Stata Study Notes (vii): Regression analysis and robustness test

1. Grouping regression

Sort stateby state:reg xxx xxx

2. Cross-entry

GENICV can generate many cross-item # #可以直接表示交叉项 with one click. "Example" SSC install genicvsysuse AUTO,CLEARGENICV length weight foreign \\\ will generate 4 crosses, so may be the case and have labelreg price length weight le Ngth_weight* If you do not want to generate, directly with the Reg price c.length# #c. Weight \\\ is the same as the back.

3. Tool variables

• Inverse Mills ratio

• Imr=normalden (predict)/normal (predict)

Stata Study Notes (vii): Regression analysis and robustness test