实证分析完整 详细分步骤教程！ 含stata代码
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实证分析完整 详细分步骤教程！ 含stata产品内容本套教程包含以下内容（具体内容请查看下方图片目录）：文件格式：①202401版Word文档、②Do文件、③202312版Word文档，总共3份文件打包销售。特别赠送：连玉君老师的外部命令及安装教程（安装后无需临时下载指令，详见图5和图6）。Stata实证分析代码本教程涵盖多种分析方法，帮助您完成实证分析：描述性统计、相关性分析、多重共线性检验（vif）面板模型：固定效应模型随机效应模型混合效应模型Logit模型Tobit模型Probit模型系统GMM等多种回归和检验：基准回归单位根检验豪斯曼检验平行趋势检验安慰剂检验PSM-DID稳健性检验工具变量回归（IV）内生性两阶段最小二乘法（2SLS）机制分析（调节效应、中介效应）三线表导出：让您的结果展示更加专业使用指南Stata代码命令大全：2024版和202312版逐步解答：每个步骤后都有详细解答，帮助您独立完成一篇实证部分。操作简便：选择需要的模型，按照代码文档一步步操作，只需替换您自己的变量即可。 <link href="/image.php?url=https://csdnimg.cn/release/download_crawler_static/css/base.min.css" rel="stylesheet"/><link href="/image.php?url=https://csdnimg.cn/release/download_crawler_static/css/fancy.min.css" rel="stylesheet"/><link href="/image.php?url=https://csdnimg.cn/release/download_crawler_static/90239888/6/raw.css" rel="stylesheet"/><div id="sidebar" style="display: none"><div id="outline"></div></div><div class="pf w0 h0" data-page-no="1" id="pf1"><div class="pc pc1 w0 h0"><img alt="" class="bi x0 y0 w1 h1" src="/image.php?url=https://csdnimg.cn/release/download_crawler_static/90239888/bg1.jpg"/><div class="c x0 y1 w2 h0"><div class="t m0 x1 h2 y2 ff1 fs0 fc0 sc0 ls0 ws0">实证<span class="_ _0"> </span><span class="ff2 sc1 ls1">Stata<span class="_ _0"> </span></span><span class="ls1">代码<span class="_ _1"></span>命令汇<span class="_ _1"></span>总<span class="ff3 sc1"> </span></span></div><div class="t m0 x2 h3 y3 ff1 fs1 fc0 sc1 ls1 ws0">更新时间：<span class="ff4">2024.1<span class="ff5"> </span></span></div><div class="t m0 x2 h4 y4 ff1 fs2 fc0 sc1 ls1 ws0">实证<span class="_ _2"> </span><span class="ff4">Stata<span class="_"> </span></span>代码<span class="_ _3"></span>命令汇总<span class="ff5"> <span class="_ _4"></span>.................................................................................. <span class="_ _4"></span><span class="ff1 sc0">错误<span class="_ _1"></span><span class="ff2 sc1">!</span>未定义书签。<span class="_ _3"></span><span class="ff5 sc1"> </span></span></span></div><div class="t m0 x2 h4 y5 ff1 fs2 fc0 sc1 ls1 ws0">（一）<span class="ff4"> <span class="_"> </span></span>数据导<span class="_ _3"></span>入和管理<span class="ff5"> <span class="_ _4"></span>................................................................................................................. <span class="_ _5"></span><span class="ff4">4<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y6 ff4 fs2 fc0 sc1 ls1 ws0">1.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">数据导入</span> <span class="_ _4"></span>........................................................................................................................... <span class="_ _5"></span><span class="ff4">4<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y7 ff4 fs2 fc0 sc1 ls1 ws0">2.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">数据导出</span> <span class="_ _4"></span>........................................................................................................................... <span class="_ _5"></span><span class="ff4">4<span class="ff5"> </span></span></span></div><div class="t m0 x2 h4 y8 ff1 fs2 fc0 sc1 ls1 ws0">（二）<span class="ff4"> <span class="_"> </span></span>数据的<span class="_ _3"></span>处理<span class="ff5"> <span class="_ _4"></span>......................................................................................................................... <span class="_ _5"></span><span class="ff4">4<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y9 ff4 fs2 fc0 sc1 ls1 ws0">1.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">生成新变量</span> <span class="_ _4"></span>....................................................................................................................... <span class="_ _5"></span><span class="ff4">4<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 ya ff4 fs2 fc0 sc1 ls1 ws0">2.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">格式转换</span> <span class="_ _4"></span>........................................................................................................................... <span class="_ _5"></span><span class="ff4">4<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 yb ff4 fs2 fc0 sc1 ls1 ws0">3.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">缺失数据</span> <span class="_ _4"></span>........................................................................................................................... <span class="_ _5"></span><span class="ff4">5<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 yc ff4 fs2 fc0 sc1 ls1 ws0">4.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">异常数据</span> <span class="_ _4"></span>........................................................................................................................... <span class="_ _5"></span><span class="ff4">5<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 yd ff4 fs2 fc0 sc1 ls1 ws0">5.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">重命名变量</span> <span class="_ _4"></span>....................................................................................................................... <span class="_ _5"></span><span class="ff4">5<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 ye ff4 fs2 fc0 sc1 ls1 ws0">6.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">编码分类变量<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................... <span class="_ _5"></span><span class="ff4">5<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 yf ff4 fs2 fc0 sc1 ls1 ws0">7.