[Kho ti li畛u ngnh may] ebook h動畛ng d畉n s畛 d畛ng ph畉n m畛m lectra gi叩c s董 畛TI LI畛U NGNH MAY
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畛 xem full ti li畛u Xin vui l嘆ng li棚n h畛 page 畛 動畛c h畛 tr畛:
https://www.facebook.com/garmentspace/
https://www.facebook.com/thuvienluanvan01
HO畉C
https://www.facebook.com/thuvienluanvan01
https://www.facebook.com/thuvienluanvan01
tai lieu tong hop, thu vien luan van, luan van tong hop, do an chuyen nganh
This document describes specification tests that can be used after estimating dynamic panel data models using the generalized method of moments (GMM) estimator. It presents GMM estimators for first-order autoregressive models with individual fixed effects that exploit moment restrictions from assuming serially uncorrelated errors. Monte Carlo simulations are used to evaluate the small-sample performance of tests of serial correlation based on GMM residuals, Sargan tests, and Hausman tests. The tests are also applied to estimated employment equations using an unbalanced panel of UK firms.
[Kho ti li畛u ngnh may] ebook h動畛ng d畉n s畛 d畛ng ph畉n m畛m lectra gi叩c s董 畛TI LI畛U NGNH MAY
油
畛 xem full ti li畛u Xin vui l嘆ng li棚n h畛 page 畛 動畛c h畛 tr畛:
https://www.facebook.com/garmentspace/
https://www.facebook.com/thuvienluanvan01
HO畉C
https://www.facebook.com/thuvienluanvan01
https://www.facebook.com/thuvienluanvan01
tai lieu tong hop, thu vien luan van, luan van tong hop, do an chuyen nganh
This document describes specification tests that can be used after estimating dynamic panel data models using the generalized method of moments (GMM) estimator. It presents GMM estimators for first-order autoregressive models with individual fixed effects that exploit moment restrictions from assuming serially uncorrelated errors. Monte Carlo simulations are used to evaluate the small-sample performance of tests of serial correlation based on GMM residuals, Sargan tests, and Hausman tests. The tests are also applied to estimated employment equations using an unbalanced panel of UK firms.
Ph叩t hi畛n v kh畉c ph畛c ph動董ng sai thay 畛i (heteroskedasticity) tr棚n Eview, S...vietlod.com
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Ph動董ng sai thay 畛i (hay c嘆n g畛i l 畉y 畛 ph動董ng sai c畛a ph畉n d動 thay 畛i) l m畛t trong nh畛ng hi畛n t動畛ng ph畛 bi畉n trong c叩c m担 h狸nh h畛i quy v畛i d畛 li畛u ch辿o v c叩c d畛 li畛u b畉ng. Ph動董ng sai thay 畛i lm sai l畛ch c叩c sai s畛 chu畉n 動畛c 動畛c l動畛ng (gi畉m), t畛 坦 lm tng c叩c tr畛 th畛ng k棚 t, F hay lm tng kh畉 nng m畉c ph畉i sai l畉m lo畉i I (gi畉 thuy畉t 炭ng b畛 b叩c b畛). Bi vi畉t sau tr狸nh by h畛 th畛ng l箪 thuy畉t, c叩ch ph叩t hi畛n & kh畉c ph畛c ph動董ng sai thay 畛i c滴ng nh動 ph畉n th畛c hnh ph叩t hi畛n v kh畉c ph畛c ph動董ng sai thay 畛i tr棚n ph畉n m畛m th畛ng k棚 Eview 8. Ngoi ra, c叩c b畉n c坦 th畛 tham kh畉o c叩ch ph叩t hi畛n v kh畉c ph畛c ph動董ng sai thay 畛i tr棚n Stata theo link sau: http://vietlod.com/khac-phuc-phuong-sai-thay-doi
1. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
S D NG STATA 10.0 PHN TCH TH NG K
TRONG NGHIN C U KHOA H C
GI I THI U PH N M M STATA 10.0
TS. BS T ng Kim H ng
A. CI T STATA V CH NG TRNH CHUY N I D LI U
1. Ci t STATA theo c叩c b c sau 但y:
1/ Ch y file autorun.exe
2/ Ch n Next r i next n u kh担ng mu n thay i t棚n, t ch c, v ng i s d ng.
3/ Ch n Stata /MP n u laptop thu c lo i DuoCore. Ch n Stata/SE n u laptop kh担ng
thu c lo i DuoCore.
4/ Ch n Next, r i Next, r i Next n u kh担ng thay i t棚n v v tr鱈 th m c ch a
Stata c ng nh Data c a Stata. Stata s b t u ci t.
5/ Ch n Finish khi Stata ci t xong.
