STATA操作总结

创建新文档

clear all
gl path C:\Download 

mkdir "$path\input"
mkdir "$path\temp"
mkdir "$path\output"

当路径中含有空格时需用双引号引用路径

数据处理

中文乱码处理

clear
cd "D:\BaiduNetdiskDownload\"
unicode analyze 2009_append.dta
unicode encoding set gb18030 
unicode translate 2009_append.dta,invalid

字符串与数值转换

字符串变数值

destring, replace  

数值变成字符串

tostring,replace

字符串截取

gen isic3=substr(isic3_four,1,3) 

字符串的替换与切割

替换

gen v1="this is the day"
*thH is the day*
gen v2= subinstr(v1,"is","X",1)
*thX X thX*
dis subinstr(v1,"is","X",.)

切割

gen v1="1 2 3"
split vq, gen(a)
gen v1="1,2,3"
split v2,p(",")gen (b)

循环转换excel to dta

forvalues j = 2015/2019{
           import excel using `j'_expenditure_for_education.xlsx, clear firstrow
                   save `j'_expenditure_for_education.dta, replace
}

导入excel

import excel "D:\财政绩效专题\Finance budget\Inputs\地区代码转换表\ZGTJNJ\地区代码转换表.xlsx", sheet("Sheet1") firstrow clear

循环合并

use 2015_expenditure_for_education.dta, clear
forv j=2016/2019 {
     append using `j'_expenditure_for_education.dta
}

计时

set rmsg on

删除数据

drop if 证券代码 ==""

宽面板变长面板

reshape long EPS ROE, i(证券代码) j(year)

例子：https://www.lianxh.cn/news/c48db52c26ba5.html

模型选择

高纬固定效应

reghdfe y , absorb(i.iyear i.ind_code i.ind_code#i.year) vce(cluster idcode)