stata中怎么做sw reg 的标准化系数beta?跪求答案!!! 求!求助!如何用Stata求quarterly beta并且...

\u5982\u4f55\u7528stata\u6807\u51c6\u5316\u53d8\u91cf

\u9700\u8981\u5bf9\u53d8\u91cf\u8fdb\u884c\u6807\u51c6\u5316\u5904\u7406\uff0c\u5373\uff08x-\u5747\u503c\uff09\u00f7\u6807\u51c6\u5dee
\u65b9\u6cd51\u2014\u2014gen
\u65b9\u6cd52\u2014\u2014egen
\u4f8b\u5982\u2014\u2014y\uff1ax1 x2 m
\u5f15\u5165x2\u4e0em\u7684\u4ea4\u4e92\u9879\uff0c\u8003\u5bdfm\u5bf9\u5176\u7684\u8c03\u8282\u4f5c\u7528\u3002
\u5728\u5f15\u5165\u4ea4\u4e92\u9879\u4e4b\u524d\uff0c\u9700\u8981\u5c06x2\u548cm\u5206\u522b\u6807\u51c6\u5316\uff0c\u518d\u53d6\u5176\u4e58\u79ef\u3002

\u65b9\u6cd51\u2014\u2014gen

. sum x2



Variable | Obs Mean Std. Dev. Min Max

-------------+--------------------------------------------------------

x2 | 8438 55.11448 15.1841 16 111



. gen x21= (x2-55.11448)/15.1841

. sum x21



Variable | Obs Mean Std. Dev. Min Max

-------------+--------------------------------------------------------

x21 | 8438 1.44e-07 .9999997 -2.576016 3.680529

\u2014\u2014x21\u5c31\u662f\u6807\u51c6\u5316\u540e\u7684\u65b0\u53d8\u91cf

\u65b9\u6cd52\u2014\u2014egen

. egen x22=std(x2)



. sum x22



Variable | Obs Mean Std. Dev. Min Max

-------------+--------------------------------------------------------

x22 | 8438 -2.24e-09 1 -2.576017 3.68053


\u2014\u2014x22\u5c31\u662f\u6807\u51c6\u5316\u540e\u7684\u65b0\u53d8\u91cf

\u4f60\u662f\u505a\u56de\u5f52\u5417\uff1f
outreg2

先用逐步回归求出显著的变量
然后对显著的变量进行回归,加个beta命令就可以得到标准化系数啦

dfactor命令。具体的可以help dfactor。

扩展阅读:stata invalid name ... stata 导入全是红色 ... s-works中国官网 ... stata安装命令 ssc ... stata r111 ... sw盗版查得严吗 ... stata ssc install不能用 ... swgiu ... stata r608错误 ...

本站交流只代表网友个人观点,与本站立场无关
欢迎反馈与建议,请联系电邮
2024© 车视网