6/ Vo Program t狸m v m Stata 10. Xu t hi n b n ng k箪.
7/ M file Code.doc d湛ng c叩c codes c坦 s n v i n vo b ng ng k箪. i n xong
b m OK. Ch ng tr狸nh Stata 10 t ng m ra.
8/ Ch n Yes tr l i Would you like to enable automatic update checking?
2. Ci t ch ng tr狸nh StatTransfer 9
- Tr棚n d!a CD, t狸m th m c StatTransfer9
- T狸m t"p tin StaTransfer9Setup.exe v nh p 炭p vo t"p tin ny, ch n Run b t u
ci t, ch n Next. Ch n I agree trong License agreement r i Next n u kh担ng thay
i t棚n v v tr鱈 th m c ch a StaTranfer9, vi c kh i ng ci t s b t u.
- Ch n Finish khi Stata ci t xong.
1
2. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
- L u 箪: N u Output File Type (Lo i File #c ch n chuy n i) kh担ng ph i l
Version 10 th狸 vo Options(4) ch$nh l i cho 炭ng
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3. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
- B ng d i 但y m担 t c叩c lo i STATA. T湛y vo nhu c u v c u h狸nh m叩y t鱈nh m ta c坦
th ch n l a lo i STATA th鱈ch h#p nh t s d ng
B. M T S L C V STATA
Stata l m t ph n m m th ng k棚 d湛ng nh"p, x l箪, ph但n t鱈ch s li u. Theo m担 t t%
b ng tr棚n, Stata c坦 th ch y #c tr棚n nhi u h i u hnh, nh ng d湛 v i h i u hnh
no, Stata c ng c坦 th i u khi n #c b&ng d嘆ng l nh ( 叩nh l nh vo khung command)
ho c b&ng menu (ch n l nh tr棚n thanh menu).
Do b nh c a Stata b nh h ng b i k鱈ch th c c a file d' li u, n棚n khi lm vi c tr棚n
b d' li u c坦 k鱈ch th c l n ch炭ng ta c n t ng l #ng b nh dnh cho Stata b&ng c叩ch
d湛ng l nh set memory (vi t t t l set mem). V鱈 d ch炭ng ta c坦 th t ng b nh c a Stata
l棚n 800 megabyte b&ng l nh
set mem 800m
Ngoi ra n u ch炭ng ta mu n t ng s l #ng bi n s t i a c坦 th x l箪 th狸 s d湛ng l nh set
matsize. V鱈 d ch炭ng ta c坦 th t ng s l #ng bi n s t i a c n x l箪 l棚n 800 b&ng c叩ch
叩nh l nh nh sau
set matsize 800
1. Kh i ng Stata
Khi nh p 炭p vo bi u t #ng Stata tr棚n mn h狸nh Desktop th狸 ch ng tr狸nh Stata s hi n
ra nh sau:
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4. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
- Thanh menu c坦 c叩c menu File ( 坦ng m t"p tin); Edit (hi u ch$nh); Prefs (t湛y ch n);
Data (c叩c x l箪 tr棚n s li u); Graphics (v th ); Statistics (th c hi n vi c ph但n t鱈ch s
li u) ; User (ng i s d ng); Window (m ra c叩c c a s ), Help (tr# gi炭p)
- Thanh c担ng c g m c叩c n炭t c担ng c sau:
+ Open (m file data)
+ Save (L u file data)
+ Print results (In k t qu )
+ Log begin/close log (B t u/ 坦ng.file log file l u k t qu ph但n t鱈ch)
+ New viewer (M c a s viewer ra s d ng ch c n ng help)
+ Bring graph window to front ( em c a s th ra tr c)
+ New do-file editor (Bi棚n t"p/t o m i file do file l u ch ng tr狸nh ph但n t鱈ch
t c l c叩c l nh ch y ch ng tr狸nh ph但n t鱈ch)
+ Data editor (Bi棚n t"p s li u s a ch'a, th棚m b t s li u)
+ Data browser (Duy t s li u - Xem s li u nh ng kh担ng s a ch'a)
+ Clear--morecondition (X坦a l nh more ti p t c ch y ch ng tr狸nh)
+ Break (Ng ng l nh ang ch y ho c ng ng ch ng tr狸nh ang ch y)
- B n c a s t% tr棚n xu ng d i bao g m
+ C a s Review (c叩c l nh v%a ch y xong s hi n l棚n tr棚n c a s ny, mu n ch y
l i l nh no, con tr( ngay t i l nh 坦 v nh p 1 c叩i, l nh 坦 s #c chuy n xu ng c a
s command chu)n b th c hi n, n u nh p 炭p, l nh 坦 s #c th c hi n)
+ C a s Results (mu en) th hi n k t qu ph但n t鱈ch
+ C a s Variables (c叩c bi n s c a file s li u ang s d ng, mu n ch n ph但n
t鱈ch bi n s no th狸 sau khi 叩nh l nh, con tr( ngay t i bi n s 坦, nh p chu t 1 l n,
bi n s 坦 s #c chuy n xu ng c a s l nh)
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5. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
+ C a s Commands (c a s l nh l n i ta c坦 th 叩nh c叩c l nh vo)
2. L u l nh/ch ng tr狸nh ph但n t鱈ch
担i khi trong qu叩 tr狸nh ph但n t鱈ch s li u ta c n ph i th c hi n r t nhi u l nh m i t #c
n k t qu cu i c湛ng (v鱈 d c n ph i t o ra c叩c bi n m i, ph但n t鱈ch n bi n r i m i n
ph但n t鱈ch a bi n), kh担ng m t nhi u th i gian (v c坦 th qu棚n c叩c l nh 達 t o) ch炭ng
ta c n l u l i c叩c l nh ny.
