# Stata：面板分位数模型估计及内生性初探

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New！ `lianxh` 命令发布了：

`. ssc install lianxh`

`. help lianxh`

Email: ht_wu@foxmail.com

## 3. Stata 范例

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``//下载外部命令``. ssc install qregpd``. ssc install moremata``. ssc install amcmc``//下载系统自带数据``. webuse nlswork.dta, clear``

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``. qregpd ln_wage tenure union, id(idcode) fix(year)``Nelder-Mead optimization``initial:       f(p) = -298.32357``rescale:       f(p) = -1.2889814``Iteration 0:   f(p) = -1.2889814``Iteration 1:   f(p) = -1.2889814``……``Iteration 22:  f(p) = -.00164654``Iteration 23:  f(p) = -.00164654``Quantile Regression for Panel Data (QRPD)``     Number of obs:             19010``     Number of groups:           4134``     Min obs per group:             1``     Max obs per group:            12``-----------------------------------------------------------------------`` ln_wage |      Coef.   Std. Err.      z    P>|z|  [95% Conf. Interval]``---------+-------------------------------------------------------------``  tenure |   .0207086   .0018158    11.40   0.000  .0171497    .0242676``   union |   .0922885   .0122959     7.51   0.000   .068189     .116388``-----------------------------------------------------------------------``No excluded instruments - standard QRPD estimation.``

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``. qregpd ln_wage tenure union, id(idcode) fix(year)  ///``         optimize(mcmc) noisy draws(1000) burn(100)  ///``         arate(.5) instruments(ttl_exp wks_work union)``Adaptive MCMC optimization``...........................................   50: f(x) = -123.527581``...........................................  100: f(x) = -120.682312``...``...........................................  950: f(x) = -120.251358``........................................... 1000: f(x) = -118.942834``Quantile Regression for Panel Data (QRPD)``Number of obs:             19010``Number of groups:           4134``Min obs per group:             1``Max obs per group:            12``ln_wage      Coef.   Std. Err.      z    P>z       [95% Conf. Interval]``-----------------------------------------------------------------------``tenure    .0312079   .0005661    55.13   0.000     .0300984    .0323175``union     .0807607   .0065461    12.34   0.000     .0679305    .0935908``Excluded instruments: ttl_exp wks_work``MCMC diagonstics:``Mean acceptance rate:      0.192``Total draws:                1000``Burn-in draws:               100``Draws retained:              900``Value of objective function:``Mean:            -119.0795``Min:             -125.4123``Max:             -117.0153``MCMC notes:``*Point estimates correspond to mean of draws.``*Standard errors are derived from variance of draws.``

## 4. 参考资料

• Powell, David. 2015. Quantile Regression with Nonadditive Fixed Effects. RAND Labor and Population Working Paper. -Link-，内附 PDF 原文和代码。
• Powell, David. 2016. Quantile Treatment Effects in the Presence of Covariates. RAND Labor and Population Working Paper. -Link-
• Powell, David. 2014b. Did the Economic Stimulus Payments of 2008 Reduce Labor Supply? Evidence from Quantile Panel Data Estimation. RAND Labor and Population Working Paper 710-3. -Link-

## 5. 相关推文

Note：产生如下推文列表的命令为：
`lianxh 分位数, m`

`ssc install lianxh, replace`

## 相关课程

http://lianxh.duanshu.com

### 课程一览

Note: 部分课程的资料，PPT 等可以前往 连享会-直播课 主页查看，下载。

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New！ `lianxh` 命令发布了：

`. ssc install lianxh`

`. help lianxh`