Stata学习：如何构建分位数2SLS回归？ivqregress

文章预览

文献来源 quantile 2SLS Abakah, E. J. A., et al. (2024). Monetary policy uncertainty and ESG performance across energy firms Appendix A. Supplementary data 【数据+Stata】 示例代码 cd "C:\Download \1 -s2.0-S0140988324004079-mmc1\Data and code" import exc "ESG EE Data" , first clear egen CID = group ( ISO ) egen ID = group ( RIC ) xtset ID Year , yearly gl controls "AGE SIZE LEV ROAA FS CASH CAPEX RDI GDP INF IQ" ivqregress iqr ESG $ controls ( SSR = FSI ), quantile ( 10 ( 10 ) 90 ) outreg2 using Q2SLS . doc , dec ( 3 ) word replace addtext ( Year FE , YES , Country FE , YES ) estat coefplot , legend ( position ( 6 ) rows ( 1 )) gr export "1Graph.png" , as ( png ) name ( "Graph" ) replace estat endogeffects , rseed ( 12345671 ) 期刊排版 （完） ………………………………