* 示例任务：在相同样本上比较两个 OLS 模型，供新练习会话复做。
* 输入：本机 Stata 自带 auto；不分发原始数据，不读取个人研究文件。
* 输出：当前目录下 analysis.log、coefficients.csv、weight-ci.svg/png。
* 已核对 Stata 19.5；无第三方命令、随机计算或种子。
* clear 会替换当前内存；replace 会覆写上述示例成果，请在空目录运行。
* 样本：price、weight、mpg 均非缺失；两个模型均采用稳健标准误。
capture log close
set linesize 255
log using "analysis.log", text replace
sysuse auto, clear
describe price weight mpg
summarize price weight mpg
generate byte sample = !missing(price, weight, mpg)
tempname results
tempfile coefficients
postfile `results' str12 model str12 term double coefficient double standard_error double ci_lower double ci_upper double n double r_squared using `coefficients', replace
regress price weight if sample, vce(robust)
estimates store baseline
matrix T = r(table)
post `results' ("baseline") ("weight") (T[1,1]) (T[2,1]) (T[5,1]) (T[6,1]) (e(N)) (e(r2))
post `results' ("baseline") ("_cons") (T[1,2]) (T[2,2]) (T[5,2]) (T[6,2]) (e(N)) (e(r2))
regress price weight mpg if sample, vce(robust)
estimates store extended
matrix T = r(table)
post `results' ("extended") ("weight") (T[1,1]) (T[2,1]) (T[5,1]) (T[6,1]) (e(N)) (e(r2))
post `results' ("extended") ("mpg") (T[1,2]) (T[2,2]) (T[5,2]) (T[6,2]) (e(N)) (e(r2))
post `results' ("extended") ("_cons") (T[1,3]) (T[2,3]) (T[5,3]) (T[6,3]) (e(N)) (e(r2))
postclose `results'
estimates table baseline extended, b(%9.3f) se(%9.3f) stats(N r2)
* 用临时结果数据作图，随后恢复原数据；不把结果表误当作原始 auto。
preserve
use `coefficients', clear
format coefficient standard_error ci_lower ci_upper %21.15g
export delimited using "coefficients.csv", replace
keep if term == "weight"
generate byte model_order = cond(model == "baseline", 1, 2)
twoway (rcap ci_lower ci_upper model_order, horizontal lcolor(navy)) (scatter model_order coefficient, mcolor(navy)), ylabel(1 "Baseline" 2 "Add mpg", angle(0)) yscale(range(0.5 2.5)) ytitle("") xtitle("Weight coefficient: price per pound") xline(0, lpattern(dash) lcolor(gs10)) title("Same sample, two regression models") subtitle("Robust standard errors; 95% confidence intervals; N = 74") legend(off) graphregion(color(white)) name(weight_ci, replace)
graph export "weight-ci.svg", replace
graph export "weight-ci.png", width(1400) replace
restore
log close