*Estimando um painel por FGLS, manualmente, no Stata 12.

1
*Considere os dados
[***]
********************************************************************************
*
*Entrando com os dados
*Cada "\" define uma nova linha
*Cada "," define uma nova coluna
*No esquea que o separador decimal a ser utilizado "."
matrix define y1 = (30.27\35.59\17.90\44.90\37.58\23.15\30.53\39.90\20.44\36.85)
mat list y1
*ou
mkmat y1, matrix(y1)
mat list y1
*No esquea de incluir a primeira coluna de "1s" que sero a constante!
matrix define x1 = (1, 24.31\1, 28.47\1, 23.74\1, 25.44\1, 20.80\1, 10.55\1, 18.
40\1, 25.40\1, 13.57\1, 25.60)
mat list x1
matrix define y2 = (38.71\ 29.74\ 11.29\ 26.17\ 5.85\ 29.01\ 30.38\ 36.03\ 37.90
\ 33.90)
mat list y2
*ou
mkmat y2, matrix(y2)
mat list y2
matrix define x2 = (1, 28.35\ 1, 27.38\ 1, 12.74\ 1, 21.08\ 1, 14.02\ 1, 20.43\
1, 28.13\ 1, 21.78\ 1, 25.65\ 1, 11.66)
mat list x2
matrix define y3 = (37.03\ 43.82\ 37.12\ 24.34\ 26.15\ 26.01\ 29.64\ 30.25\25.41
\ 26.04)
mat list y3
*ou
mkmat y3, matrix(y3)
mat list y3
matrix define x3 = (1, 21.16\ 1, 26.76\ 1, 22.21\ 1, 19.02\ 1, 18.64\ 1, 18.97\
1, 21.35\ 1, 21.34\ 1, 15.86\ 1, 13.28 )
mat list x3
*****************************************************************************
*Trabalhando inicialmente com o primeiro cross-section
*Calculo b1
*b=(x'x)-1*(x'y)
matrix define xx = x1'*x1
mat list xx
scalar dxx1 = det(xx)
display dxx1
matrix define xx1 = inv(xx)
mat list xx1
matrix define x1y1 = x1'*y1
mat list x1y1
matrix define b = xx1*x1y1
mat list b