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">设定面板数据<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................... <span class="_ _5"></span><span class="ff4">5<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y10 ff4 fs2 fc0 sc1 ls1 ws0">8.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">数据合并</span> <span class="_ _4"></span>........................................................................................................................... <span class="_ _5"></span><span class="ff4">6<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y11 ff4 fs2 fc0 sc1 ls1 ws0">9.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">数据追加</span> <span class="_ _4"></span>........................................................................................................................... <span class="_ _5"></span><span class="ff4">6<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y12 ff4 fs2 fc0 sc1 ls1 ws0">10.<span class="ff5"> <span class="_ _7"> </span><span class="ff1">国泰安原始数据<span class="_ _3"></span>处理<span class="ff5"> <span class="_ _4"></span>................................<span class="_ _1"></span>....................................................................... <span class="_ _5"></span><span class="ff4">6<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y13 ff4 fs2 fc0 sc1 ls1 ws0">1<span class="_ _3"></span>1.<span class="ff5"> <span class="_ _8"> </span></span>CFPS<span class="_"> </span><span class="ff1">原始数<span class="_ _3"></span>据处理<span class="ff5"> <span class="_ _3"></span>........................................................................................................ <span class="_ _5"></span><span class="ff4">8<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y14 ff4 fs2 fc0 sc1 ls1 ws0">12.<span class="ff5"> <span class="_ _7"> </span></span>CHFS<span class="_"> </span><span class="ff1">原始数据<span class="_ _3"></span>处理<span class="ff5"> <span class="_ _4"></span>................................................................................................<span class="_ _1"></span>...... <span class="_ _5"></span><span class="ff4">15<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y15 ff4 fs2 fc0 sc1 ls1 ws0">13.<span class="ff5"> <span class="_ _7"> </span><span class="ff1">字符串截取</span> <span class="_ _4"></span>..................................................................................................................... <span class="_ _5"></span><span class="ff4">20<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y16 ff4 fs2 fc0 sc1 ls1 ws0">14.<span class="ff5"> <span class="_ _7"> </span><span class="ff1">正则表达提取<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................. <span class="_ _5"></span><span class="ff4">21<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x2 h4 y17 ff1 fs2 fc0 sc1 ls1 ws0">（三）<span class="ff4"> <span class="_"> </span></span>描述性<span class="_ _3"></span>统计<span class="ff5"> <span class="_ _4"></span>....................................................................................................................... <span class="_ _5"></span><span class="ff4">22<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y18 ff4 fs2 fc0 sc1 ls1 ws0">1.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">基本统计</span> <span class="_ _4"></span>......................................................................................................................... <span class="_ _5"></span><span class="ff4">22<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y19 ff4 fs2 fc0 sc1 ls1 ws0">2.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">变量的详细统计<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>............................................. <span class="_ _5"></span><span class="ff4">22<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y1a ff4 fs2 fc0 sc1 ls1 ws0">3.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">变量的频率表<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................. <span class="_ _5"></span><span class="ff4">22<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y1b ff4 fs2 fc0 sc1 ls1 ws0">4.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">变量间的相关性<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>............................................. <span class="_ _5"></span><span class="ff4">22<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y1c ff4 fs2 fc0 sc1 ls1 ws0">5.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">回归分析及其描<span class="_ _3"></span>述性统计<span class="ff5"> <span class="_ _4"></span>................................<span class="_ _1"></span>............................................................. <span class="_ _5"></span><span class="ff4">22<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y1d ff4 fs2 fc0 sc1 ls1 ws0">6.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">简单统计</span> <span class="_ _4"></span>......................................................................................................................... <span class="_ _5"></span><span class="ff4">23<span class="ff5"> </span></span></span></div></div><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a></div><div class="pi" data-data='{"ctm":[1.611792,0.000000,0.000000,1.611792,0.000000,0.000000]}'></div></div><div id="pf2" class="pf w0 h0" data-page-no="2"><div class="pc pc2 w0 h0"><img class="bi x0 y0 w1 h1" alt="" src="/image.php?url=https://csdnimg.cn/release/download_crawler_static/90239888/bg2.jpg"><div class="c x0 y1 w2 h0"><div class="t m0 x2 h4 y1e ff1 fs2 fc0 sc1 ls1 ws0">（四）<span class="ff4"> <span class="_"> </span></span>相关性<span class="_ _3"></span>分析<span class="ff5"> <span class="_ _4"></span>....................................................................................................................... <span class="_ _5"></span><span class="ff4">23<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y1f ff4 fs2 fc0 sc1 ls1 ws0">1.