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