我是新手,刚学的做面板数据,但是分析结果出来了不明白什么意思,还有得出来的结果改用什么检验,请大家帮帮忙讲解一下,谢谢了
. xtreg lnVFDI l1. lnWAGE l1. lnGDP l1. lnTRCOST l1. lnPRODUCTIVITY l1. lnURB
> AN l1. lnINDUSTRY,re
Random-effects GLS regression Number of obs = 352
Group variable: province Number of groups = 30
R-sq: within = 0.0252 Obs per group: min = 10
between = 0.6489 avg = 11.7
overall = 0.5490 max = 12
Random effects u_i ~ Gaussian Wald chi2(6) = 84.58
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
lnVFDI | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnWAGE |
L1. | -.8542001 .3349699 -2.55 0.011 -1.510729 -.1976711
|
lnGDP |
L1. | .1959279 .1153581 1.70 0.089 -.0301699 .4220257
|
lnTRCOST |
L1. | -.6506726 .1618064 -4.02 0.000 -.9678073 -.3335379
|
lnPRODUCTI~Y |
L1. | .008619 .0633614 0.14 0.892 -.1155671 .132805
|
lnURBAN |
L1. | .954221 .2406047 3.97 0.000 .4826444 1.425797
|
lnINDUSTRY |
L1. | -.0454368 .0425335 -1.07 0.285 -.128801 .0379273
|
_cons | 5.791912 3.235857 1.79 0.073 -.5502507 12.13407
-------------+----------------------------------------------------------------
sigma_u | .47026956
sigma_e | .40184599
rho | .57797702 (fraction of variance due to u_i)