areg实际上并不是像使用Python那样用3677个村庄指标来反转矩阵。它正在以某种方式转换数据,从而避免了这样做的必要性,因此速度会更快。这也是为什么带有乡村假人的regress中的常量与areg中的常量不匹配,尽管斜率系数应该相同,如果您等待Python完成。在
下面是areg用regress计算系数的方法。由于我没有对5个吸收效应进行自由度调整,因此标准误差将太大,但我将通过乘以SEs在下面的循环中手动进行调整:. sysuse auto, clear
(1978 Automobile Data)
. drop if missing(rep78)
(5 observations deleted)
. /* (1) transform the data by subtracting the group specific mean and */
. /* adding the grand/overall mean back in for outcome and regressors */
. foreach var of varlist price weight length foreign {
2. bys rep78: egen group_mean = mean(`var')
3. qui sum `var'
4. gen double `var'_star = `var' - group_mean + r(mean)
5. drop group_mean
6. }
. /* (2) Fit the model on transformed data */
. regress price_star weight_star length_sta