Stata 带estfe的下降指示器
当使用Stata 带estfe的下降指示器,stata,Stata,当使用estfe并随后使用indicate(r(indicate_-fe))时,回归表包含设置的所有固定效果,即使我没有在estfe中指定它们,而且似乎无法删除它们 在下面的示例中,我想控制净空和外部,但只显示净空,我将其重命名为foo: . sysuse auto, clear (1978 Automobile Data) . reghdfe price weight, a(headroom foreign) (dropped 1 singleton observations) (conve
estfe
并随后使用indicate(r(indicate_-fe))
时,回归表包含设置的所有固定效果,即使我没有在estfe
中指定它们,而且似乎无法删除它们
在下面的示例中,我想控制净空
和外部
,但只显示净空
,我将其重命名为foo
:
. sysuse auto, clear
(1978 Automobile Data)
. reghdfe price weight, a(headroom foreign)
(dropped 1 singleton observations)
(converged in 4 iterations)
HDFE Linear regression Number of obs = 73
Absorbing 2 HDFE groups F( 1, 64) = 64.50
Prob > F = 0.0000
R-squared = 0.5542
Adj R-squared = 0.4985
Within R-sq. = 0.5020
Root MSE = 2095.7886
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
weight | 3.58106 .4458786 8.03 0.000 2.690315 4.471805
-------------+----------------------------------------------------------------
Absorbed | F(7, 64) = 5.272 0.000 (Joint test)
------------------------------------------------------------------------------
Absorbed degrees of freedom:
---------------------------------------------------------------+
Absorbed FE | Num. Coefs. = Categories - Redundant |
-------------+-------------------------------------------------|
headroom | 7 7 0 |
foreign | 1 2 1 |
---------------------------------------------------------------+
. eststo m: reghdfe price weight, a(headroom foreign)
(dropped 1 singleton observations)
(converged in 4 iterations)
HDFE Linear regression Number of obs = 73
Absorbing 2 HDFE groups F( 1, 64) = 64.50
Prob > F = 0.0000
R-squared = 0.5542
Adj R-squared = 0.4985
Within R-sq. = 0.5020
Root MSE = 2095.7886
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
weight | 3.58106 .4458786 8.03 0.000 2.690315 4.471805
-------------+----------------------------------------------------------------
Absorbed | F(7, 64) = 5.272 0.000 (Joint test)
------------------------------------------------------------------------------
Absorbed degrees of freedom:
---------------------------------------------------------------+
Absorbed FE | Num. Coefs. = Categories - Redundant |
-------------+-------------------------------------------------|
headroom | 7 7 0 |
foreign | 1 2 1 |
---------------------------------------------------------------+
. estfe m, labels(headroom "foo")
. return list
macros:
r(indicate_fe) : " "foo=0.headroom" "foreign=0.foreign""
. esttab m, keep(weight) indicate(`r(indicate_fe)')
----------------------------
(1)
price
----------------------------
weight 3.581***
(8.03)
foo Yes
foreign Yes
----------------------------
N 73
----------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
. esttab m, keep(weight) indicate(`r(indicate_fe)') drop(foreign)
coefficient foreign not found
。系统使用自动,清除
(1978年汽车数据)
. reghdfe价格权重,a(国外净空)
(1个单态观测)
(在4次迭代中收敛)
obs的HDFE线性回归数=73
吸收2个HDFE基团F(1,64)=64.50
概率>F=0.0000
R平方=0.5542
调整R平方=0.4985
R-sq.=0.5020以内
根MSE=2095.7886
------------------------------------------------------------------------------
价格系数。标准错误。t P>| t |[95%配置间隔]
-------------+----------------------------------------------------------------
重量| 3.58106.4458786 8.03 0.000 2.690315 4.471805
-------------+----------------------------------------------------------------
吸收| F(7,64)=5.272 0.000(联合试验)
------------------------------------------------------------------------------
吸收自由度:
---------------------------------------------------------------+
吸收铁|系数数值=类别-冗余|
-------------+-------------------------------------------------|
净空| 7 0 |
外国| 1 2 1 |
---------------------------------------------------------------+
. eststo m:reghdfe价格权重,a(国外净空)
(1个单态观测)
(在4次迭代中收敛)
obs的HDFE线性回归数=73
吸收2个HDFE基团F(1,64)=64.50
概率>F=0.0000
R平方=0.5542
调整R平方=0.4985
R-sq.=0.5020以内
根MSE=2095.7886
------------------------------------------------------------------------------
价格系数。标准错误。t P>| t |[95%配置间隔]
-------------+----------------------------------------------------------------
重量| 3.58106.4458786 8.03 0.000 2.690315 4.471805
-------------+----------------------------------------------------------------
吸收| F(7,64)=5.272 0.000(联合试验)
------------------------------------------------------------------------------
吸收自由度:
---------------------------------------------------------------+
吸收铁|系数数值=类别-冗余|
-------------+-------------------------------------------------|
净空| 7 0 |
外国| 1 2 1 |
---------------------------------------------------------------+
. estfe m,标签(净空“foo”)
. 返回列表
宏:
r(表示错误):“foo=0.净空”“foreign=0.foreign”
. esttab m,保持(重量)指示(`r(指示)
----------------------------
(1)
价格
----------------------------
体重3.581***
(8.03)
福:是的
外国的是
----------------------------
N 73
----------------------------
括号中的t统计量
*p它看起来像是而不是包含r(指示时间)
您想要包含displayName=coeficientname
,因此在上面和下面的示例中,返回列表显示:
r(表示空间):“净空=0.净空”“外部=0.外部”“
因此,我们表示foo=0。净空
以您的例子:
sysuse auto, clear
eststo m: reghdfe price weight, a(headroom foreign)
estfe m
return list
esttab m, keep(weight) indicate("foo = 0.headroom")
这将输出:
----------------------------
(1)
price
----------------------------
weight 3.581***
(8.03)
foo Yes
----------------------------
N 73
----------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
----------------------------
(1)
价格
----------------------------
体重3.581***
(8.03)
福:是的
----------------------------
N 73
----------------------------
括号中的t统计量
*p