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雷达卡
命令为：
xtivreg2 RDSum Age Size Lev Roa Mfee Fix Gqj (Index=Hlw), fe i(Year)
结果为：
FIXED EFFECTS ESTIMATION
Number of groups = 8 Obs per group: min = 590
avg = 595.4
max = 598
IV (2SLS) estimation
Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only
Number of obs = 4763
F( 8, 4747) = 407.59
Prob > F = 0.0000
Total (centered) SS = 7768.631143 Centered R2 = 0.4114
Total (uncentered) SS = 7768.631143 Uncentered R2 = 0.4114
Residual SS = 4572.75459 Root MSE = .9806
RDSum Coef. Std. Err. z P>z [95% Conf. Interval]
Index .4734372 .0789494 6.00 0.000 .3186992 .6281753
Age -.0281489 .0029387 -9.58 0.000 -.0339086 -.0223891
Size .7282331 .015883 45.85 0.000 .6971029 .7593633
Lev .5124212 .1020342 5.02 0.000 .3124379 .7124045
Roa 2.650659 .2953984 8.97 0.000 2.071689 3.229629
Mfee 4.294839 .243728 17.62 0.000 3.817141 4.772537
Fix -3.991511 .1411803 -28.27 0.000 -4.268219 -3.714803
Gqj -.0888252 .1027699 -0.86 0.387 -.2902506 .1126002
Underidentification test (Anderson canon. corr. LM statistic): 2581.051
Chi-sq(1) P-val = 0.0000
Weak identification test (Cragg-Donald Wald F statistic): 5635.944
Stock-Yogo weak ID test critical values: 10% maximal IV size 16.38
15% maximal IV size 8.96
20% maximal IV size 6.66
25% maximal IV size 5.53
Source: Stock-Yogo (2005). Reproduced by permission.
Sargan statistic (overidentification test of all instruments): 0.000
(equation exactly identified)
Instrumented: Index
Included instruments: Age Size Lev Roa Mfee Fix Gqj
Excluded instruments: Hlw
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谢谢！！！
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