我按照别人的说的代码敲进去的,检验面板数据的异方差性
能不能请大家帮我看下这一步步程序是啥意思啊
xtgls lnc lncyjg lnnyqd lnnyjg, panel(heteroskedastic) igls
Iteration 1: tolerance = .01581804
Iteration 2: tolerance = .01178879
Iteration 3: tolerance = .00786204
Iteration 4: tolerance = .00755356
Iteration 5: tolerance = .00757862
Iteration 6: tolerance = .00742984
Iteration 7: tolerance = .00878119
Iteration 8: tolerance = .0085893
Iteration 9: tolerance = .00714584
Iteration 10: tolerance = .00491389
Iteration 11: tolerance = .00284052
Iteration 12: tolerance = .00154705
Iteration 13: tolerance = .00083718
Iteration 14: tolerance = .00045234
Iteration 15: tolerance = .00024345
Iteration 16: tolerance = .00013044
Iteration 17: tolerance = .00006964
Iteration 18: tolerance = .00003708
Iteration 19: tolerance = .00001972
Iteration 20: tolerance = .00001048
Iteration 21: tolerance = 5.568e-06
Iteration 22: tolerance = 2.959e-06
Iteration 23: tolerance = 1.573e-06
Iteration 24: tolerance = 8.363e-07
Iteration 25: tolerance = 4.448e-07
Iteration 26: tolerance = 2.366e-07
Iteration 27: tolerance = 1.259e-07
Iteration 28: tolerance = 6.703e-08
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: no autocorrelation
Estimated covariances = 28 Number of obs = 364
Estimated autocorrelations = 0 Number of groups = 28
Estimated coefficients = 4 Time periods = 13
Wald chi2(3) = 94950.33
Log likelihood = 292.3762 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
lnc | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lncyjg | .0442005 .0058945 7.50 0.000 .0326475 .0557536
lnnyqd | .9746002 .0040893 238.33 0.000 .9665853 .9826152
lnnyjg | .6989617 .0068999 101.30 0.000 .6854381 .7124852
_cons | 1.100894 .0226045 48.70 0.000 1.05659 1.145198
------------------------------------------------------------------------------
. estimates store igls
. xtgls lnc lncyjg lnnyqd lnnyjg
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: homoskedastic
Correlation: no autocorrelation
Estimated covariances = 1 Number of obs = 364
Estimated autocorrelations = 0 Number of groups = 28
Estimated coefficients = 4 Time periods = 13
Wald chi2(3) = 13366.27
Log likelihood = 58.77705 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
lnc | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lncyjg | .0892351 .0141136 6.32 0.000 .061573 .1168973
lnnyqd | 1.026689 .0099941 102.73 0.000 1.007101 1.046277
lnnyjg | .5551315 .0178899 31.03 0.000 .5200679 .5901952
_cons | 1.080897 .0618448 17.48 0.000 .9596838 1.202111
------------------------------------------------------------------------------
. local df=e(N_g)-1
. lrtest igls . , df(`df')
Likelihood-ratio test LR chi2(27) = 467.20
(Assumption: . nested in igls) Prob > chi2 = 0.0000
.