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Tips 10:xt面板估计命令

(2011-12-20 10:01:48)
标签:

stata

面板

财经

分类: 回归——面板模型

以下都是常用面板命令,以后详细解释。   

        xtset        Declare a dataset to be panel data
        xtdescribe   Describe pattern of xt data
        xtsum        Summarize xt data
        xttab        Tabulate xt data
        xtdata       Faster specification searches with xt data

        xtline       Line plots with xt data

        xtreg        Fixed-, between- and random-effects, and population-averaged linear models
        xtregar      Fixed- and random-effects linear models with an AR(1) disturbance
        xtmixed      Multilevel mixed-effects linear regression
        xtgls        Panel-data models using GLS
        xtpcse       OLS or Prais-Winsten models with panel-corrected standard errors
        xthtaylor    Hausman-Taylor estimator for error-components models
        xtfrontier   Stochastic frontier models for panel data
        xtrc         Random coefficients models
        xtivreg      Instrumental variables and two-stage least squares for panel-data models

        xtunitroot   Panel-data unit-root tests

        xtabond      Arellano-Bond linear dynamic panel-data estimator
        xtdpdsys     Arellano-Bond/Blundell-Bond estimation
        xtdpd        Linear dynamic panel-data estimation

        xttobit      Random-effects tobit models
        xtintreg     Random-effects interval-data regression models

        xtlogit      Fixed-effects, random-effects, & population-averaged logit models
        xtprobit     Random-effects and population-averaged probit models
        xtcloglog    Random-effects and population-averaged cloglog models

        xtpoisson    Fixed-effects, random-effects, & population-averaged Poisson models
        xtnbreg      Fixed-effects, random-effects, & population-averaged negative binomial models

        xtmelogit    Multilevel mixed-effects logistic regression
        xtmepoisson  Multilevel mixed-effects Poisson regression

        xtgee        Population-averaged panel-data models using GEE

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