我是看期刊、硕士和博士论文里都只是简单的介绍了下tobit原理,然后就说用Stata软件得出的回归结果。
对于面板数据,要不要先对数据进行平稳性检验、以及hausman检验呀,可是貌似xttobit命令出来的结果首先显示的是Random-effects tobit regression 随机tobit回归,这到底是怎么回事?
Random-effects tobit regression Number of obs = 159
Group variable: pro Number of groups = 159
Random effects u_i ~ Gaussian Obs per group: min = 1
avg = 1.0
max = 1
Wald chi2(5) = 126.88
Log likelihood = 33.22722 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+---------------------------------------------------------------
x1 | .059865 .0209782 1.68 0.093 -.00583 .076403
x2 | -.5024237 .0106485 -2.39 0.017 -.0462943 -.0045531