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附錄 2:相關 STATA 迴歸指令

import excel "F:\畢業論文\論文 4\reg\rdata\sdata_0602.xls", sheet("rdata")

*rename rename A id

rename B company ename C TEJ rename D Group

label variable Group "主計處"

rename E group

label variable group "主計處產業名"

rename F pyear rename G year rename H sales

label variable sales "營收"

rename I twage

label variable twage "薪資合計"

rename J security

label variable security "勞健保"

rename K pension rename L meals rename M benefit

label variable benefit "職工福利"

rename N otherfees

label variable otherfees "其他用人費用"

rename O FK

label variable FK "固定資產"

rename P dK

label variable dK "固定資產購置"

label variable dep "折舊"

rename R RAD rename S Tcapital

label variable Tcapital "實收資本額"

rename T aage rename U aseniority

label variable aseniority "平均年資"

rename X labor

label variable labor "員工人數"

rename V turnover

label variable turnover "離職人數"

rename W rturnover

label variable rturnover "員工流動率"

*原始 dk 在財務報表上是負值,dk*-1 代表由負轉正 replace dK= dK*-1

replace dep= dep*-1

gen exp= twage+ security+ pension+ meals+ benefit+ otherfees gen asales= sales/labor

gen awage= twage/labor gen aexp=exp/labor gen aFK=FK/labor gen adK=dK/labor gen adep=dep/labor gen aRAD= RAD/labor destring year, replace

*drop

drop if sales==.

drop if twage==.

drop if FK==.

drop if dK==.

drop if sales<=0 drop if twage<=0 drop if pension<=0 drop if FK<=0 drop if dK<=0 drop Tcapital

gen small=1 if labor<=5 list id if small==1

drop if id=="1516" | id=="2479" | id=="5017" | id=="8066" | id=="2491" | id=="8376"

drop small

*gen date= (mdy(1,1,2002) - pyear) gen lasale= ln(asales)

gen lawage= ln(awage) gen laexp= ln(aexp) gen laFK=ln(aFK) gen ladK=ln(adK) gen ladep=ln(adep) gen laRAD=ln(aRAD)

destring id, replace sort id year

by id: gen aI=aFK[_n]+adK-aFK[_n-1]

*(5836 missing values generated) gen laI=ln(aI)

*(12444 missing values generated) set more off

drop if Group==""

drop if Group=="A"

drop if Group=="E"

drop if Group=="K"

‧ 國

立 政 治 大 學

N a tio na

l C h engchi U ni ve rs it y

drop if Group=="M"

drop if Group=="N"

drop if Group=="R"

drop if Group=="S"

tab Group, gen(_IGroup) cd F:\畢業論文\論文 5\

**sale

*OLS

regress lasale ladK laRAD, vce(robust) outreg2 using ladK_sale2.doc, append

*RE

xtset id year

xtreg lasale ladK laRAD, re

outreg2 using ladK_sale2.doc, append

*FE

xtreg lasale ladK laRAD, fe

outreg2 using ladK_sale2.doc, append

xtreg lasale ladK laRAD aage aseniority rturnover, fe outreg2 using ladK_sale2.doc, append

*GE

xtreg lasale ladK laRAD _IGroup*, re outreg2 using ladK_sale2.doc, append

xtreg lasale ladK laRAD aage aseniority rturnover _IGroup*, re outreg2 using ladK_sale2.doc, append

**wage

*OLS

regress lawage ladK laRAD, vce(robust)

outreg2 using ladK_wage2.doc, append

*RE

xtset id year

xtreg lawage ladK laRAD, re

outreg2 using ladK_wage2.doc, append

*FE

xtreg lawage ladK laRAD, fe

outreg2 using ladK_wage2.doc, append

xtreg lawage ladK laRAD aage aseniority rturnover, fe outreg2 using ladK_wage2.doc, append

*GE

xtreg lawage ladK laRAD _IGroup*, re outreg2 using ladK_wage2.doc, append

xtreg lawage ladK laRAD aage aseniority rturnover _IGroup*, re outreg2 using ladK_wage2.doc, append

**exp

*OLS

regress laexp ladK laRAD, vce(robust) outreg2 using ladK_exp2.doc, append

*RE

xtset id year

xtreg laexp ladK laRAD, re

outreg2 using ladK_exp2.doc, append

*FE

xtreg laexp ladK laRAD, fe

outreg2 using ladK_exp2.doc, append

xtreg laexp ladK laRAD aage aseniority rturnover, fe outreg2 using ladK_exp2.doc, append

xtreg laexp ladK laRAD _IGroup*, re outreg2 using ladK_exp2.doc, append

xtreg laexp ladK laRAD aage aseniority rturnover _IGroup*, re outreg2 using ladK_exp2.doc, append

**sale

*OLS

regress lasale laI laRAD, vce(robust) outreg2 using laI_sale2.doc, append

*RE

xtset id year

xtreg lasale laI laRAD, re

outreg2 using laI_sale2.doc, append

*FE

xtreg lasale laI laRAD, fe

outreg2 using laI_sale2.doc, append

xtreg lasale laI laRAD aage aseniority rturnover, fe outreg2 using laI_sale2.doc, append

*GE

xtreg lasale laI laRAD _IGroup*, re outreg2 using laI_sale2.doc, append

xtreg lasale laI laRAD aage aseniority rturnover _IGroup*, re outreg2 using laI_sale2.doc, append

**wage

*OLS

regress lawage laI laRAD, vce(robust) outreg2 using laI_wage2.doc, append

*RE

xtreg lawage laI laRAD, re

outreg2 using laI_wage2.doc, append

*FE

xtreg lawage laI laRAD, fe

outreg2 using laI_wage2.doc, append

xtreg lawage laI laRAD aage aseniority rturnover, fe outreg2 using laI_wage2.doc, append

*GE

xtreg lawage laI laRAD _IGroup*, re outreg2 using laI_wage2.doc, append

xtreg lawage laI laRAD aage aseniority rturnover _IGroup*, re outreg2 using laI_wage2.doc, append

**exp

*OLS

regress laexp laI laRAD, vce(robust) outreg2 using laI_exp2.doc, append

*RE

xtset id year

xtreg laexp laI laRAD, re

outreg2 using laI_exp2.doc, append

*FE

xtreg laexp laI laRAD, fe

outreg2 using laI_exp2.doc, append

xtreg laexp laI laRAD aage aseniority rturnover, fe outreg2 using laI_exp2.doc, append

*GE

xtreg laexp laI laRAD _IGroup*, re outreg2 using laI_exp2.doc, append

‧ 國

立 政 治 大 學

N a tio na

l C h engchi U ni ve rs it y

xtreg laexp laI laRAD aage aseniority rturnover _IGroup*, re outreg2 using laI_exp2.doc, append

**GMM

xtabond lasale ladK laRAD aage aseniority rturnover outreg2 using GMM.doc, append

xtabond lawage ladK laRAD aage aseniority rturnover outreg2 using GMM.doc, append

xtabond laexp ladK laRAD aage aseniority rturnover outreg2 using GMM.doc, append

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