STATA 和 SAS 输入输出示范

STATA例子

关于这些输出的问题，有2篇文章做了最好的总结。（连玉君）
https://zhuanlan.zhihu.com/p/93793601
https://blog.csdn.net/arlionn/article/details/103855343

http://blog.sina.com.cn/s/blog_65b2919d0102w1i8.html

Stata结果输出：logout、esttab、outreg2

一文读懂结果输出命令大全（上）

https://www.lianxh.cn/news/79bdf97db717e.html

描述性统计

* 描述性统计
// ssc install sum2docx
local varlist "vol fdhld ret turnover price state"
sum2docx `varlist' using "sumstat.docx",replace ///
	stats(N mean(%9.2f) sd(%9.3f) min(%9.2f) median(%9.2f) max(%9.2f)) ///
	title(Table: Descriptive statistics)

相关系数矩阵

* 相关系数矩阵
**不用输出p值corr2docx
local varlist "vol fdhld ret turnover price state"
corr2docx `varlist' using "corr.docx", append spearman(ignore) pearson(pw) ///
	fmt(%8.3f) star title(Table: correlation coefficient matrix)
**需要输出p值esttab
local varlist "vol fdhld ret turnover price state"
estpost correlate `varlist', matrix
esttab using "corr.rtf", ///
	unstack not noobs compress nogaps replace star(* 0.1 ** 0.05 *** 0.01) ///
	b(%8.3f) p(%8.3f) title(Table: correlation coefficient matrix)

回归结果

global controls "lagvol lagret lagto lagsiz lagprc state"

reg vol CI1 
est store m1 
reg vol CI1 $controls i.month i.ind
est store m2
reg vol CI2 
est store m3
reg vol CI2 $controls i.month i.ind
est store m4

local s "using result.rtf"
local m "m1 m2 m3 m4"
esttab `m' `s', b(%6.4f) nogap compress star(* 0.1 ** 0.05 *** 0.01) ///
	ar2 scalar(N F) title(panel OLS) ///
	append indicate("Month FE =*.month" "Ind FE =*.ind")

描述统计量

help tabstat //Stata 官方命令
描述统计量组间均值差异检验
help ttest
help ttable2
help estout
相关分析命令
help pwcorr
help pwcorr_a
回归相关分析命令
help esttab
help outreg2
help logout
stata命令汇总
help sum2docx //输出基本统计量输出
help t2docx //输出均值差异检验结果输出
help corr2docx //输出 Pearson & Spearman 相关系数矩阵输出
help reg2docx //输出回归结果输出

use ret_indexret_cvi,clear
merge 1:1 firm Date using ar_vol
tab _merge
keep if _merge==3
drop _merge

preserve
local xlist "  ar  ret2  cvi fear_index"

logout, save(D:\car_2021\new_table\vol\Table12_Desc_STAT) excel  replace:  tabstat  ///
 `xlist'   , stats(n mean sd min p25 p50 p75 max) c(s) f(%6.5f)
restore

gen log_fear_index=log(fear_index)

tabstat ar  ret2  cvi fear_index, stats(n mean sd min max  skewness  kurtosis ) c(s) f(%6.3f)

 
reg ar  log_fear_index  
est store m1

reg ar log_fear_index  ret2   
est store m2

reg ar log_fear_index ret2 cvi 
est store m3

esttab  m1  m2 m3    /// 
using D:\car_2021\new_table\vol\table12.csv,replace compress nogap nonotes    ///
 se(%6.5f)  se  scalars(r2 r2_a N F)  star(* 0.1 ** 0.05 *** 0.01 ) obslast title("vol regression") addnotes("*** 1%  ** 5%  * 10%" "" "")
	

*********************************************
***********  Code for my research ***********
***********       2014/12/11    ***********
*********************************************

clear all 
set more off
set memo 200m
capture log close
***********

local workdir0 "D:\stock"
cd `workdir0'

local datafiles0: dir "`workdir0'" files "*.txt"

foreach datafile0 of local datafiles0 {
   
       rm `datafile0'
}
******


set logtype text
log using myproject_log.txt,replace


*********************************************
***********  Code for my research ***********
***********       2014/12/11    ***********
*********************************************


cd D:\stock

*** 清空文件夹中的 图形文件，便于反复调试程序 ***


local workdir "D:\stock"
cd `workdir'

local datafiles: dir "`workdir'" files "*.gph"

foreach datafile of local datafiles {
   
       rm `datafile'
}


*** 读入原始数据集 CSV 格式 ***
insheet using rawdata.csv,comma names
 

*** 计算需要的变量，并制作标签标识
rename f110201b pxl
label variable pxl  "每股现金股利"

rename   f011201a lev
label variable lev  "资产负债率"

rename   f090901b eps
label variable eps  "每股净利润"

gen fltgbl=1-(nshra/ nshrttl)
label variable fltgbl  "非流通股比率"

rename f091001a mas
label variable mas  "每股净资产"

rename f091801b mncf
label variable mncf  "每股现金流量"

gen tzzc=c002007000/ nshrttl
label variable tzzc  "每股投资总支出"

gen size=ln(a001000000)
label variable size  "企业规模"

*** 删除极端值 ***
sum pxl size lev eps fltgbl mas mncf tzzc
drop if lev>100 | tzzc>100

save mydata,replace


use mydata,clear

*** 散点图 ***
foreach variable of varlist size lev eps fltgbl mas mncf tzzc {
   

scatter pxl `variable' , saving(graph_`variable') 

}

graph combine graph_size.gph graph_lev.gph  graph_eps.gph  graph_fltgbl.gph  ///
graph_mas.gph  graph_mncf.gph  graph_tzzc.gph,saving(scatter_graph) 

graph export scatter_graph.png,replace
 
 
*** 描述性统计 ***
tabstat pxl lev eps fltgbl mas mncf tzzc, stats(n mean sd min max  skewness  kurtosis ) c(s) f(%6.3f)


*** 相关系数表 ***
corr pxl size lev eps fltgbl mas mncf tzzc


*** OLS 估计 四个模型  ****

use mydata,clear

*** 多重共线性检测 ***
reg pxl size lev eps fltgbl mas mncf tzzc
vif


****model 1****
reg pxl size 
est store m1

****model 2****
xi: reg pxl size i.year i.indcd
est store m2

****model 3****
reg pxl size lev eps fltgbl mas mncf tzzc
est store m3

****model 4****
xi:  reg pxl size lev eps fltgbl mas mncf tzzc i.year i.indcd
est store m4

****model 5 异方差稳健的标准误估计 ****
xi:  reg pxl size lev eps fltgbl mas mncf tzzc i.year i.indcd, robust
est store m5

  
logout , save(OLS_table) word replace fix(3): esttab m1 m2 m3 m4 m5, ///
mtitle(m1 m2 m3 m4 m5) b(%6.3f)   star(* 0.1 ** 0.05 *** 0.01 )  ///
scalar(r2 r2_a N F) compress nogap drop(_I* o._I*)

 
***