[求助]xtabond2所报告的检验统计量的含义-经管之家官网!

人大经济论坛-经管之家 收藏本站
您当前的位置> 统计>>

统计库

>>

[求助]xtabond2所报告的检验统计量的含义

[求助]xtabond2所报告的检验统计量的含义

发布:经管之家 | 分类:统计库

关于本站

人大经济论坛-经管之家:分享大学、考研、论文、会计、留学、数据、经济学、金融学、管理学、统计学、博弈论、统计年鉴、行业分析包括等相关资源。
经管之家是国内活跃的在线教育咨询平台!

经管之家新媒体交易平台

提供"微信号、微博、抖音、快手、头条、小红书、百家号、企鹅号、UC号、一点资讯"等虚拟账号交易,真正实现买卖双方的共赢。【请点击这里访问】

提供微信号、微博、抖音、快手、头条、小红书、百家号、企鹅号、UC号、一点资讯等虚拟账号交易,真正实现买卖双方的共赢。【请点击这里访问】

.xtabond2nnL1nL2wwL1kkL1kL2ysysL1ysL2yr1978-yr1983,gmm(nL1)i>v(nL2wwL1kkL1kL2ysysL1ysL2yr1978-yr1983)noleveleqnoconsFavoringspeedoverspace.Toswitch,typeorclickonmata:matasetmatafavor>space,perm.Dy ...
数据分析师

. xtabond2 n nL1 nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr1978-yr1983,gmm( nL1) i

> v( nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr1978-yr1983) noleveleq nocons

Favoring speed over space. To switch, type or click on mata: mata set matafavor

> space, perm.

Dynamic panel-data estimation, one-step difference GMM

------------------------------------------------------------------------------

Group variable: id Number of obs = 611

Time variable : year Number of groups = 140

Number of instruments = 41 Obs per group: min = 4

Wald chi2(16) = 1804.32 avg = 4.36

Prob > chi2 = 0.000 max = 6

------------------------------------------------------------------------------

n | Coef. Std. Err. z P>|z| [95% Conf. Interval]

-------------+----------------------------------------------------------------

nL1 | .6862261 .1466575 4.68 0.000 .3987827 .9736696

nL2 | -.0853582 .0438509 -1.95 0.052 -.1713043 .0005879

w | -.6078208 .0649026 -9.37 0.000 -.7350275 -.4806141

wL1 | .3926237 .1077977 3.64 0.000 .1813441 .6039032

k | .3568456 .0365434 9.76 0.000 .2852219 .4284693

kL1 | -.0580012 .0575366 -1.01 0.313 -.1707708 .0547685

kL2 | -.0199475 .0410788 -0.49 0.627 -.1004604 .0605654

ys | .6085073 .1327679 4.58 0.000 .348287 .8687276

ysL1 | -.7111651 .1820286 -3.91 0.000 -1.067935 -.3543955

ysL2 | .1057969 .140974 0.75 0.453 -.170507 .3821008

yr1978 | .0077033 .0304006 0.25 0.800 -.0518808 .0672875

yr1979 | .0172578 .0278955 0.62 0.536 -.0374164 .071932

yr1980 | .0297185 .027434 1.08 0.279 -.0240511 .0834881

yr1981 | -.004071 .0279204 -0.15 0.884 -.0587941 .0506521

yr1982 | -.0193555 .0240369 -0.81 0.421 -.066467 .027756

yr1983 | -.0136171 .0210236 -0.65 0.517 -.0548227 .0275885

------------------------------------------------------------------------------

Instruments for first differences equation

Standard

D.(nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr1978 yr1979 yr1980 yr1981 yr1982

yr1983)

GMM-type (missing=0, separate instruments for each period unless collapsed)

L(1/.).nL1

------------------------------------------------------------------------------

Arellano-Bond test for AR(1) in first differences: z = -3.99 Pr > z = 0.000

Arellano-Bond test for AR(2) in first differences: z = -0.55 Pr > z = 0.583

------------------------------------------------------------------------------

Sargan test of overid. restrictions: chi2(25) = 67.59 Prob > chi2 = 0.000

(Not robust, but not weakened by many instruments.)

Difference-in-Sargan tests of exogeneity of instrument subsets:

iv(nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr1978 yr1979 yr1980 yr1981 yr1982 yr1983

> )

Sargan test excluding group: chi2(10) = 21.16 Prob > chi2 = 0.020

Difference (null H = exogenous): chi2(15) = 46.43 Prob > chi2 = 0.000

.请问各位大侠

Wald chi2(16) =1804.32是不是相关零假设下渐进卡方分布估计系数的联合显著性检验?

Arellano-Bond test for AR(1) in first differences: z = -3.99 Pr > z = 0.000

Arellano-Bond test for AR(2) in first differences: z = -0.55 Pr > z = 0.583

分别是无序列相关下残差渐进标准正态分布的一阶自相关和二阶自相关检验吗?

Sargan test of overid. restrictions: chi2(25) = 67.59 Prob > chi2 = 0.000

是检验工具变量正确性零假设下渐进分布孤独识别的约束检验吗?

如果不是 那这些检验统计量如何求啊! 不知道有谁知道啊?

经管之家“学道会”小程序
扫码加入“考研学习笔记群”
「就学高端版」APP:随身顾问,立即就学!
期刊投稿----核心期刊编辑帮您了解投稿、审稿规则,提高投稿命中率!
考研咨询----国内经管名校研究生,为您解答疑惑、分享经验!
高考择校----高校老师为您介绍学校、专业情况,助您成功选择理想大学!
扫描下方二维码下载并注册APP
本文关键词:

本文论坛网址:https://bbs.pinggu.org/thread-466537-1-1.html

人气文章

1.凡人大经济论坛-经管之家转载的文章,均出自其它媒体或其他官网介绍,目的在于传递更多的信息,并不代表本站赞同其观点和其真实性负责;
2.转载的文章仅代表原创作者观点,与本站无关。其原创性以及文中陈述文字和内容未经本站证实,本站对该文以及其中全部或者部分内容、文字的真实性、完整性、及时性,不作出任何保证或承若;
3.如本站转载稿涉及版权等问题,请作者及时联系本站,我们会及时处理。
经管之家 人大经济论坛 大学 专业 手机版