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">绘制直方图</span> <span class="_ _4"></span>..................................................................................................................... <span class="_ _5"></span><span class="ff4">23<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y20 ff4 fs2 fc0 sc1 ls1 ws0">2.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">绘制散点图</span> <span class="_ _4"></span>..................................................................................................................... <span class="_ _5"></span><span class="ff4">23<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y21 ff4 fs2 fc0 sc1 ls1 ws0">3.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">矩阵散点图</span> <span class="_ _4"></span>..................................................................................................................... <span class="_ _5"></span><span class="ff4">23<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y22 ff4 fs2 fc0 sc1 ls1 ws0">4.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">相关图</span> <span class="_ _4"></span>............................................................................................................................. <span class="_ _5"></span><span class="ff4">23<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y23 ff4 fs2 fc0 sc1 ls1 ws0">5.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">回归拟合图</span> <span class="_ _4"></span>..................................................................................................................... <span class="_ _5"></span><span class="ff4">23<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y24 ff4 fs2 fc0 sc1 ls1 ws0">6.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">相关系数</span> <span class="_ _4"></span>......................................................................................................................... <span class="_ _5"></span><span class="ff4">23<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y25 ff4 fs2 fc0 sc1 ls1 ws0">7.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">相关系数矩阵<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................. <span class="_ _5"></span><span class="ff4">23<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x2 h4 y26 ff1 fs2 fc0 sc1 ls1 ws0">（五）<span class="ff4"> <span class="_"> </span></span>实证模<span class="_ _3"></span>型<span class="ff5"> <span class="_ _4"></span>........................................................................................................................... <span class="_ _5"></span><span class="ff4">23<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y27 ff4 fs2 fc0 sc1 ls1 ws0">1.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">单变量分析</span> <span class="_ _4"></span>..................................................................................................................... <span class="_ _5"></span><span class="ff4">23<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y28 ff4 fs2 fc0 sc1 ls1 ws0">2.<span class="ff5"> <span class="_ _6"> </span></span>OLS<span class="_"> </span><span class="ff1 ls2">回归</span><span class="ff5"> <span class="_ _9"></span>........................................................................................................................ <span class="_ _5"></span><span class="ff4">24<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y29 ff4 fs2 fc0 sc1 ls1 ws0">3.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">分位数回归</span> <span class="_ _4"></span>..................................................................................................................... <span class="_ _5"></span><span class="ff4">24<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y2a ff4 fs2 fc0 sc1 ls1 ws0">4.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">泊松回归</span> <span class="_ _4"></span>......................................................................................................................... <span class="_ _5"></span><span class="ff4">24<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y2b ff4 fs2 fc0 sc1 ls1 ws0">5.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">空间<span class="_ _2"> </span></span></span>Probit<span class="_ _a"> </span><span class="ff1">模型<span class="ff5"> <span class="_ _5"></span>................................................................................................<span class="_ _1"></span>............. <span class="_ _5"></span><span class="ff4">25<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y2c ff4 fs2 fc0 sc1 ls1 ws0">6.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">空间<span class="_ _a"> </span></span></span>Logit<span class="_"> </span><span class="ff1 ls2">模型</span><span class="ff5"> <span class="_ _9"></span>.............................................................................................................. <span class="_ _5"></span><span class="ff4">25<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y2d ff4 fs2 fc0 sc1 ls1 ws0">7.