![上证指数]
*-合并数据use "index_000001.dta", clear merge 1:1 date using "$id.dta", nogen gen year = year(date)order date year index stkcd retmktsave "merge_$id.dta", replace*-用CAPM模型估计beta系数use "merge_$id.dta", clear*winsor2 rit, replace // winsor 处理reg rit retmkt *-估计2015-2017年的beta系数reg rit retmkt if 2014<year<2018 //&abs(retmkt)<0.4 // OLSscatter rit retmkt if e(sample), xline(0,lp(dash) lc(red)) /// yline(0,lp(dash) lc(red)) msize(*0.6) /// title("$nn ($id) 的 Beta 系数, 2015-2017") /// xtitle("市场指数收益率(上综指)")graph export "$outaaplot_$id_a$yr.png", replace