xtusreg：不规则时间间隔下的动态面板回归软件

IF 3.2 2区数学 Q1 SOCIAL SCIENCES, MATHEMATICAL METHODS Stata Journal Pub Date : 2022-09-01 DOI:10.1177/1536867X221124567

Yuya Sasaki, Yi Xin

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引用次数: 0

摘要

我们引入了一个新的命令xtusreg，用于在不等时间间隔下估计固定效应动态面板回归模型的参数。在回顾了该方法之后，我们使用模拟数据检查了该命令的有限样本性能。我们还用国家纵向调查原始队列来说明这一命令:老年男性，他们的个人访谈是在1966年、1967年、1969年、1971年、1976年、1981年和1990年的不均匀间隔年份进行的。xtusreg的基础方法是Sasaki和Xin (2017, Journal of Econometrics 196: 320-330)所讨论的方法。

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xtusreg: Software for dynamic panel regression under irregular time spacing

We introduce a new command, xtusreg, that estimates parameters of fixed-effects dynamic panel regression models under unequal time spacing. After reviewing the method, we examine the finite-sample performance of the command using simulated data. We also illustrate the command with the National Longitudinal Survey Original Cohorts: Older Men, whose personal interviews took place in the unequally spaced years of 1966, 1967, 1969, 1971, 1976, 1981, and 1990. The methods underlying xtusreg are those discussed by Sasaki and Xin (2017, Journal of Econometrics 196: 320–330).

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来源期刊

Stata Journal 数学-统计学与概率论

CiteScore

7.80

自引率

4.20%

发文量

审稿时长

>12 weeks

期刊介绍： The Stata Journal is a quarterly publication containing articles about statistics, data analysis, teaching methods, and effective use of Stata''s language. The Stata Journal publishes reviewed papers together with shorter notes and comments, regular columns, book reviews, and other material of interest to researchers applying statistics in a variety of disciplines.