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">空间<span class="_ _a"> </span></span></span>T<span class="_ _3"></span>obi<span class="_ _3"></span>t<span class="_"> </span><span class="ff1 ls2">模型</span><span class="ff5"> <span class="_ _3"></span>.............................................................................................................. <span class="_ _5"></span><span class="ff4">25<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y2e ff4 fs2 fc0 sc1 ls1 ws0">8.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">灰色关联分析法<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>............................................. <span class="_ _5"></span><span class="ff4">26<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y2f ff4 fs2 fc0 sc1 ls1 ws0">9.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">熵值法</span> <span class="_ _4"></span>............................................................................................................................. <span class="_ _5"></span><span class="ff4">27<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y30 ff4 fs2 fc0 sc1 ls1 ws0">10.<span class="ff5"> <span class="_ _7"> </span></span>DEA<span class="_"> </span><span class="ff1">数据包络<span class="_ _3"></span>分析法（数<span class="_ _3"></span>量分析方法）<span class="_ _3"></span><span class="ff5"> <span class="_ _5"></span>.................................................................... <span class="_ _5"></span><span class="ff4">30<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y31 ff4 fs2 fc0 sc1 ls1 ws0">1<span class="_ _3"></span>1.<span class="ff5"> <span class="_ _8"> </span><span class="ff1">向量自回归模型<span class="_ _3"></span>（<span class="ff4">V<span class="_ _9"></span>AR<span class="_ _3"></span><span class="ff1">）<span class="ff5"> <span class="_ _5"></span>............................................................................................. <span class="_ _5"></span><span class="ff4">30<span class="ff5"> </span></span></span></span></span></span></span></div><div class="t m0 x3 h4 y32 ff4 fs2 fc0 sc1 ls1 ws0">12.<span class="ff5"> <span class="_ _7"> </span><span class="ff1">门槛模型</span> <span class="_ _4"></span>......................................................................................................................... <span class="_ _5"></span><span class="ff4">32<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y33 ff4 fs2 fc0 sc1 ls1 ws0">13.<span class="ff5"> <span class="_ _7"> </span><span class="ff1">断点回归模型<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................. <span class="_ _5"></span><span class="ff4">33<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y34 ff4 fs2 fc0 sc1 ls1 ws0">14.<span class="ff5"> <span class="_ _7"> </span><span class="ff1">全要素生产率估<span class="_ _3"></span>计<span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>......................................... <span class="_ _5"></span><span class="ff4">34<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y35 ff4 fs2 fc0 sc1 ls1 ws0">15.<span class="ff5"> <span class="_ _7"> </span><span class="ff1">合成控制法（</span></span>S<span class="_ _3"></span>CM<span class="ff1">）<span class="ff5"> <span class="_ _b"></span>.................................................................................................... <span class="_ _5"></span><span class="ff4">35<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y36 ff4 fs2 fc0 sc1 ls1 ws0">16.<span class="ff5"> <span class="_ _7"> </span><span class="ff1">安慰剂检验</span> <span class="_ _4"></span>..................................................................................................................... <span class="_ _5"></span><span class="ff4">36<span class="ff5"> </span></span></span></div><div class="t m0 x2 h4 y37 ff1 fs2 fc0 sc1 ls1 ws0">（六）<span class="ff4"> <span class="_"> </span></span>内生性<span class="_ _3"></span>解决<span class="ff5"> <span class="_ _4"></span>....................................................................................................................... <span class="_ _5"></span><span class="ff4">36<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y38 ff4 fs2 fc0 sc1 ls1 ws0">1.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">工具变量法（</span></span><span class="ls3">IV<span class="_"> </span></span><span class="ff1">估计）<span class="ff5">................................................................................................ <span class="_ _5"></span><span class="ff4">36<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y39 ff4 fs2 fc0 sc1 ls1 ws0">2.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">固定效应模型<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................. <span class="_ _5"></span><span class="ff4">36<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y3a ff4 fs2 fc0 sc1 ls1 ws0">3.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">随机效应模型<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................. <span class="_ _5"></span><span class="ff4">37<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y3b ff4 fs2 fc0 sc1 ls1 ws0">4.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">系统<span class="_ _a"> </span></span></span>GMM<span class="_"> </span><span class="ff1">模型<span class="ff5"> <span class="_ _4"></span>............................................................................................................. <span class="_ _5"></span><span class="ff4">37<span class="ff5"> </span></span></span></span></div></div><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a></div><div class="pi" data-data='{"ctm":[1.611792,0.000000,0.000000,1.611792,0.000000,0.000000]}'></div></div><div id="pf3" class="pf w0 h0" data-page-no="3"><div class="pc pc3 w0 h0"><img class="bi x0 y0 w1 h1" alt="" src="/image.php?url=https://csdnimg.cn/release/download_crawler_static/90239888/bg3.jpg"><div class="c x0 y1 w2 h0"><div class="t m0 x3 h4 y1e ff4 fs2 fc0 sc1 ls1 ws0">5.