clear
**删除重复值
import excel “C:\Users\Administrator\Desktop\供应链金融\财务指标年度.xls”, sheet(“回归指标1.0”) firstrow
gen t = year(time)
bys id t:g n=_n
bys id t:g N=_N
keep if n==N
drop n N
xtset id t
gen gro = d.income/l.income
**剔除缺失值
gen m=1 if invcash==0| borcash==0| deltacash==0| finalcash==0
drop if m==1
dropm
**winsorize处理
winsor2 var1 var2,suffix(w),cut(2.5,99)
**合并数据
use “C:\Users\Administrator\Desktop\供应链金融\winsored ROE&ROA&gro.dta”
merge 1:1 id t using “C:\Users\Administrator\Desktop\供应链金融\winsored SCF&LEV&SA…dta”
keep if _merge == 3
drop _merge
**数据处理
drop if age>=22&age<=0
**相关性分析
sysuse final.dta, clear
asdoc pwcorr ROAw ROEw age SCFw levw sizew SAw grow , star(all) nonum replace
**回归数据(固定效应模型)
xtreg SAw SCF1w age sizew levw grow i.t,fe
outreg2 using model1.doc,replace
xtreg ROEw SAw age sizew levw grow i.t,fe
outreg2 using model2.doc,replace
xtreg ROEw SAw SCF1w age sizew levw grow i.t,fe
outreg2 using model3.doc,replace
xtreg ROEw SCF1w age sizew levw grow i.t,fe
outreg2 using model3.doc,append
**稳健性检验
xtreg ROAw SAw age sizew levw grow i.t,fe
outreg2 using model2-.doc,replace
xtreg ROAw SAw SCF1w age sizew levw grow i.t,fe
outreg2 using model3-.doc,replace
xtreg ROAw SCF1w age sizew levw grow i.t,fe
outreg2 using model3-.doc,append