-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathPanel_Data.do
72 lines (42 loc) · 1.33 KB
/
Panel_Data.do
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
*---------------*
* Estimador DID *
*---------------*
// Base -> CPS78_85.DTA
reg lwage y85 female exper expersq y85fem
reg lwage y85 educ exper expersq y85educ
reg lwage y85 educ y85educ exper expersq union female y85fem
*--------------------------------*
* Estimador Primeiras Diferenças *
*--------------------------------*
// Base -> CRIME2.DTA
tab year
reg crmrte d87 unem
// ccrmrte e cunem são as primeiras diferenças das variáveis
reg ccrmrte cunem
*-----------------------*
* Estimador Efeito Fixo *
*-----------------------*
// Base -> CRIME2.DTA
xtset fcode year
xtreg lscrap d88 d89 grant grant_1, fe
*----------------------------*
* Estimador Efeito Aleatório *
*----------------------------*
// Base -> WAGEPAN.DTA
iis nr
tis year
xtreg lwage black hisp exper expersq union educ married d81 d82 d83 d84 d85 d86 d87,re vce(cluster nr) theta
*--------------------------*
* Escolher o melhor modelo *
*--------------------------*
// Base -> WAGEPAN.DTA
// Teste Breusch and Pagan Lagrangian multiplier test for random effects
xtreg lwage exper expersq union married, re vce(cluster nr) theta
xttest0
// Teste de Chow ou Teste F
xtreg lwage exper expersq union married, fe
// Teste de Hausman
xtreg lwage exper expersq union married, fe
estimates store FE
xtreg lwage exper expersq union married, re
hausman FE