发布时间 : 星期三 文章state命令更新完毕开始阅读
一、回归
reg rlag audit_opinion du net_profit lev size total_assets_growth_rate eps net_asset_per_share jian_ren ind liquidity state
二、Person相关系数
pwcorr audit_opinion du net_profit lev size total_assets_growth_rate eps jian_ren ind liquidity state,sig
三
order stkcd accper auditing_date corporate_reporting_date first_booking_date rlag arlag rrlag urlag delay_pre audit_opinio
> n du net_profit loss size lev total_assets_growth_rate eps jian_ren ind liquidity state finance utilities proper
> ties conglomerates industrals commerce y2001 y2002 y2003 y2004 y2005 y2006 y2007 y2008 y2009 y2010
四、
reg rlag audit_opinion du loss size lev total_assets_growth_rate eps jian_ren ind liquidity shanghai shenzhen finance utilities properties conglomerates industrals commerce y2001 y2002 y2003 y2004 y2005 y2006 y2007 y2008 y2009 y2010
五、
order stkcd accper auditing_date corporate_reporting_date first_booking_date rlag arlag rrlag urlag delay_pre ch de pre a
> udit_opinion du loss size lev total_assets_growth_rate eps jian_ren ind liquidity shanghai shenzhen finance utilitie
> s properties conglomerates industrails1 industrails2 industrails3 industrails4 industrails5 industrails6 industrails7 industra
> ils8 industrails9 industrails10 industrails11 industrails12 industrails13 industrails14 commerce y2001 y2002 y2003 y2004 y2005
> y2006 y2007 y2008 y2009 y2010 industrals hangye hangye industrials
六
generate rr =finance + utilities+ properties + conglomerates + industrails1+ industrails2 + industrails3+ industrails4+ in
> dustrails5 + industrails6+ industrails7 + industrails8+ industrails9+ industrails10+ industrails11+ industrails12+ industrai > ls13+ industrails14 + commerce 七
sort audit_opinion结果是：
note: shenzhen omitted because of collinearity note: industrails12 omitted because of collinearity note: y2001 omitted because of collinearity
Linear regression Number of obs = 11783 F( 38, 11744) = 49.80 Prob > F = 0.0000 R-squared = 0.1272 Root MSE = 22.037
------------------------------------------------------------------------------ | Robust
rlag | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+----------------------------------------------------------------
audit_opin~n | 11.57641 .7647232 15.14 0.000 10.07743 13.07539 du | 5.896507 .4663501 12.64 0.000 4.982383 6.81063 loss | 7.63609 .7845307 9.73 0.000 6.098279 9.1739 size | 1.490203 .1928693 7.73 0.000 1.112147 1.868259 lev | .0164396 .0129624 1.27 0.205 -.0089689 .0418481 total_asse~e | -1.791161 .8010699 -2.24 0.025 -3.361391 -.2209309 eps | -3.815044 .7721173 -4.94 0.000 -5.328522 -2.301566 jian_ren | .3300953 .6455487 0.51 0.609 -.9352874 1.595478 ind | -2.423466 3.278779 -0.74 0.460 -8.850418 4.003485 liquidity | 5.693323 1.287414 4.42 0.000 3.169777 8.216868 shanghai | -.9541333 .430099 -2.22 0.027 -1.797199 -.1110678 shenzhen | (omitted)
finance | -11.76666 3.155108 -3.73 0.000 -17.9512 -5.582129 utilities | -10.81123 2.580241 -4.19 0.000 -15.86893 -5.75353 properties | -11.98033 2.608654 -4.59 0.000 -17.09373 -6.866937 conglomera~s | -7.103316 2.533246 -2.80 0.005 -12.0689 -2.137733 industrails1 | -8.477684 3.269423 -2.59 0.010 -14.88629 -2.069073 industrails2 | -8.513626 2.662219 -3.20 0.001 -13.73202 -3.295234 industrails3 | -9.724354 2.718352 -3.58 0.000 -15.05278 -4.395933 industrails4 | -16.82878 3.052956 -5.51 0.000 -22.81308 -10.84448 industrails5 | -12.74777 2.562424 -4.97 0.000 -17.77054 -7.724991 industrails6 | -10.44887 2.718395 -3.84 0.000 -15.77738 -5.120365 industrails7 | -14.05677 2.590017 -5.43 0.000 -19.13363 -8.979903 industrails8 | -10.41434 2.539308 -4.10 0.000 -15.39181 -5.436878 industrails9 | -12.51691 3.126312 -4.00 0.000 -18.645 -6.388815 industrai~10 | -10.48752 2.676442 -3.92 0.000 -15.7338 -5.241255 industrai~11 | -6.710359 2.714764 -2.47 0.013 -12.03175 -1.388971 industrai~12 | (omitted)
industrai~13 | -11.16011 3.62859 -3.08 0.002 -18.27275 -4.047467
industrai~14 | -10.02621 4.489388 -2.23 0.026 -18.82615 -1.226262 commerce | -6.835542 2.583339 -2.65 0.008 -11.89931 -1.771769 y2001 | (omitted)
