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lianxh
命令发布了:
随时搜索推文、Stata 资源。安装命令如下:
. ssc install lianxh
详情参见帮助文件 (有惊喜):
. help lianxh
⛳ Stata 系列推文:
作者:胡杰 (中山大学岭南学院)
目录
在对有组别或者等级的数据进行处理时,常常需要利用虚拟变量和交乘项来探究各组之间或各等级之间的结构性的差异(Structural Difference)
sysuse nlsw88.dta, clear
sum
Variable | Obs Mean Std. Dev. Min Max
-------------+------------------------------------------------
idcode | 2,246 2612.654 1480.864 1 5159
age | 2,246 39.15316 3.060002 34 46
race | 2,246 1.282725 .4754413 1 3
married | 2,246 .6420303 .4795099 0 1
never_marr~d | 2,246 .1041852 .3055687 0 1
-------------+------------------------------------------------
grade | 2,244 13.09893 2.521246 0 18
collgrad | 2,246 .2368655 .4252538 0 1
south | 2,246 .4194123 .4935728 0 1
smsa | 2,246 .7039181 .4566292 0 1
c_city | 2,246 .2916296 .4546139 0 1
-------------+------------------------------------------------
industry | 2,232 8.189516 3.010875 1 12
occupation | 2,237 4.642825 3.408897 1 13
union | 1,878 .2454739 .4304825 0 1
wage | 2,246 7.766949 5.755523 1.004952 40.74659
hours | 2,242 37.21811 10.50914 1 80
-------------+------------------------------------------------
ttl_exp | 2,246 12.53498 4.610208 .1153846 28.88461
tenure | 2,231 5.97785 5.510331 0 25.91667
gen marriedtenure = married*tenure
gen marriedhours = married*hours
gen marriedttl = married*ttl_exp
reg wage tenure hours ttl_exp married*
test marriedtenure marriedhours marriedttl
结果如下:
Source | SS df MS
-------------+----------------------------------
Model | 6140.31754 7 877.188219
Residual | 67880.4931 2,219 30.5905782
-------------+----------------------------------
Total | 74020.8106 2,226 33.2528349
Number of obs = 2,227
F(7, 2219) = 28.68
Prob > F = 0.0000
R-squared = 0.0830
Adj R-squared = 0.0801
Root MSE = 5.5309
-----------------------------------------------
wage | Coef. Std. Err. t
--------------+--------------------------------
tenure | .1048823 .0412746 2.54
hours | .0874067 .0222925 3.92
ttl_exp | .2183548 .0515089 4.24
married | 1.029717 1.12407 0.92
marriedtenure | -.110726 .0532406 -2.08
marriedhours | -.0418236 .0261311 -1.60
marriedttl | .0869538 .0652744 1.33
_cons | 1.208404 .9551692 1.27
-----------------------------------------------
------------------------------------------------
wage | P>|t| [95% Conf. Interval]
--------------+---------------------------------
tenure | 0.011 .0239415 .1858232
hours | 0.000 .0436904 .1311231
ttl_exp | 0.000 .1173441 .3193655
married | 0.360 -1.174622 3.234056
marriedtenure | 0.038 -.2151326 -.0063194
marriedhours | 0.110 -.0930675 .0094204
marriedttl | 0.183 -.0410515 .214959
_cons | 0.206 -.6647154 3.081522
------------------------------------------------
( 1) marriedtenure = 0
( 2) marriedhours = 0
( 3) marriedttl = 0
F( 3, 2219) = 2.31
Prob > F = 0.0748
Factor Indicator 的更多应用及详情请见于 help fvvarlist
,以及连享会推文:
简便方式
global cx "tenure hours ttl_exp"
reg wage i.married##c.($cx)
testparm married married#c.($cx)
结果如下:
Source | SS df MS
-------------+----------------------------------
Model | 6140.31754 7 877.188219
Residual | 67880.4931 2,219 30.5905782
-------------+----------------------------------
Total | 74020.8106 2,226 33.2528349
Number of obs = 2,227
F(7, 2219) = 28.68
Prob > F = 0.0000
R-squared = 0.0830
Adj R-squared = 0.0801
Root MSE = 5.5309
----------------------------------------------------
wage | Coef. Std. Err. t
------------------+---------------------------------
married |
married | 1.029717 1.12407 0.92
tenure | .1048823 .0412746 2.54
hours | .0874067 .0222925 3.92
ttl_exp | .2183548 .0515089 4.24
|
married#c.tenure |
married | -.110726 .0532406 -2.08
|
married#c.hours |
married | -.0418236 .0261311 -1.60
|
married#c.ttl_exp |
married | .0869538 .0652744 1.33
|
_cons | 1.208404 .9551692 1.27
----------------------------------------------------
---------------------------------------------------
wage | P>|t| [95% Conf. Interval]
------------------+--------------------------------
married |
married | 0.360 -1.174622 3.234056
tenure | 0.011 .0239415 .1858232
hours | 0.000 .0436904 .1311231
ttl_exp | 0.000 .1173441 .3193655
|
married#c.tenure |
married | 0.038 -.2151326 -.0063194
|
married#c.hours |
married | 0.110 -.0930675 .0094204
|
married#c.ttl_exp |
married | 0.183 -.0410515 .214959
|
_cons | 0.206 -.6647154 3.081522
---------------------------------------------------
( 1) 1.married#c.tenure = 0
( 2) 1.married#c.hours = 0
( 3) 1.married#c.ttl_exp = 0
F( 3, 2219) = 2.31
Prob > F = 0.0748
注意: 此处应使用命令
testparm
而非test
,因为test
不支持 factor indicator 的#
语法。若要用test
,则命令需改写为极为繁琐的形式:
test married married#c.tenture married#c.hours married#c.ttl_exp
test
应替代为 testparm
global
命令将其他需要交乘的变量统一放入一个全局暂元中,之后直接 $
引用就好,极大地减少代码的书写量
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New!
lianxh
命令发布了:
随时搜索连享会推文、Stata 资源,安装命令如下:
. ssc install lianxh
使用详情参见帮助文件 (有惊喜):
. help lianxh