Nh p chu t vo n炭t c担ng c New do-file editor, m t c a s m i s m ra, 坦 l c a s
Stata do-file editor.
ta
C坦 th vi t l nh ho c c t/d叩n c叩c l nh 達 ch y t% c a s commands vo 但y, b m n炭t
Save l u (khi l u xong trong m叩y t鱈nh s c坦 1 file .do 坦 ch鱈nh l file l nh ch y
ch ng tr狸nh). M*i l n m file d' li u ph但n t鱈ch, l i nh p chu t vo n炭t c担ng c New
do-file editor, ch n file .do 達 l u m . N u mu n ch y h t ton b c叩c l nh 達 vi t
trong ch ng tr狸nh th狸 con tr( ngay t% l nh u ti棚n sau 坦 th c hi n nh sau:
Tools -> Do to bottom
N u ch$ mu n ch y vi l nh trong ch ng tr狸nh th狸 叩nh d u kh i (c叩c) l nh c n ch y r i
th c hi n nh sau:
Tools -> Do selection
3. L u l i k t qu ph但n t鱈ch
K t qu ph但n t鱈ch #c th hi n tr棚n c a s Stata Results, nh ng c a s ny ch$ cho ph辿p
xem l i k t qu ph但n t鱈ch g n 但y. N u ch y m t ch ng tr狸nh ph但n t鱈ch di th狸 ton b
k t qu ph但n t鱈ch kh担ng th th y h t tr棚n c a s Results. V狸 v"y mu n l u tr' l i ton b
k t qu ch炭ng ta c n l u ch炭ng trong file log. Nh p chu t vo n炭t c担ng c Log
begin/close log th狸 ch炭ng ta th y hi n ra c a s
5
6. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
C坦 2 lo i file log ta c坦 th l u: file lo i formatted log (.smcl) l lo i file #c m c nh,
v file lo i log (.log). Mu n l u file d i d ng no th狸 ch n ng d+n, r i t t棚n file
l u
N棚n nh l c n ph i t o/m log file tr c khi ch y l nh k t qu m i #c l u trong file
log. N u kh担ng t o/m log file tr c th狸 Stata kh担ng t ng l u k t qu trong log file
Mu n xem l i k t qu 達 l u th狸 nh p chu t vo n炭t c担ng c Log begin/close log, ta s
th y hi n ra c a s Stata Log Options
Ch n View snapshot of log file r i b m OK xem. Khi mu n ch m d t vi c l u k t qu
trong log file th狸 ch n close log file r i OK. N u sau khi 達 坦ng log file r i ho c 達
ng ng s d ng Stata, nh ng sau 坦 ta l i mu n s d ng l i v mu n lm vi c tr棚n log fie
n'a th狸 l i nh p chu t vo n炭t c担ng c Log begin/close log, nh ng l n ny c a s Stata
6
7. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
Log Options c坦 h i kh叩c m t ch炭t. N u ta ch$ c坦 箪 nh xem k t qu th狸 ch n View
existing file (read-only), n u mu n ti p t c l u ti p k t qu ph但n t鱈ch (ti p n i ph n 達
l u) th狸 ch n Append to existing file, c嘆n n u quy t nh l u m i hon ton th狸 ch n
Overwrite existing file
7
8. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
BI T P S D NG STATA NH P S LI U
- H達y d湛ng Stata nh"p 15 records u ti棚n c a b d' li u sau
1. nh ngh a c叩c bi n s
- t t棚n bi n s
+ Nh"p gi叩 tr vo tr c-> con tr( t i bi n s c n t t棚n-> Nh p chu t (ta th y hi n
ra m t c a s 坦 l Variable Properties -> t t棚n
8
9. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
- nh ngh a t棚n bi n s
+ Data -> labels -> label variable -> ch n bi n s c n label t棚n trong 担 variable
+ t label trong 担 new variable label-> submit
+ Mu n label ny #c g n vo bi n s ta mu n nh ngh!a th狸 ch n Attach a label to a
variable
Ho c khi nh p chu t vo bi n s t t棚n, th y hi n ra c a s Variable Properties th狸
cho label lu担n
- nh ngh a c叩c gi叩 tr c a bi n s
Data -> labels -> label values -> Define or modify (value labels) -> Khi nh p chu t vo
但y s th y hi n ra m t c a s kh叩c 坦 l c a s label define -> Define ( ch n bi n s
c n nh ngh a gi叩 tr )
9
10. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
+ Khi ta nh p chu t vo define th狸 s th y hi n ra m t c a s m i 坦 l c a s Define
new label. H達y 叩nh nh ngh!a c a bi n s m ta mu n label -> Ok
+ Khi ta ch n Ok th狸 l i c坦 1 c a s kh叩c xu t hi n, 坦 l c a s Add value. Cho gi叩 tr v
ch* Value v qui c c a gi叩 tr 坦 vo ch* text (V鱈 d Value 1, Text Nam) r i b m OK.
