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| 开心 2020-10-20 01:34:32 |
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签到天数: 58 天 连续签到: 1 天 [LV.5]常住居民I
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20论坛币
使用stata15提供的spxtregress ,fe dvarlag()做空间面板固定效应回归时,如果用的是四年的数据(T=4),则回归结果里很多自变量被omit,而使用三年或者五年的数据就不会有问题,任意四年份的数据都会出现omit变量的情况。例如13-16:spxtregress 传面 L传面 lnGDP GDPZS lnNMDWCYRS GDZCGDP SZB GYGDPZB_ FWYGDPZB G> DJYZXRS lnPJGZ Lkf if year<2013 & year>2008,fe dvarlag(W)
(3091 observations)
(1967 observations excluded due to if/in)
(1124 observations used)
(data contain 281 panels (places) )
(weighting matrix defines 281 places)
Performing grid search ... finished
Optimizing concentrated log likelihood:
Iteration 0: log likelihood = -5726.2553
Iteration 1: log likelihood = -5725.9968
Iteration 2: log likelihood = -5725.9872
Iteration 3: log likelihood = -5725.9872
Optimizing unconcentrated log likelihood:
Iteration 0: log likelihood = -5756.4386
Iteration 1: log likelihood = -5744.0208
Iteration 2: log likelihood = -5743.8595
Iteration 3: log likelihood = -5743.8594
Fixed-effects spatial regression Number of obs = 1,124
Group variable: _ID Number of groups = 281
Obs per group = 4
Wald chi2(6) = 159.47
Prob > chi2 = 0.0000
Log likelihood = -5743.8594 Pseudo R2 = 0.0596
------------------------------------------------------------------------------
传面 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
传面 |
L传面 | 0 (omitted)
lnGDP | 0 (omitted)
GDPZS | 3.480285 3.468711 1.00 0.316 -3.318263 10.27883
lnNMDWCYRS | 0 (omitted)
GDZCGDP | 105.8023 70.74484 1.50 0.135 -32.85504 244.4596
SZB | -101.7664 49.26692 -2.07 0.039 -198.3278 -5.20502
GYGDPZB_ | 25.93674 6.082257 4.26 0.000 14.01573 37.85774
FWYGDPZB | 15.16487 7.698991 1.97 0.049 .0751235 30.25461
GDJYZXRS | 0 (omitted)
lnPJGZ | 0 (omitted)
Lkf | 0 (omitted)
-------------+----------------------------------------------------------------
W |
传面 | .4413896 .04889 9.03 0.000 .345567 .5372123
-------------+----------------------------------------------------------------
/sigma_e | 216.9089 5.342317 206.6869 227.6365
------------------------------------------------------------------------------
Wald test of spatial terms: chi2(1) = 81.51 Prob > chi2 = 0.0000
请问是什么原因呢?该如何解决
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