<span class="ff5"> <span class="_ _6"> </span></span>DID<span class="_"> </span><span class="ff1 ls2">模型</span><span class="ff5">......................................................................................................................... <span class="_ _5"></span><span class="ff4">37<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y1f ff4 fs2 fc0 sc1 ls1 ws0">6.<span class="ff5"> <span class="_ _6"> </span></span><span class="ls4">PSM<span class="_"> </span><span class="ff1 ls2">模型</span></span><span class="ff5"> <span class="_ _4"></span>........................................................................................................................ <span class="_ _5"></span><span class="ff4">39<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y20 ff4 fs2 fc0 sc1 ls1 ws0">7.<span class="ff5"> <span class="_ _6"> </span></span><span class="ls4">PSM</span>-DID<span class="_"> </span><span class="ff1">模型<span class="_ _3"></span><span class="ff5"> <span class="_ _b"></span>............................................................................................................... <span class="_ _5"></span><span class="ff4">41<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y21 ff4 fs2 fc0 sc1 ls1 ws0">8.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">滞后期模型</span> <span class="_ _4"></span>..................................................................................................................... <span class="_ _5"></span><span class="ff4">42<span class="ff5"> </span></span></span></div><div class="t m0 x2 h4 y22 ff1 fs2 fc0 sc1 ls1 ws0">（七）<span class="ff4"> <span class="_"> </span></span>收敛性<span class="_ _3"></span>分析<span class="ff5"> <span class="_ _4"></span>....................................................................................................................... <span class="_ _5"></span><span class="ff4">43<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y23 ff4 fs2 fc0 sc1 ls1 ws0">1.<span class="ff5"> <span class="_ _6"> </span></span>σ<span class="_"> </span><span class="ff1">收敛<span class="ff5"> <span class="_ _3"></span>............................................................................................................................. <span class="_ _5"></span><span class="ff4">43<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y24 ff4 fs2 fc0 sc1 ls1 ws0">2.<span class="ff5"> <span class="_ _6"> </span></span>β<span class="_"> </span><span class="ff1 ls2">收敛</span><span class="ff5"> <span class="_ _4"></span>.............................................................................................................................. <span class="_ _5"></span><span class="ff4">43<span class="ff5"> </span></span></span></div><div class="t m0 x2 h4 y25 ff1 fs2 fc0 sc1 ls1 ws0">（八）<span class="ff4"> <span class="_"> </span></span>检验分<span class="_ _3"></span>析<span class="ff5"> <span class="_ _4"></span>........................................................................................................................... <span class="_ _5"></span><span class="ff4">46<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y26 ff4 fs2 fc0 sc1 ls1 ws0">1.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">豪斯曼检验</span> <span class="_ _4"></span>..................................................................................................................... <span class="_ _5"></span><span class="ff4">46<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y27 ff4 fs2 fc0 sc1 ls1 ws0">2.<span class="ff5"> <span class="_ _6"> </span></span>Heckman<span class="_"> </span><span class="ff1">两<span class="_ _3"></span>阶段检验<span class="ff5"> <span class="_ _3"></span>.................................................................................................... <span class="_ _5"></span><span class="ff4">46<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y28 ff4 fs2 fc0 sc1 ls1 ws0">3.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">调节效应检验<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................. <span class="_ _5"></span><span class="ff4">46<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y29 ff4 fs2 fc0 sc1 ls1 ws0">4.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">中介效应检验<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................. <span class="_ _5"></span><span class="ff4">46<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x2 h4 y2a ff1 fs2 fc0 sc1 ls1 ws0">（九）<span class="ff4"> <span class="_"> </span>t<span class="_"> </span></span>检<span class="_ _3"></span>验、<span class="ff4">z<span class="_"> </span></span>检验、<span class="_ _3"></span>卡方检验以及<span class="_ _a"> </span><span class="ff4">F<span class="_"> </span></span><span class="ls2">检验</span><span class="ff5"> <span class="_ _5"></span>.......................................................................... <span class="_ _5"></span><span class="ff4">47<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y2b ff4 fs2 fc0 sc1 ls1 ws0">1.<span class="ff5"> <span class="_ _6"> </span></span>t<span class="_"> </span><span class="ff1">检验<span class="ff5"> <span class="_ _3"></span>.............................................................................................................................. <span class="_ _5"></span><span class="ff4">47<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y2c ff4 fs2 fc0 sc1 ls1 ws0">2.