我有以下型号:
ivreg ldemand social_housing transport year (lprice = utilities)
但是,我想将 year 作为虚拟变量 .
year
我怎么能在Stata中做到这一点?
使用 i.year 不适用于 ivreg 命令 .
i.year
ivreg
交叉发布于Statalist .
命令 ivreg 不允许因子变量:
. webuse hsng2, clear . ivreg rent pcturban i.region (hsngval = faminc) factor variables not allowed r(101);
但是,您仍然可以使用 xi 前缀来动态创建虚拟对象:
xi
. xi: ivreg rent pcturban i.region (hsngval = faminc) i.region _Iregion_1-4 (naturally coded; _Iregion_1 omitted) Instrumental variables (2SLS) regression Source | SS df MS Number of obs = 50 -------------+---------------------------------- F(5, 44) = 9.10 Model | 12735.4667 5 2547.09334 Prob > F = 0.0000 Residual | 48507.6533 44 1102.44667 R-squared = 0.2079 -------------+---------------------------------- Adj R-squared = 0.1179 Total | 61243.12 49 1249.85959 Root MSE = 33.203 ------------------------------------------------------------------------------ rent | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- hsngval | .0038683 .0008958 4.32 0.000 .0020629 .0056737 pcturban | -.4980121 .5179779 -0.96 0.342 -1.541928 .5459039 _Iregion_2 | 1.528672 15.14086 0.10 0.920 -28.98572 32.04306 _Iregion_3 | 7.74279 15.10906 0.51 0.611 -22.70752 38.1931 _Iregion_4 | -40.61235 19.60999 -2.07 0.044 -80.13369 -1.091002 _cons | 88.26681 31.69154 2.79 0.008 24.39671 152.1369 ------------------------------------------------------------------------------ Instrumented: hsngval Instruments: pcturban _Iregion_2 _Iregion_3 _Iregion_4 faminc ------------------------------------------------------------------------------
请务必注意,根据命令的帮助文件:
从Stata 10开始,过时的命令ivreg是一个过时的命令.ivreg已被ivregress命令取代 .
因此,最好切换到 ivregress :
ivregress
. ivregress 2sls rent pcturban i.region (hsngval = faminc), small Instrumental variables (2SLS) regression Source | SS df MS Number of obs = 50 -------------+------------------------------ F( 5, 44) = 9.10 Model | 12735.4667 5 2547.09334 Prob > F = 0.0000 Residual | 48507.6533 44 1102.44667 R-squared = 0.2079 -------------+------------------------------ Adj R-squared = 0.1179 Total | 61243.12 49 1249.85959 Root MSE = 33.203 ------------------------------------------------------------------------------ rent | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- hsngval | .0038683 .0008958 4.32 0.000 .0020629 .0056737 pcturban | -.4980121 .5179779 -0.96 0.342 -1.541928 .5459039 | region | N Cntrl | 1.528672 15.14086 0.10 0.920 -28.98572 32.04306 South | 7.74279 15.10906 0.51 0.611 -22.70752 38.1931 West | -40.61235 19.60999 -2.07 0.044 -80.13369 -1.091002 | _cons | 88.26681 31.69154 2.79 0.008 24.39671 152.1369 ------------------------------------------------------------------------------ Instrumented: hsngval Instruments: pcturban 2.region 3.region 4.region faminc
在Stata的命令提示符下键入 help ivregress 以获取更多详细信息 .
help ivregress
1 回答
命令
ivreg
不允许因子变量:但是,您仍然可以使用
xi
前缀来动态创建虚拟对象:请务必注意,根据命令的帮助文件:
因此,最好切换到
ivregress
:在Stata的命令提示符下键入
help ivregress
以获取更多详细信息 .