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| 文件名: 空间面板tobit回归.dta | |
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如题。我使用stata进行空间面板tobit分析。
使用sptobitsemxt命令分析空间误差模型时,出现matrix operation not found。 搜索了论坛里,貌似也有同学出现了类似的情况。 我的数据结构是一个包含全国31个省市5年的数据集。 我的命令如下: sptobitsemxt te_cm gra urb ip inv fd ipr c inc , nc(31) wmfile(W.dta) ll(0) 结果如下: . sptobitsemxt te_cm gra urb ip inv fd ipr c inc , nc(31) wmfile(W.dta) ll(0) ============================================================================== *** Binary (0/1) Weight Matrix: 155x155 - NC=31 NT=5 (Non Normalized) ============================================================================== *** te_cm Lower Limit = 0 *** te_cm Left-Censored Observations = 0 *** te_cm Left-UnCensored Observations = 155 ------------------------------------------------------------ initial: log likelihood = -12.831656 rescale: log likelihood = -12.831656 rescale eq: log likelihood = -12.831656 Iteration 0: log likelihood = -12.831656 Iteration 1: log likelihood = -11.467842(not concave) Iteration 2: log likelihood = -11.043374(not concave) Iteration 3: log likelihood = -10.983994(not concave) Iteration 4: log likelihood = -10.944418(not concave) Iteration 5: log likelihood = -10.929872 Iteration 6: log likelihood = -10.704988(not concave) Iteration 7: log likelihood = -10.692386 Iteration 8: log likelihood = -10.673735 Iteration 9: log likelihood = -10.668479 Iteration 10:log likelihood = -10.668474 Iteration 11:log likelihood = -10.668474 ============================================================================== * Tobit MLE Spatial Error Panel Normal Model (SEM) ============================================================================== te_cm = gra + urb + ip + inv + fd + ipr + c + inc ------------------------------------------------------------------------------ Sample Size = 155 | Cross Sections Number = 31 Wald Test = 86.6387 | P-Value > Chi2(8) = 0.0000 F-Test = 10.8298 | P-Value > F(8 , 116) = 0.0000 (Buse 1973) R2 = 0.3724 | Raw Moments R2 = 0.8252 (Buse 1973) R2 Adj = 0.1668 | Raw Moments R2 Adj = 0.7680 Root MSE (Sigma)= 0.2687 | Log Likelihood Function = -10.6685 ------------------------------------------------------------------------------ - R2h= 0.1977 R2h Adj=-0.0652F-Test = 4.50 P-Value > F(8 , 116) 0.0001 - R2v= 0.1999 R2v Adj=-0.0622F-Test = 4.56 P-Value > F(8 , 116) 0.0001 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- te_cm | gra |-.0454749 .0269217 -1.69 0.091 -.0982404 .0072906 urb | .042601 .1883429 0.23 0.821 -.3265443 .4117462 ip |-.0081308 .0253562 -0.32 0.748 -.0578281 .0415666 inv | .0825376 .0410264 2.01 0.044 .0021272 .1629479 fd |-.1156577 .1535322 -0.75 0.451 -.4165753 .1852598 ipr | .326603 .1652947 1.98 0.048 .0026314 .6505746 c | .1046859 .0597849 1.75 0.080 -.0124903 .2218622 inc |-.0587263 .0363569 -1.62 0.106 -.1299846 .012532 _cons |-2.192343 .7289925 -3.01 0.003 -3.621142 -.7635443 -------------+---------------------------------------------------------------- /Lambda |-.0114965 .0063832 -1.80 0.072 -.0240073 .0010142 /Sigma | .2591376 .0147183 17.61 0.000 .2302904 .2879849 ------------------------------------------------------------------------------ LR Test SEM vs. OLS (Lambda=0): 3.2439 P-Value > Chi2(1) 0.0717 Acceptable Range for Lambda: -0.3692 < Lambda < 0.1894 ------------------------------------------------------------------------------ matrix operation not found r(501); end of do-file r(501); 但是,做空间滞后模型(sptobitsarxt:Tobit MLE Spatial Lag Panel Regression)没有问题,所以应该不是数据集的问题。 求教该如何修改命令呢?(已附上 回归数据,空间权重矩阵请见上一个帖子) |
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