<span class="ff5"> <span class="_ _6"> </span></span>z<span class="_"> </span><span class="ff1">检验<span class="ff5"> <span class="_ _5"></span>.............................................................................................................................. <span class="_ _5"></span><span class="ff4">48<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y2d ff4 fs2 fc0 sc1 ls1 ws0">3.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">卡方检验</span> <span class="_ _4"></span>......................................................................................................................... <span class="_ _5"></span><span class="ff4">48<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y2e ff4 fs2 fc0 sc1 ls1 ws0">4.<span class="ff5"> <span class="_ _6"> </span></span>F<span class="_"> </span><span class="ff1">检验<span class="ff5"> <span class="_ _b"></span>................................................................<span class="_ _1"></span>............................................................. <span class="_ _5"></span><span class="ff4">48<span class="ff5"> </span></span></span></span></div><div class="t m0 x2 h4 y2f ff1 fs2 fc0 sc1 ls1 ws0">（十）<span class="ff4"> <span class="_"> </span></span>空间计<span class="_ _3"></span>量模型相关<span class="_ _3"></span>命令<span class="ff5"> <span class="_ _5"></span>................................................................................................... <span class="_ _5"></span><span class="ff4">49<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y30 ff4 fs2 fc0 sc1 ls1 ws0">1.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">空间相关性检验<span class="_ _3"></span>（<span class="ff4">Moran<span class="_ _a"> </span></span>检验）<span class="ff5"> <span class="_ _9"></span>................................................................................. <span class="_ _5"></span><span class="ff4">49<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y31 ff4 fs2 fc0 sc1 ls1 ws0">2.<span class="ff5"> <span class="_ _6"> </span></span><span class="ls5">LM<span class="_"> </span><span class="ff1 ls2">检验</span></span><span class="ff5"> <span class="_ _4"></span>.......................................................................................................................... <span class="_ _5"></span><span class="ff4">49<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y32 ff4 fs2 fc0 sc1 ls1 ws0">3.<span class="ff5"> <span class="_ _6"> </span></span>Hausman<span class="_"> </span><span class="ff1">检<span class="_ _3"></span>验（固定效应<span class="_ _3"></span>与随机效应检验<span class="_ _3"></span>选择检验）<span class="ff5"> <span class="_ _5"></span>............................................. <span class="_ _5"></span><span class="ff4">50<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y33 ff4 fs2 fc0 sc1 ls1 ws0">4.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">检验地区固定效<span class="_ _3"></span>应、<span class="_ _4"></span>时间固定效<span class="_ _3"></span>应以及双固定效应<span class="_ _3"></span>，<span class="_ _4"></span>三种效应哪个<span class="_ _3"></span>最适合本文的研</span></span></div><div class="t m0 x3 h4 y34 ff1 fs2 fc0 sc1 ls1 ws0">究<span class="ff5"> <span class="_ _c"> </span><span class="ff4">50</span> </span></div><div class="t m0 x3 h4 y35 ff4 fs2 fc0 sc1 ls1 ws0">5.<span class="ff5"> <span class="_ _6"> </span></span><span class="ls5">LR <span class="_"> </span></span><span class="ff1">检验<span class="_ _3"></span>（用来检验<span class="_ _a"> </span><span class="ff4">SDM<span class="_"> </span></span>模型能否退<span class="_ _3"></span>化为<span class="_ _a"> </span><span class="ff4">SEM</span>、<span class="ff4">SAR<span class="_"> </span></span>模型）<span class="_ _3"></span><span class="ff5"> <span class="_ _b"></span>.............................<span class="_ _1"></span> <span class="_ _5"></span><span class="ff4">51<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y36 ff4 fs2 fc0 sc1 ls1 ws0">6.<span class="ff5"> <span class="_ _6"> </span></span>W<span class="_ _9"></span>ALD<span class="_"> </span><span class="ff1">检验（也<span class="_ _3"></span>是用来检验模型<span class="_ _3"></span>的适配性）<span class="_ _3"></span><span class="ff5"> <span class="_ _3"></span>............................................................ <span class="_ _5"></span><span class="ff4">51<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y37 ff4 fs2 fc0 sc1 ls1 ws0">7.<span class="ff5"> <span class="_ _6"> </span></span>SDM<span class="_"> </span><span class="ff1">模型回归<span class="_ _3"></span>（空间杜宾<span class="_ _3"></span>模型）<span class="ff5"> <span class="_ _9"></span>................................................................<span class="_ _1"></span>............... <span class="_ _5"></span><span class="ff4">52<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y38 ff4 fs2 fc0 sc1 ls1 ws0">8.<span class="ff5"> <span class="_ _6"> </span></span>SAR<span class="_"> </span><span class="ff1">模型回<span class="_ _3"></span>归（空间滞后模型）<span class="_ _3"></span><span class="ff5"> <span class="_ _9"></span>................................................................................ <span class="_ _5"></span><span class="ff4">52<span class="ff5"> </span></span></span></span></div><div class="t m0 x3 h4 y39 ff4 fs2 fc0 sc1 ls1 ws0">9.<span class="ff5"> <span class="_ _6"> </span></span>SEM<span class="_"> </span><span class="ff1">模型回归<span class="_ _3"></span>（空间误差<span class="_ _3"></span>模型）<span class="ff5"> <span class="_ _4"></span>................................................................................ <span class="_ _5"></span><span class="ff4">52<span class="ff5"> </span></span></span></span></div><div class="t m0 x2 h4 y3a ff1 fs2 fc0 sc1 ls1 ws0">（十一）<span class="ff4"> <span class="_"> </span></span>结果<span class="_ _3"></span>导出<span class="ff5"> <span class="_ _4"></span>....................................................................................................................... <span class="_ _5"></span><span class="ff4">52<span class="ff5"> </span></span></span></div><div class="t m0 x3 h4 y3b ff4 fs2 fc0 sc1 ls1 ws0">1.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">导出描述性统计<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>............................................. <span class="_ _5"></span><span class="ff4">52<span class="ff5"> </span></span></span></span></span></div></div><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a></div><div class="pi" data-data='{"ctm":[1.611792,0.000000,0.000000,1.611792,0.000000,0.000000]}'></div></div><div id="pf4" class="pf w0 h0" data-page-no="4"><div class="pc pc4 w0 h0"><img class="bi x0 y0 w1 h1" alt="" src="/image.php?url=https://csdnimg.cn/release/download_crawler_static/90239888/bg4.jpg"><div class="c x0 y1 w2 h0"><div class="t m0 x3 h4 y1e ff4 fs2 fc0 sc1 ls1 ws0">2.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">导出相关系数<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................. <span class="_ _5"></span><span class="ff4">53<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x3 h4 y1f ff4 fs2 fc0 sc1 ls1 ws0">3.<span class="ff5"> <span class="_ _6"> </span><span class="ff1">导出回归结果<span class="_ _3"></span><span class="ff5"> <span class="_ _4"></span>................................................................<span class="_ _1"></span>................................................. <span class="_ _5"></span><span class="ff4">53<span class="ff5"> </span></span></span></span></span></div><div class="t m0 x2 h3 y3c ff5 fs1 fc0 sc1 ls1 ws0"> </div><div class="t m0 x2 h5 y3d ff1 fs3 fc0 sc0 ls1 ws0">（一）数据导入和管理<span class="ff3 sc1"> </span></div><div class="t m0 x2 h3 y3e ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">清除内存中的所有现有数据<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y3f ff4 fs1 fc0 sc1 ls1 ws0">clear<span class="ff5"> </span></div><div class="t m0 x2 h3 y40 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">设置工作路径（根据你的文件位置进行调整）<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y41 ff4 fs1 fc0 sc1 ls1 ws0">Cd”C:\<span class="ff1">数据皮皮侠</span>\<span class="ff1">实证代码命令大全<span class="_ _d"> </span></span>202312<span class="_"> </span><span class="ff1">版</span>”<span class="ff5"> </span></div><div class="t m0 x2 h6 y42 ff3 fs1 fc0 sc1 ls1 ws0">1.<span class="ff6"> <span class="_"> </span><span class="ff1 sc0">数据导入</span></span> </div><div class="t m0 x2 h3 y43 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">从<span class="_ _d"> </span></span>EXCEL<span class="_"> </span><span class="ff1">文件导入数据<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y44 ff4 fs1 fc0 sc1 ls1 ws0">Import excel “ example.xlsx ” , firstrow<span class="ff5"> </span></div><div class="t m0 x2 h3 y45 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">从<span class="_ _d"> </span></span>CSV<span class="_"> </span><span class="ff1">文件导入数据<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y46 ff4 fs1 fc0 sc1 ls1 ws0">Import delimited “ example.csv ” , delimiter(“ , ”)<span class="ff5"> </span></div><div class="t m0 x2 h3 y47 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">从<span class="_ _d"> </span></span>Stata<span class="_"> </span><span class="ff1">文件</span>(.dta<span class="_"> </span><span class="ff1">格式</span>)<span class="ff1">导入数据<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y48 ff4 fs1 fc0 sc1 ls1 ws0">use “ example.dta ” , clear<span class="ff5"> </span></div><div class="t m0 x2 h3 y49 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">检查导入的数据<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y4a ff4 fs1 fc0 sc1 ls1 ws0">describe list in 1/5<span class="ff5"> </span></div><div class="t m0 x2 h6 y4b ff3 fs1 fc0 sc1 ls1 ws0">2.<span class="ff6"> <span class="_"> </span><span class="ff1 sc0">数据导出</span></span> </div><div class="t m0 x2 h3 y4c ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">导出数据到<span class="_ _d"> </span></span>EXCEL<span class="_"> </span><span class="ff1">文件<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y4d ff4 fs1 fc0 sc1 ls1 ws0">export excel using “ exported_data.xlsx “ , firstrow( variables )<span class="ff5"> </span></div><div class="t m0 x2 h3 y4e ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">导出数据到<span class="_ _d"> </span></span>CSV<span class="_"> </span><span class="ff1">文件<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y4f ff4 fs1 fc0 sc1 ls1 ws0">export delimited using “ exported_data.xlsx “ , delimiter(“ , “)<span class="ff5"> </span></div><div class="t m0 x2 h3 y50 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">保存为<span class="_ _d"> </span></span>Stata<span class="_"> </span><span class="ff1">格式的数据文件<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y51 ff4 fs1 fc0 sc1 ls1 ws0">save “ export_data.dta “ , replace<span class="ff5"> </span></div><div class="t m0 x2 h5 y52 ff1 fs3 fc0 sc0 ls1 ws0">（二）数据的处理<span class="ff3 sc1"> </span></div><div class="t m0 x2 h6 y53 ff3 fs1 fc0 sc1 ls1 ws0">1.<span class="ff6"> <span class="_"> </span><span class="ff1 sc0">生成新变量</span></span> </div><div class="t m0 x2 h3 y54 ff4 fs1 fc0 sc1 ls1 ws0">gen new_var = varl * var2<span class="ff5"> </span></div><div class="t m0 x2 h3 y55 ff4 fs1 fc0 sc1 ls1 ws0">gen new_var = ln(var)<span class="ff5"> </span></div><div class="t m0 x2 h6 y56 ff3 fs1 fc0 sc1 ls1 ws0">2.