{"id":633,"date":"2023-07-29T06:40:35","date_gmt":"2023-07-29T06:40:35","guid":{"rendered":"https:\/\/statorials.org\/cn\/%e5%bc%97%e9%87%8c%e5%be%b7%e6%9b%bc%e6%a3%80%e9%aa%8c%e7%bb%9f%e8%ae%a1%e9%87%8f\/"},"modified":"2023-07-29T06:40:35","modified_gmt":"2023-07-29T06:40:35","slug":"%e5%bc%97%e9%87%8c%e5%be%b7%e6%9b%bc%e6%a3%80%e9%aa%8c%e7%bb%9f%e8%ae%a1%e9%87%8f","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/%e5%bc%97%e9%87%8c%e5%be%b7%e6%9b%bc%e6%a3%80%e9%aa%8c%e7%bb%9f%e8%ae%a1%e9%87%8f\/","title":{"rendered":"\u5982\u4f55\u5728 stata \u4e2d\u8fdb\u884c\u5f17\u91cc\u5fb7\u66fc\u68c0\u9a8c"},"content":{"rendered":"

<\/p>\n

\n

Friedman \u68c0\u9a8c<\/strong>\u662f \u91cd\u590d\u6d4b\u91cf\u65b9\u5dee\u5206\u6790\u7684<\/a>\u975e\u53c2\u6570\u66ff\u4ee3\u65b9\u6cd5\u3002\u5b83\u7528\u4e8e\u786e\u5b9a\u6bcf\u7ec4\u4e2d\u51fa\u73b0\u76f8\u540c\u53d7\u8bd5\u8005\u7684\u4e09\u4e2a\u6216\u66f4\u591a\u7ec4\u7684\u5e73\u5747\u503c\u4e4b\u95f4\u662f\u5426\u5b58\u5728\u7edf\u8ba1\u663e\u7740\u5dee\u5f02\u3002<\/span><\/p>\n

\u672c\u6559\u7a0b\u4ecb\u7ecd\u5982\u4f55\u5728 Stata \u4e2d\u6267\u884c Friedman \u68c0\u9a8c\u3002<\/span><\/p>\n

\u793a\u4f8b\uff1aStata \u4e2d\u7684\u5f17\u91cc\u5fb7\u66fc\u68c0\u9a8c<\/strong><\/span><\/h2>\n

\u5728\u672c\u793a\u4f8b\u4e2d\uff0c\u6211\u4eec\u5c06\u4f7f\u7528t43<\/em>\u6570\u636e\u96c6\uff0c\u8be5\u6570\u636e\u96c6\u663e\u793a\u4e94\u540d\u60a3\u8005\u670d\u7528\u56db\u79cd\u4e0d\u540c\u836f\u7269\u7684\u53cd\u5e94\u65f6\u95f4\u3002\u7531\u4e8e\u6bcf\u4f4d\u60a3\u8005\u90fd\u5bf9\u56db\u79cd\u836f\u7269\u4e2d\u7684\u6bcf\u4e00\u79cd\u8fdb\u884c\u6d4b\u91cf\uff0c\u56e0\u6b64\u6211\u4eec\u5c06\u4f7f\u7528\u5f17\u91cc\u5fb7\u66fc\u6d4b\u8bd5\u6765\u786e\u5b9a\u836f\u7269\u4e4b\u95f4\u7684\u5e73\u5747\u53cd\u5e94\u65f6\u95f4\u662f\u5426\u4e0d\u540c\u3002<\/span><\/p>\n

\u8bf7\u6309\u7167\u4ee5\u4e0b\u6b65\u9aa4\u6267\u884c Friedman \u68c0\u9a8c\uff1a<\/span><\/p>\n

\u6b65\u9aa41\uff1a\u52a0\u8f7d\u5e76\u663e\u793a\u6570\u636e\u3002<\/strong><\/span><\/p>\n

\u4f7f\u7528\u4ee5\u4e0b\u547d\u4ee4\u5c06\u6570\u636e\u52a0\u8f7d\u5230Stata\u4e2d\uff1a<\/span><\/p>\n

\n

\u4f7f\u7528https:\/\/www.stata-press.com\/data\/r14\/t43<\/strong><\/span><\/p>\n<\/blockquote>\n

\u4f7f\u7528\u4ee5\u4e0b\u547d\u4ee4\u67e5\u770b\u539f\u59cb\u6570\u636e\uff1a<\/span><\/p>\n

\n

br<\/span><\/strong> <\/p>\n<\/blockquote>\n

\"Stata<\/p>\n

\u6b65\u9aa42\uff1a\u5b89\u88c5emh\u5305\u3002<\/strong><\/span><\/p>\n

\u4e3a\u4e86\u6267\u884c Friedman \u6d4b\u8bd5\uff0c\u6211\u4eec\u9700\u8981\u5b89\u88c5emh<\/strong>\u5305\uff0cStata \u4e2d\u6ca1\u6709\u9884\u5b89\u88c5\u8be5\u5305\u3002\u8981\u5b89\u88c5\u5b83\uff0c\u53ea\u9700\u952e\u5165\u4ee5\u4e0b\u547d\u4ee4\uff1a<\/span><\/p>\n

\n

ssc\u5b89\u88c5emh<\/strong><\/span><\/p>\n<\/blockquote>\n

\u5b83\u5e94\u8be5\u4f1a\u5728\u51e0\u79d2\u949f\u5185\u81ea\u52a8\u5b89\u88c5\u3002<\/span><\/p>\n

\u6b65\u9aa4 3\uff1a\u6267\u884c\u5f17\u91cc\u5fb7\u66fc\u68c0\u9a8c\u3002<\/strong><\/span><\/p>\n