Khi xong nh ngh!a c a 1 gi叩 tr r i th狸 c a s Add value v+n c xu t hi n, ta l i th棚m
vo gi叩 tr v nh ngh!a kh叩c (V鱈 d Value 2, Text Nu). C lm ti p t c nh v"y cho n
khi ta nh ngh!a xong t t c c叩c gi叩 tr -> 坦ng c a s ny l i -> Close
+ Sau khi 達 nh ngh!a c叩c gi叩 tr c a bi n s xong n u mu n g n c叩c nh ngh!a c a c叩c
gi叩 tr ny vo bi n s th狸 lm nh sau:
Data-> labels -> label values -> Assign value labels to variable -> Attach a value label
to a variable -> ch n variable-> ch n value label -> submit -> OK
+ Lm ti p t c cho n khi nh ngh!a xong c叩c bi n s
10
11. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
- Xem l i c叩c gi叩 tr c a bi n s
Data-> labels-> label values-> list value labels
2. L u l i file d li u v a bi棚n t p
Sau khi ch$nh s a s li u xong, 坦ng c a s data editor l i th狸 s th y hi n ra c a s sau:
Ch n accept changes l u l i nh'ng thay i tr棚n s li u m ta v%a lm.
3. Sort bi n s /Merge files/ t l i t棚n bi n s
- Sort c叩c bi n s (chu n b merge file)
Data -> Sort -> Ascending sort
- Merge files/merge c叩c cases
Data -> Combine datasets -> Merge two datasets
- t l i t棚n bi n s
Data -> Variable utilities -> Rename variable -> Rename a single variable -> Ch n bi n
s c n rename trong 担 existing variable name-> t t棚n bi n m i trong 担 new
variable name
4. T o bi n s m i/ i n!i dung bi n s hi n c坦/T o bi n s ph但n lo i t bi n s li棚n
t"c
- T o bi n s m i
Data -> Create or change variables -> Create a new variable -> t t棚n m i cho bi n s
trong 担 new variable name -> Thay i n i dung bi n s trong 担 contents of new
varble
- i n!i dung c#a bi n s hi n c坦
Data -> Create or change variables -> Change contents of variable-> Ch n bi n s
trong 担 variable-> New contents
VD: replace sex = 0 if sex==2
- T o bi n s ph但n lo i t bi n s li棚n t"c
Data -> Create or change variables -> Other variable transformation commands->
Recode categorical variable -> Ch n bi n s trong 担varibles-> Ra i u ki n
VD: recode age min/20=1 21/40=2 41/max=3
Bi t p: S d ng file framingham
+ T o bi n s m i th%a c但n & CHA v i c炭 ph叩p nh sau:
- gen TC = bmi
- recode TC min/24.999=0 25/max=1
- gen CHA = 1 if sbp>=140 & dbp>=100
11
12. L p Ph ng ph叩p NCKH Ch ng tr狸nh CUD UPNT03
- replace CHA = 0 if sbp<140 | dbp<100
5. Gi /b$ bi n s /s cases, thay % i th& t' c叩c bi n s trong b! s li u
- Gi' ho c b( bi n s
Data -> Variable utilities -> Keep or drop variables
- Gi' ho c b( s cases
Data -> Variable utilities -> Keep or drop observations
- Thay i th t c a bi n s trong b s li u
Data -> Variable utilities -> Change order of variables in dataset
Ho c
Data -> Variable utilities -> Relocate variable
12