y2002 | 2.51377 1.091078 2.30 0.021 .3750757 4.652464 y2003 | 4.46089 1.251938 3.56 0.000 2.006884 6.914897 y2004 | 4.040469 1.290264 3.13 0.002 1.511337 6.569602 y2005 | 5.895098 1.292352 4.56 0.000 3.361873 8.428323 y2006 | 7.705506 1.335294 5.77 0.000 5.088108 10.3229 y2007 | 6.811367 1.383911 4.92 0.000 4.098672 9.524061 y2008 | 6.135209 1.369071 4.48 0.000 3.451604 8.818815 y2009 | 3.03054 1.467612 2.06 0.039 .1537778 5.907302 y2010 | 4.615505 1.493128 3.09 0.002 1.688726 7.542284 _cons | 56.99181 4.706639 12.11 0.000 47.76601 66.2176
八
reg rlag audit_opinion du loss size lev total_assets_growth_rate eps jian_ren ind liquidity shanghai shenzhen
> finance utilities properties conglomerates industrails1 industrails2 industrails3 industrails4 industrails5 industrails6 indu
> strails7 industrails8 industrails9 industrails10 industrails11 industrails12 industrails13 industrails14 commerce y2001 y2002 y2
> 003 y2004 y2005 y2006 y2007 y2008 y2009 y2010
note: shenzhen omitted because of collinearity note: industrails12 omitted because of collinearity note: y2001 omitted because of collinearity
Source | SS df MS Number of obs = 11783 -------------+------------------------------ F( 38, 11744) = 45.03
Model | 830980.643 38 21867.9116 Prob > F = 0.0000 Residual | 5703197.53 11744 485.626492 R-squared = 0.1272 -------------+------------------------------ Adj R-squared = 0.1244
Total | 6534178.17 11782 554.589897 Root MSE = 22.037
------------------------------------------------------------------------------
rlag | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+----------------------------------------------------------------
audit_opin~n | 11.57641 .7815941 14.81 0.000 10.04436 13.10846 du | 5.896507 .4619195 12.77 0.000 4.991068 6.801946 loss | 7.63609 .7495539 10.19 0.000 6.16684 9.10534 size | 1.490203 .1871161 7.96 0.000 1.123425 1.856982 lev | .0164396 .0244699 0.67 0.502 -.0315254 .0644046 total_asse~e | -1.791161 .49559 -3.61 0.000 -2.762599 -.8197223 eps | -3.815044 .4336712 -8.80 0.000 -4.665112 -2.964977
jian_ren | .3300953 .6300117 0.52 0.600 -.9048323 1.565023 ind | -2.423466 3.337178 -0.73 0.468 -8.96489 4.117957 liquidity | 5.693323 1.26703 4.49 0.000 3.209733 8.176912 shanghai | -.9541333 .4259022 -2.24 0.025 -1.788972 -.1192944 shenzhen | (omitted)
finance | -11.76666 3.655417 -3.22 0.001 -18.93189 -4.60144 utilities | -10.81123 3.272019 -3.30 0.001 -17.22493 -4.397529 properties | -11.98033 3.275595 -3.66 0.000 -18.40104 -5.559621 conglomera~s | -7.103316 3.236891 -2.19 0.028 -13.44816 -.7584723 industrails1 | -8.477684 3.836692 -2.21 0.027 -15.99824 -.9571309 industrails2 | -8.513626 3.336386 -2.55 0.011 -15.0535 -1.973755 industrails3 | -9.724354 3.370693 -2.88 0.004 -16.33147 -3.117237 industrails4 | -16.82878 3.594037 -4.68 0.000 -23.87369 -9.78387 industrails5 | -12.74777 3.254566 -3.92 0.000 -19.12726 -6.368277 industrails6 | -10.44887 3.385778 -3.09 0.002 -17.08556 -3.812185 industrails7 | -14.05677 3.275747 -4.29 0.000 -20.47777 -7.635758 industrails8 | -10.41434 3.239929 -3.21 0.001 -16.76514 -4.063544 industrails9 | -12.51691 3.721996 -3.36 0.001 -19.81264 -5.221177 industrai~10 | -10.48752 3.352039 -3.13 0.002 -17.05808 -3.916973 industrai~11 | -6.710359 3.391467 -1.98 0.048 -13.3582 -.0625195 industrai~12 | (omitted)
industrai~13 | -11.16011 4.187375 -2.67 0.008 -19.36806 -2.952156 industrai~14 | -10.02621 4.864098 -2.06 0.039 -19.56065 -.491768 commerce | -6.835542 3.270861 -2.09 0.037 -13.24697 -.4241106 y2001 | (omitted)
y2002 | 2.51377 1.142483 2.20 0.028 .2743136 4.753226 y2003 | 4.46089 1.30815 3.41 0.001 1.8967 7.025081 y2004 | 4.040469 1.330165 3.04 0.002 1.433125 6.647814 y2005 | 5.895098 1.345963 4.38 0.000 3.256787 8.53341 y2006 | 7.705506 1.35983 5.67 0.000 5.040014 10.371 y2007 | 6.811367 1.394822 4.88 0.000 4.077284 9.54545 y2008 | 6.135209 1.41248 4.34 0.000 3.366514 8.903904 y2009 | 3.03054 1.472646 2.06 0.040 .1439089 5.917171 y2010 | 4.615505 1.515462 3.05 0.002 1.644949 7.586062 _cons | 56.99181 5.074188 11.23 0.000 47.04556 66.93806
九|stata 生成虚拟变量
2011-03-31 07:50 P.M.
生成虚拟变量
在很多场合，需要对分别变量（categorical variables）生成虚拟变量。Stata提供的xi命令能很方便地实现这一点。这是Stata最引人入胜的功能之一。本文仅介绍xi命令最基