不服输的倔强 发表于 2019-9-24 13:25:54

Stata几类外挂指令 (to be added/revised)


Stata几 (类) 外挂指令 (to be added/revised) :

1、回归 (控制多重固定效应并允许多重聚类):(iv)reghdfe (linear regression absorbing multiple levels of fixed effects, allowingtwo- and multi-way clustering)

2、回归 (工具变量):(xt)ivreg2 (Extendedinstrumental variables/2SLS, GMM and AC/HAC, LIML and k-class regression)

3、分组统计量与回归 (一般人回归时资料处理或变量建立,你想的到与你想不到的都可以做):a.rangestat/rangerun(Generate statistics using observations within range/Run Stata commands onobservations within range)b. asreg/asrol(Rolling window regressions and by(group) regressions/Generatesrolling-window/groups descriptive statistics)

4、(允许非典型) 分组统计量与回归:runby -- Run Stata commands on by-groupsof observations (让所有指令都可 byable)

5、缺失值之处理与填补:mipolate (Interpolate/extrapolate values)   

6、图形:tabplot/catplot, coefplot.

7、时间变量转换:
       a. numdate -- Generate numeric date-time variable
       b. convdate-- Convert numeric date-time variable, generating variable of another date-timetype
       c.extrdate-- Generate date or time component from date-time variable

8、各种结果之汇整 (word/excel,各有优缺点):
       a. outreg2 -- Arrange regression, summary, andtabulation into an illustrative table (熟悉常用)
       b. estout/esttab-- Making regression tables from stored estimates (唯一适合在讲义中编制表格)
       c. asdoc-- An easy way of creating publication quality tables from Stata commands (特别是high-dimensional correlation matrix)
       d. sum2docxcorr2docx -- Report summary statistics and Pearson&Spearman coefficient ofcorrelationto formatted table in DOCXfile (很方便使用)

9、讲义编排: texdoc -- Create a LaTeX document including Stata output


页: [1]
查看完整版本: Stata几类外挂指令 (to be added/revised)