STATA学习笔记：egen函数.pdf

STATA学习笔记：egen函数 STATA学习笔记：egen函数 1. egen (1)mean() webuse egenxmpl,clear egen avg = mean(cholesterol) gen deviation = chol - avg browse (2)median() webuse egenxmpl ,clear browse by dcode, sort :egen medstay = median(los) 根据 分组，并按照 ⼤⼩排序，取 的中位数 // dcode dcode los browse (3)group() webuse egenxmpl6,clear browse egen racesex = group(race sex) // Create racesex containing values 1, 2, ..., //for the groups formed by race and sex //and containing missing if race or sex are missing browse 2. 例⼦：汇率加权计算 clear input firm country exch export 1 1 8 60 1 2 0.03 50 1 3 10 80 2 2 0.03 68 2 4 3 80 3 2 0.03 200 3 3 10 90 3 4 3 250 3 5 1.1 120 end 【注】案例来源于连⽟君⽼师 讲 // STATA33 //加权计算汇率，权重是企业对每个国家出⼝额占该企业出⼝总额的⽐重 计算公式为 // EER== (x1^w1)*(x2^w2)*(x3^w3)...*(xn^wn) 表⽰各国汇率 表⽰出⼝⽐重 //xi wi 由于 处理连乘困难，转化思路，对 取对数 // STATA EER //ln(EER)== w1*ln(x1) + w2*ln(x2) + w3*ln(x3) //第⼀步：对汇率取对数 gen lnexch = ln(exch) //第⼆步：对每⼀个企业，分别计算他们的各国出⼝额占其出⼝总额的⽐重 bysort firm egen weight = pc(export),prop * pc(exp) [, prop] (allows by varlist:) *returns exp (within varlist) scaled to be a percentage of the total, *between 0 and 100. *The prop option returns exp scaled to be a proportion of the total, *between 0 and 1. *第三步：计算weight和ln(exch)的乘积 gen wei_lnexch = weight*ln(exch) *第四步：对每⼀个企业，将weight和lnexch的乘积加总起来 bysort firm egen sum_wei = total(wei_lnexch) gen EER = exp(sum_wei)