areg.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 07mar2005}{...}
{cmd:help areg} {right:dialog:  {bf:{dialog areg}}{space 15}}
{right:also see:  {help areg postestimation}}
{hline}

{title:Title}

{p2colset 5 17 19 2}{...}
{p2col :{hi:[R] areg} {hline 2}}Linear regression with a large dummy-variable set{p_end}
{p2colreset}{...}

{title:Syntax}

{p 8 13 2}
{cmd:areg} 
{depvar} 
[{indepvars}] 
{ifin}
{weight}{cmd:,}
{opt a:bsorb(varname)}
[{it:options}]

{synoptset 20 tabbed}{...}
{synopthdr}
{synoptline}
{syntab:Model}
{p2coldent:* {opth a:bsorb(varname)}}categorical variable to be absorbed{p_end}

{syntab:SE/Robust}
{synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt r:obust},
	{opt boot:strap}, or {opt jack:knife}{p_end}
{synopt :{opt r:obust}}synonym for {cmd:vce(robust)}{p_end}
{synopt :{opth cl:uster(varname)}}adjust standard errors for intragroup correlation{p_end}

{syntab:Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}* {opt absorb(varname)} is required.{p_end}
{p 4 6 2}{it:depvar} and {it:indepvars} may contain time-series operators; see {help tsvarlist}.{p_end}
{p 4 6 2}{cmd:bootstrap}, {cmd:by}, {cmd:jackknife}, {cmd:rolling},
{cmd:statsby}, and {cmd:xi} are allowed; see {help prefix}.{p_end}
{p 4 6 2}{cmd:aweight}s, {cmd:fweight}s, and {cmd:pweight}s are allowed; see {help weight}.{p_end}
{p 4 6 2}See {help areg postestimation} for features available after estimation.{p_end}


{title:Description}

{pstd}
{cmd:areg} fits a linear regression absorbing one categorical factor;
that is, it fits a one-way fixed-effects model.

{pstd}
Note:  See the command {cmd:xtreg, fe} in {bf:{help xtreg}} for an improved
version of {cmd:areg}.


{title:Options}

{dlgtab:Model}

{phang}{opth absorb(varname)} specifies the categorical variable,
which is to be included in the regression as if it were specified by dummy
variables.  {cmd:absorb()} is required.

{dlgtab:SE/Robust}

{phang}{opth vce(vcetype)}; see vce_option.

{phang}{opt robust}, {opth cluster(varname)}; see 
{help estimation options}.

{pmore}Note: Exercise caution when using the {opt cluster()} option 
with {cmd:areg}.  The effective number of degrees of freedom for the robust
variance estimator is (n_g - 1), where n_g is the number of clusters.  Thus
the number of levels of the {opt absorb()} variable should not exceed the
number of clusters.

{dlgtab:Reporting}

{phang}{opt level(#)}; see {help estimation options}.


{title:Examples}

{phang}{cmd:. areg price weight length, absorb(rep78)}

{phang}{cmd:. areg lofstay occrate region2-region4, absorb(dcode)}

{phang}{cmd:. areg lofstay occrate region2-region4, absorb(dcode) robust}

{phang}{cmd:. areg lofstay occrate region2-region4, absorb(dcode) cluster(docid)}


{title:Also see}

{psee}
Manual:  {bf:[R] areg}

{psee}
Online:  {help areg postestimation};{break}
{bf:{help _robust}}, {bf:{help regress}},
{bf:{help xtreg}}, {bf:{help xtregar}}{p_end}