MIT 教授为博一新生讲授的Stata编程专题英文版---lecture3.pptVIP

* * * * * * * * * * * * * program drop _all program define myrereg_d0 args todo b lnf tempvar xb z T S_z2 Sz_2 S_temp a first tempname sigma_u sigma_e ln_sigma_u ln_sigma_e mleval `xb = `b, eq(1)? mleval `ln_sigma_u = `b, eq(2) scalar mleval `ln_sigma_e = `b, eq(3) scalar scalar `sigma_u = exp(`ln_sigma_u)? scalar `sigma_e = exp(`ln_sigma_e)? ** hack! sort $panel qui { gen double `z = $ML_y1 - `xb by $panel: gen `T = _N gen double `a = (`sigma_u^2) / (`T*(`sigma_u^2) + `sigma_e^2)? by $panel: egen double `S_z2 = sum(`z^2)? by $panel: egen double `S_t