<span class="ff6"> <span class="_"> </span><span class="ff1 sc0">格式转换</span></span> </div></div><a class="l"><div class="d m1"></div></a><a class="l"><div class="d m1"></div></a></div><div class="pi" data-data='{"ctm":[1.611792,0.000000,0.000000,1.611792,0.000000,0.000000]}'></div></div><div id="pf5" class="pf w0 h0" data-page-no="5"><div class="pc pc5 w0 h0"><img class="bi x0 y0 w1 h1" alt="" src="/image.php?url=https://csdnimg.cn/release/download_crawler_static/90239888/bg5.jpg"><div class="c x0 y1 w2 h0"><div class="t m0 x2 h3 y57 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">将字符串日期转换为<span class="_ _d"> </span></span>Stata<span class="_"> </span><span class="ff1">日期<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y58 ff4 fs1 fc0 sc1 ls1 ws0">gen data_var = date(date_string, “DMY”)<span class="ff5"> </span></div><div class="t m0 x2 h3 y59 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">年份生成<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y5a ff4 fs1 fc0 sc1 ls1 ws0">gen year = real( substr(“<span class="ff1">统计日期</span>”, 1, 4))<span class="ff5"> </span></div><div class="t m0 x2 h3 y5b ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">字符转为数字格式<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y5c ff4 fs1 fc0 sc1 ls1 ws0">destring year<span class="_ _b"></span>, <span class="_ _1"></span>replace<span class="ff5"> </span></div><div class="t m0 x2 h6 y5d ff3 fs1 fc0 sc1 ls1 ws0">3.<span class="ff6"> <span class="_"> </span><span class="ff1 sc0">缺失数据</span></span> </div><div class="t m0 x2 h3 y5e ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">如果变量<span class="_ _d"> </span></span>var1<span class="_"> </span><span class="ff1">和<span class="_ _d"> </span></span>var2<span class="_"> </span><span class="ff1">的任何行存在缺失值，则删除该行<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y5f ff4 fs1 fc0 sc1 ls1 ws0">drop if missing(var1) | missing(var2)<span class="ff5"> </span></div><div class="t m0 x2 h3 y60 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">或者通过循环删除变量缺失的数据<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y61 ff4 fs1 fc0 sc1 ls1 ws0">foreach i in <span class="_"> </span><span class="ff1">变量<span class="_ _d"> </span></span>1 <span class="_"> </span><span class="ff1">变量<span class="_ _d"> </span></span>2 <span class="_"> </span><span class="ff1">变量<span class="_ _d"> </span></span>3 { drop in ‘i’<span class="_ _b"></span> == . }<span class="ff5"> </span></div><div class="t m0 x2 h6 y62 ff3 fs1 fc0 sc1 ls1 ws0">4.<span class="ff6"> <span class="_"> </span><span class="ff1 sc0">异常数据</span></span> </div><div class="t m0 x2 h3 y63 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">将<span class="_ _d"> </span></span>var2<span class="_"> </span><span class="ff1">中不合理的负值设为<span class="_ _d"> </span></span>0<span class="ff5"> </span></div><div class="t m0 x2 h3 y64 ff4 fs1 fc0 sc1 ls1 ws0">replace var2 = 0 if var2 < 0<span class="ff5"> </span></div><div class="t m0 x2 h3 y65 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">缩尾处理<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y66 ff4 fs1 fc0 sc1 ls1 ws0">winspr2 last_income, replace cuts (0 99) //<span class="ff1">缩尾代替<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y67 ff4 fs1 fc0 sc1 ls1 ws0">winspr2 last_income, replace cuts (0 99) trim //<span class="ff1">缩尾删除<span class="ff5"> </span></span></div><div class="t m0 x2 h6 y68 ff3 fs1 fc0 sc1 ls1 ws0">5.<span class="ff6"> <span class="_"> </span><span class="ff1 sc0">重命名变量</span></span> </div><div class="t m0 x2 h3 y69 ff4 fs1 fc0 sc1 ls1 ws0">rename var3 new_var3<span class="ff5"> </span></div><div class="t m0 x2 h6 y6a ff3 fs1 fc0 sc1 ls1 ws0">6.<span class="ff6"> <span class="_"> </span><span class="ff1 sc0">编码分类变量</span></span> </div><div class="t m0 x2 h3 y6b ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">将字符串变量<span class="_ _d"> </span></span>gender<span class="_"> </span><span class="ff1">转换为数字<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y6c ff4 fs1 fc0 sc1 ls1 ws0">encode gender<span class="_ _b"></span>, g<span class="_ _1"></span>en(ge<span class="_ _3"></span>nder_code)<span class="_ _1"></span><span class="ff5"> </span></div><div class="t m0 x2 h3 y6d ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">生成行业虚拟变量，为了避免共线性，删掉<span class="_ _d"> </span></span>indul<span class="ff5"> </span></div><div class="t m0 x2 h3 y6e ff4 fs1 fc0 sc1 ls1 ws0">tab Industey<span class="_ _b"></span>, gen(indu)<span class="ff5"> </span></div><div class="t m0 x2 h3 y6f ff4 fs1 fc0 sc1 ls1 ws0">drop indul<span class="ff5"> </span></div><div class="t m0 x2 h3 y70 ff4 fs1 fc0 sc1 ls1 ws0">tab year<span class="_ _b"></span>, g<span class="_ _1"></span>en(time)<span class="ff5"> </span></div><div class="t m0 x2 h3 y71 ff4 fs1 fc0 sc1 ls1 ws0">drop timel<span class="ff5"> </span></div><div class="t m0 x2 h6 y72 ff3 fs1 fc0 sc1 ls1 ws0">7.<span class="ff6"> <span class="_"> </span><span class="ff1 sc0">设定面板数据</span></span> </div><div class="t m0 x2 h3 y73 ff4 fs1 fc0 sc1 ls1 ws0">*<span class="ff1">假设<span class="_ _d"> </span></span><span class="ls6">id<span class="_"> </span></span><span class="ff1">和<span class="_ _d"> </span></span>year<span class="_"> </span><span class="ff1">是面板数据的两个维度<span class="ff5"> </span></span></div><div class="t m0 x2 h3 y74 ff4 fs1 fc0 sc1 ls1 ws0">xtest id year<span class="ff5"> </span></div></div></div><div class="pi" data-data='{"ctm":[1.611792,0.000000,0.000000,1.611792,0.000000,0.000000]}'></div></div>