prais_e2.ado

来自「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」· ADO 代码 · 共 39 行

*! version 1.1.0  13apr2001 
program define prais_e2, eclass
	version 6.0
	syntax , negsse(string) rho(string) weight(string) exp(string)
/* 	args       negsse      scalar to hold negative of sse (rss)*/
	/* colon        colon */
	/* rho        current value of rho */

					/* Estimate model */
	local diflist
	tokenize $T_fullv
	local i 1
	while "``i''" != "" {
		tempname tvar

		qui gen double `tvar' = ``i'' - `rho'*l.``i''  /*
			*/ if $T_touse & l.$T_touse
		if "$T_corc" == "" {
			qui replace `tvar' = ``i'' * sqrt(1 - `rho'^2)  /*
				*/ if $T_touse & l.$T_touse != 1
		}
		local diflist `diflist' `tvar'
		local i = `i' + 1
	}

	capture drop $T_score
	qui regress `diflist' [`weight'`exp'] if $T_touse , depname($T_depv) /*
		*/ nocons $T_tsscon $T_opts

					/* Name coefficents */
	tempname b
	mat `b' = get(_b)
	mat colnames `b' = $T_indv $T_cons
	mat repost _b=`b', rename

	scalar `negsse' = -e(rss)

end