collection":[{"href":"https:\/\/mushiming.com\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/mushiming.com\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/mushiming.com\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/mushiming.com\/wp-json\/wp\/v2\/comments?post=7936"}],"version-history":[{"count":0,"href":"https:\/\/mushiming.com\/wp-json\/wp\/v2\/posts\/7936\/revisions"}],"wp:attachment":[{"href":"https:\/\/mushiming.com\/wp-json\/wp\/v2\/media?parent=7936"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/mushiming.com\/wp-json\/wp\/v2\/categories?post=7936"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/mushiming.com\/wp-json\/wp\/v2\/tags?post=7936"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}