admin 发表于 2015-11-19 16:25:11

xt面板估计命令

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
      xtmepoissonMultilevel mixed-effects Poisson regression
      xtgee      Population-averaged panel-data models using GEE

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