stata回归分析

pnorm e sktest e swilk e kdensity e, normal histogram e, normal estat hettest estat imtest
为了研究回归关系的预测性，在回归分析中，并不 是将所有的数据都用于模型参数估计，而是一部分用 于估计，剩下一部分用于预测，检测预测值和真是值 的关系。 Stata中，运用e(sample)进行部分回归和预测。



clear sysuse auto
reg mpg weight gear_ratio length headroom if foreign==0 outreg using d:\temp.txt, replace 3aster bdec(4) tdec(4) nol adjr2 reg mpg weight gear_ratio length headroom if foreign==1 outreg using d:\temp.txt, append 3aster bdec(4) tdec(4) nol adjr2 reg mpg weight gear_ratio length headroom foreign outreg using d:\temp.txt, append 3aster bdec(4) tdec(4) nol adjr2
clear sysuse auto reg mpg weight outreg using d:\temp.txt, replace 3aster bdec(4) tdec(4) nol adjr2 reg mpg dis outreg using d:\temp.txt, append 3aster bdec(4) tdec(4) nol adjr2 reg mpg headroom outreg using d:\temp.txt, append 3aster bdec(4) tdec(4) nol adjr2 reg mpg weight dis headroom outreg using d:\temp.txt, append 3aster bdec(4) tdec(4) nol adjr2 reg mpg weight dis headroom foreign outreg using d:\temp.txt, append 3aster bdec(4) tdec(4) nol adjr2
clear sysuse auto reg mpg weight outreg weight using d:\temp.txt, replace 3aster bdec(4) tdec(4) nol reg mpg weight dis headroom outreg weight using d:\temp.txt, append 3aster bdec(4) tdec(4) nol reg mpg weight dis headroom foreign outreg weight using d:\temp.txt, append 3aster bdec(4) tdec(4) nol
clear sysuse auto reg mpg weight outreg using d:\temp.txt, replace 3aster bdec(4) tdec(4) nol reg mpg dis outreg using d:\temp.txt, append 3aster bdec(4) tdec(4) nol reg mpg headroom outreg using d:\temp.txt, append 3aster bdec(4) tdec(4) nol reg mpg weight dis headroom outreg using d:\temp.txt, append 3aster bdec(4) tdec(4) nol reg mpg weight dis headroom foreign outreg using d:\temp.txt, append 3aster bdec(4) tdec(4) nol

残差及模型适合性检验 残差：rvfplot(a residual-versus-fitted plot) rvpplot(a residual-versus-predictor plot) lvr2plot(a leverage-versus-squaredresidual plot) 正态性：pnorm； kdensity , normal； histogram,normal；sktest；swilk； 多重共线性：vif 异方差性：estat hettest；estat imtest(峰度、偏 度)
y 0 1 x1 2 x2 k xk
~iid N (0, )
2




寻找回归关系 graph box varlist 建立回归方程，进行计算 regress var (independent variable) varlist (dependent variables) 残差及其相关信息 predict, (residual/rsstudent/xb/stdp/cooksd /leverage/) 回归拟合图 twoway




clear sysuse auto table foreign table foreign, nol sum mpg if foreign==0 sum mpg if foreign==1 tabstat mpg, s(N mean median sd min max ) by(foreign) c(s) reg mpg foreign
clear sysuse auto sort make reg mpg weight displacement headroom if foreign==0 predict r1 if e(sample), r predict r2 if ~e(sample), r predict mpg_hat, xb sum r2

outreg estimate store, estimate table xml_tab；outreg2；estout；modltbl；mktab； outtex；est2tex

பைடு நூலகம்

sysuse auto, clear graph matrix weight length displacement regress weight length displacement regress weight length predict wh predict e, residual twoway scatter weight length||line wh length scatter e wh rvfplot rvpplot length





clear webuse union probit union age grade not_smsa south logit union age grade not_smsa south