\u5b89\u88c5emh<\/strong>\u5305\u540e\uff0c\u6211\u4eec\u53ef\u4ee5\u4f7f\u7528\u4ee5\u4e0b\u8bed\u6cd5\u6267\u884c Friedman \u6d4b\u8bd5\uff1a<\/span><\/p>\n

emh \u54cd\u5e94\u53d8\u91cf explanatory_variable\u3001strata\uff08\u91cd\u590d\u53d8\u91cf\uff09anova \u53d8\u6362\uff08\u7b49\u7ea7\uff09<\/strong><\/span><\/p>\n

\u5728\u6211\u4eec\u7684\u4f8b\u5b50\u4e2d\uff0c\u6211\u4eec\u5c06\u4f7f\u7528\u4ee5\u4e0b\u8bed\u6cd5\uff1a<\/span><\/p>\n

\n

\u836f\u7269 EMH \u8bc4\u5206\u3001\u9636\u5c42\uff08\u4eba\uff09\u65b9\u5dee\u5206\u6790\uff08\u6392\u540d\uff09<\/strong><\/span> <\/p>\n<\/blockquote>\n

\"Stata<\/p>\n

\u4ee5\u4e0b\u662f\u5982\u4f55\u89e3\u91ca\u7ed3\u679c\uff1a<\/span><\/p>\n

Q(3) =<\/strong> 13.5600\u3002<\/strong>\u8fd9\u662f\u5f17\u91cc\u5fb7\u66fc\u68c0\u9a8c\u7edf\u8ba1\u91cf\u3002<\/span><\/p>\n

P = 0.0036<\/strong> \u3002\u8fd9\u662f\u4e0e\u68c0\u9a8c\u7edf\u8ba1\u91cf\u76f8\u5173\u7684 p \u503c\u3002\u7531\u4e8e\u8be5\u503c\u5c0f\u4e8e 0.05\uff0c\u6211\u4eec\u53ef\u4ee5\u62d2\u7edd\u6240\u6709\u56db\u79cd\u836f\u7269\u7684\u5e73\u5747\u54cd\u5e94\u65f6\u95f4\u76f8\u540c\u7684\u539f\u5047\u8bbe\u3002\u6211\u4eec\u6709\u8db3\u591f\u7684\u8bc1\u636e\u5f97\u51fa\u7ed3\u8bba\uff0c\u6240\u4f7f\u7528\u7684\u836f\u7269\u7c7b\u578b\u4f1a\u5bfc\u81f4\u53cd\u5e94\u65f6\u95f4\u5728\u7edf\u8ba1\u4e0a\u5b58\u5728\u663e\u7740\u5dee\u5f02\u3002<\/span><\/p>\n

\u7b2c\u56db\u6b65\uff1a\u62a5\u544a\u7ed3\u679c\u3002<\/strong><\/span><\/p>\n

\u6700\u540e\uff0c\u6211\u4eec\u60f3\u62a5\u544a\u4e00\u4e0b\u6d4b\u8bd5\u7ed3\u679c\u3002\u4ee5\u4e0b\u662f\u5982\u4f55\u6267\u884c\u6b64\u64cd\u4f5c\u7684\u793a\u4f8b\uff1a<\/span><\/p>\n

\n

\u5bf9 5 \u4e2a\u4eba\u8fdb\u884c\u4e86\u5f17\u91cc\u5fb7\u66fc\u6d4b\u8bd5\uff0c\u4ee5\u68c0\u67e5\u56db\u79cd\u4e0d\u540c\u836f\u7269\u5bf9\u53cd\u5e94\u65f6\u95f4\u7684\u5f71\u54cd\u3002\u6bcf\u4e2a\u4eba\u6bcf\u79cd\u836f\u7269\u4f7f\u7528\u4e00\u6b21\u3002<\/span><\/p>\n

\u7ed3\u679c\u663e\u793a\uff0c\u6240\u4f7f\u7528\u7684\u836f\u7269\u7c7b\u578b\u5bfc\u81f4\u53cd\u5e94\u65f6\u95f4\u5b58\u5728\u7edf\u8ba1\u5b66\u4e0a\u7684\u663e\u7740\u5dee\u5f02\uff08Q(3) = 13.56\uff0cp = 0.0036\uff09\u3002<\/span><\/p>\n<\/blockquote>\n","protected":false},"excerpt":{"rendered":"

Friedman \u68c0\u9a8c\u662f \u91cd\u590d\u6d4b\u91cf\u65b9\u5dee\u5206\u6790\u7684\u975e\u53c2\u6570\u66ff\u4ee3\u65b9\u6cd5\u3002\u5b83\u7528\u4e8e\u786e\u5b9a\u6bcf\u7ec4\u4e2d\u51fa\u73b0\u76f8\u540c\u53d7\u8bd5\u8005\u7684\u4e09\u4e2a\u6216\u66f4\u591a\u7ec4\u7684\u5e73\u5747 […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-633","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"\n\u5982\u4f55\u5728 Stata \u4e2d\u6267\u884c\u5f17\u91cc\u5fb7\u66fc\u68c0\u9a8c - Statorials<\/title>\n<meta name=\"description\" content=\"\u7b80\u5355\u8bf4\u660e\u5982\u4f55\u5728 Stata \u4e2d\u6267\u884c\u5f17\u91cc\u5fb7\u66fc\u68c0\u9a8c\uff0c\u5305\u62ec\u5206\u6b65\u793a\u4f8b\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/statorials.org\/cn\/\u5f17\u91cc\u5fb7\u66fc\u68c0\u9a8c\u7edf\u8ba1\u91cf\/\" \/>\n<meta property=\"og:locale\" content=\"zh_CN\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"\u5982\u4f55\u5728 Stata \u4e2d\u6267\u884c\u5f17\u91cc\u5fb7\u66fc\u68c0\u9a8c - 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