林静树 发表于 2015-7-21 16:18
已经运行出来了,之前中间有一步没有运行才导致出现的那种情况,总算把这个模型的结果能够做出来了,剩下的 ...
你好,我想问一下,我已经得出了关于直接效应和间接效应的数据,可是我不知道直接效应和间接效应代表什么,该怎么分析,请问你能帮我一下吗?
Pooled model with spatially lagged dependent variable and time period fixed effects
Dependent Variable = hp
R-squared = 0.5349
corr-squared = 0.2294
sigma^2 = 0.4923
Nobs,Nvar,#FE = 128, 10, 17
log-likelihood = -134.02544
# of iterations = 1
min and max rho = -1.0000, 1.0000
total time in secs = 0.0310
time for optimiz = 0.0160
time for lndet = 0.0150
No lndet approximation used
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Variable Coefficient Asymptot t-stat z-probability
loggdp 0.336594 2.305546 0.021136
lognmrk 0.259397 1.321870 0.186212
logzggz 0.148254 0.716464 0.473705
logkzpsr -0.091737 -0.557790 0.576988
logcxck -0.603304 -1.838521 0.065986
logfwxsmj -0.038326 -0.283103 0.777098
logfwjgmj 0.084586 1.065237 0.286769
logzzkftz -0.250554 -1.039975 0.298351
logccry 0.750067 3.327556 0.000876
W*dep.var. -0.301968 -2.746187 0.006029
direct t-stat indirect t-stat total t-stat
ans =
0.3472 2.2869 -0.0860 -1.7689 0.2612 2.2078
0.2606 1.2884 -0.0639 -1.1403 0.1967 1.2660
0.1480 0.7127 -0.0354 -0.6577 0.1126 0.7076
-0.0899 -0.5362 0.0196 0.4502 -0.0703 -0.5483
-0.6199 -1.8487 0.1514 1.5382 -0.4685 -1.7913
-0.0383 -0.2767 0.0079 0.2130 -0.0304 -0.2913
0.0913 1.1004 -0.0229 -0.9786 0.0684 1.0947
-0.2491 -0.9668 0.0655 0.9001 -0.1836 -0.9502
0.7677 3.3106 -0.1909 -2.1930 0.5768 3.1089
Direct Coefficient t-stat t-prob lower 05 upper 95
loggdp 0.344252 2.333148 0.033017 0.062122 0.623118
lognmrk 0.269308 1.400163 0.180557 -0.105601 0.654793
logzggz 0.143775 0.670033 0.512392 -0.274087 0.569185
logkzpsr -0.092025 -0.546222 0.592449 -0.433576 0.248876
logcxck -0.609394 -1.865380 0.080573 -1.242735 0.080040
logfwxsmj -0.039284 -0.282653 0.781067 -0.315494 0.232803
logfwjgmj 0.082788 0.980357 0.341502 -0.083408 0.251815
logzzkftz -0.265345 -1.053907 0.307582 -0.766767 0.234220
logccry 0.769208 3.221443 0.005332 0.311093 1.216422
Indirect Coefficient t-stat t-prob lower 05 upper 95
loggdp -0.084635 -1.810175 0.089089 -0.192343 -0.012020
lognmrk -0.065189 -1.235703 0.234405 -0.185873 0.033663
logzggz -0.034538 -0.615376 0.546960 -0.157282 0.075158
logkzpsr 0.020792 0.476116 0.640428 -0.071475 0.110259
logcxck 0.148986 1.591072 0.131155 -0.017861 0.352881
logfwxsmj 0.008539 0.242280 0.811641 -0.064917 0.078994
logfwjgmj -0.020531 -0.880543 0.391600 -0.068838 0.021724
logzzkftz 0.067509 0.948015 0.357221 -0.061288 0.232020
logccry -0.190232 -2.140875 0.048028 -0.397003 -0.054854
Total Coefficient t-stat t-prob lower 05 upper 95
loggdp 0.259617 2.262537 0.037933 0.045406 0.489814
lognmrk 0.204119 1.384189 0.185305 -0.076479 0.489797
logzggz 0.109236 0.668293 0.513473 -0.201040 0.436697
logkzpsr -0.071234 -0.554448 0.586939 -0.330177 0.185430
logcxck -0.460408 -1.804175 0.090061 -0.973835 0.057995
logfwxsmj -0.030745 -0.289256 0.776100 -0.256104 0.168441
logfwjgmj 0.062257 0.978287 0.342493 -0.061527 0.192218
logzzkftz -0.197836 -1.047984 0.310219 -0.564424 0.175743
logccry 0.578977 3.084278 0.007110 0.232936 0.947176