xt, Oprogramowanie, Stata11, utilities
[ Pobierz całość w formacie PDF ]
STATA
LONGITUDINAL-DATA/PANEL-DATA
REFERENCE MANUAL
RELEASE 11
A Stata Press Publication
StataCorp LP
College Station, Texas
Copyright
c
1985–2009 by StataCorp LP
All rights reserved
Version 11
Published by Stata Press, 4905 Lakeway Drive, College Station, Texas 77845
Typeset in T
E
X
Printed in the United States of America
10
9
8
7
6
5
4
3
2
1
ISBN-10: 1-59718-065-3
ISBN-13: 978-1-59718-065-8
This manual is protected by copyright. All rights are reserved. No part of this manual may be reproduced, stored
in a retrieval system, or transcribed, in any form or by any means—electronic, mechanical, photocopy, recording, or
otherwise—without the prior written permission of StataCorp LP unless permitted by the license granted to you by
StataCorp LP to use the software and documentation. No license, express or implied, by estoppel or otherwise, to any
intellectual property rights is granted by this document.
StataCorp provides this manual “as is” without warranty of any kind, either expressed or implied, including, but
not limited to, the implied warranties of merchantability and fitness for a particular purpose. StataCorp may make
improvements and/or changes in the product(s) and the program(s) described in this manual at any time and without
notice.
The software described in this manual is furnished under a license agreement or nondisclosure agreement. The software
may be copied only in accordance with the terms of the agreement. It is against the law to copy the software onto
DVD, CD, disk, diskette, tape, or any other medium for any purpose other than backup or archival purposes.
The automobile dataset appearing on the accompanying media is Copyright c
1979 by Consumers Union of U.S.,
Inc., Yonkers, NY 10703-1057 and is reproduced by permission from CONSUMER REPORTS, April 1979.
Stata and Mata are registered trademarks and NetCourse is a trademark of StataCorp LP.
Other brand and product names are registered trademarks or trademarks of their respective companies.
For copyright information about the software, type
helpcopyright
within Stata.
The suggested citation for this software is
StataCorp. 2009. Stata: Release 11 . Statistical Software. College Station, TX: StataCorp LP.
i
Table of contents
intro
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Introduction to longitudinal-data/panel-data manual
1
xt
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Introduction to xt commands
3
quadchk
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Check sensitivity of quadrature approximation
10
vce options
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Variance estimators
19
xtabond
. . . . . . . . . . . . . . . . . . . . . . . . . Arellano–Bond linear dynamic panel-data estimation
23
xtabond postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtabond
41
xtcloglog
. . . . . . . . . . . . . . . . . . . .
Random-effects and population-averaged cloglog models
44
xtcloglog postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtcloglog
57
xtdata
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Faster specification searches with xt data
60
xtdescribe
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Describe pattern of xt data
67
xtdpd
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Linear dynamic panel-data estimation
71
xtdpd postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtdpd
90
xtdpdsys
. . . . . . . . . . .
Arellano–Bover/Blundell–Bond linear dynamic panel-data estimation
95
xtdpdsys postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtdpdsys
105
xtfrontier
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Stochastic frontier models for panel data
109
xtfrontier postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtfrontier
122
xtgee
. . . . . . . . . . . . . . . . . . . . . . . .
Fit population-averaged panel-data models by using GEE
125
xtgee postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for xtgee
144
xtgls
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Fit panel-data models by using GLS
153
xtgls postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtgls
163
xthtaylor
. . . . . . . . . . . . . . . . . . . . .
Hausman–Taylor estimator for error-components models
165
xthtaylor postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for xthtaylor
178
xtintreg
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Random-effects interval-data regression models
180
xtintreg postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for xtintreg
189
xtivreg
. . . . . . . . .
Instrumental variables and two-stage least squares for panel-data models
193
xtivreg postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtivreg
215
xtline
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Panel-data line plots
217
xtlogit
. . . . . . . . . . . . . .
Fixed-effects, random-effects, and population-averaged logit models
221
xtlogit postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for xtlogit
239
xtmelogit
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects logistic regression
242
xtmelogit postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtmelogit
270
ii
xtmepoisson
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Multilevel mixed-effects Poisson regression
279
xtmepoisson postestimation
. . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtmepoisson
297
xtmixed
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Multilevel mixed-effects linear regression
306
xtmixed postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtmixed
347
xtnbreg
. . . . Fixed-effects, random-effects, & population-averaged negative binomial models
356
xtnbreg postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtnbreg
370
xtpcse
. . . . . . . . . . . . . . . . . . . . . . . . . . Linear regression with panel-corrected standard errors
372
xtpcse postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtpcse
382
xtpoisson
. . . . . . . . . Fixed-effects, random-effects, and population-averaged Poisson models
384
xtpoisson postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtpoisson
405
xtprobit
. . . . . . . . . . . . . . . . . . . . . . . . Random-effects and population-averaged probit models
408
xtprobit postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for xtprobit
428
xtrc
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Random-coefficients model
431
xtrc postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtrc
437
xtreg
. . . . . . .
Fixed-, between-, and random-effects, and population-averaged linear models
439
xtreg postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtreg
468
xtregar
. . . . . . . . . . . . .
Fixed- and random-effects linear models with an AR(1) disturbance
475
xtregar postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Postestimation tools for xtregar
490
xtset
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Declare data to be panel data
492
xtsum
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summarize xt data
505
xttab
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Tabulate xt data
507
xttobit
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Random-effects tobit models
511
xttobit postestimation
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for xttobit
520
xtunitroot
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data unit-root tests
523
Glossary
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
553
Subject and author index
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
557
iii
Cross-referencing the documentation
When reading this manual, you will find references to other Stata manuals. For example,
[
U
]
26 Overview of Stata estimation commands
[
R
]
regress
[
D
]
reshape
The first example is a reference to chapter 26, Overview of Stata estimation commands, in the User’s
Guide; the second is a reference to the
regress
entry in the Base Reference Manual; and the third
is a reference to the
reshape
entry in the Data-Management Reference Manual.
All the manuals in the Stata Documentation have a shorthand notation:
[
GSM
]
Getting Started with Stata for Mac
[
GSU
]
Getting Started with Stata for Unix
[
GSW
]
Getting Started with Stata for Windows
[
U
]
Stata User’s Guide
[
R
]
Stata Base Reference Manual
[
D
]
Stata Data-Management Reference Manual
[
G
]
Stata Graphics Reference Manual
[
XT
]
Stata Longitudinal-Data/Panel-Data Reference Manual
[
MI
]
Stata Multiple-Imputation Reference Manual
[
MV
]
Stata Multivariate Statistics Reference Manual
[
P
]
Stata Programming Reference Manual
[
SVY
]
Stata Survey Data Reference Manual
[
ST
]
Stata Survival Analysis and Epidemiological Tables Reference Manual
[
TS
]
Stata Time-Series Reference Manual
[
I
]
Stata Quick Reference and Index
[
M
]
Mata Reference Manual
Detailed information about each of these manuals may be found online at
[ Pobierz całość w formacie PDF ]