面板数据熵值法计算综合指数和门槛回归Stata代码（数据+代码）.zip

import excel "数据.xlsx", firstrow clear save data.dta, replace *=========================== 需要设置 =========================== //正向指标 global positive_var x1 x2 x3 //负向指标 global negative_var x4 x5 *================================================================ *========================= 后面无需改动 ========================= //所有指标 global all_var $positive_var $negative_var //年份 qui sum year global min_year=r(min) global max_year=r(max) forvalues year=$min_year / $max_year{ use data.dta, clear keep if year==`year' //标准化数据 正向指标 foreach i in $positive_var { qui sum `i' gen x_`i'=(`i'-r(min))/(r(max)-r(min)) replace x_`i'=0.00001 if x_`i'==0 } //标准化数据 负向指标 foreach i in $negative_var { qui sum `i' gen x_`i'=(r(max)-`i')/(r(max)-r(min)) replace x_`i'=0.00001 if x_`i'==0 } //计算各指标的比重 foreach i in $all_var { egen `i'_sum=sum(x_`i') gen y_`i'=x_`i'/`i'_sum } //根据比重计算各分量的信息熵 gen n=_N foreach i in $all_var { gen y_lny_`i'=y_`i'*ln(y_`i') } //求和 foreach i in $all_var { egen y_lny_`i'_sum=sum(y_lny_`i') } //计算各指标的贡献总量 foreach i in $all_var { gen E_`i'= -1/ln(n)*y_lny_`i'_sum } //计算各指标权重 foreach i in $all_var { gen d_`i'= 1-E_`i' } egen d_sum = rowtotal(d_*) foreach i in $all_var { gen W_`i'= d_`i'/d_sum } //计算综合得分 foreach i in $all_var { gen Score_`i'= x_`i'*W_`i' } egen Score=rowtotal(Score_*) keep id year $all_var Score save data_`year', replace } clear forvalues i= $min_year / $max_year { append using data_`i' rm data_`i'.dta } sort id year save 结果.dta, replace //其中数据中的Score列就是计算出来的综合指标