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| 开心 2020-9-7 13:25:04 |
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签到天数: 5 天 连续签到: 1 天 [LV.2]偶尔看看I
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20论坛币
spregsemxt pegr0 f d g i p,nc(28) ///
> wmfile(铁路.dta) m
> fx(lin) test nolog
==============================================================================
*** Binary (0/1) Weight Matrix: 196x196 - NC=28 NT=7 (Non Normalized)
==============================================================================
convergence not achieved
==============================================================================
* MLE Spatial Error Panel Normal Model (SEM)
==============================================================================
pegr0 = f + d + g + i + p
------------------------------------------------------------------------------
Sample Size = 196 | Cross Sections Number = 28
Wald Test = 63.6373 | P-Value > Chi2(5) = 0.0000
F-Test = 12.7275 | P-Value > F(5 , 163) = 0.0000
(Buse 1973) R2 = 0.2509 | Raw Moments R2 = 0.5029
(Buse 1973) R2 Adj = 0.1038 | Raw Moments R2 Adj = 0.4053
Root MSE (Sigma) = 11.9051 | Log Likelihood Function = -527.8494
------------------------------------------------------------------------------
- R2h= 0.0996 R2h Adj=-0.0771 F-Test = 4.21 P-Value > F(5 , 163) 0.0013
- R2v= 0.0836 R2v Adj=-0.0963 F-Test = 3.46 P-Value > F(5 , 163) 0.0053
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
pegr0 |
f | -3.912295 .7148643 -5.47 0.000 -5.313404 -2.511187
d | -2.807465 1.386104 -2.03 0.043 -5.52418 -.0907505
g | -56.20733 19.15941 -2.93 0.003 -93.75909 -18.65557
i | 10.16358 12.42371 0.82 0.413 -14.18643 34.5136
p | .0819961 .1073652 0.76 0.445 -.1284358 .2924279
_cons | 335.6366 246.5154 1.36 0.173 -147.5246 818.7978
-------------+----------------------------------------------------------------
/Lambda | .9333596 .0490133 19.04 0.000 .8372954 1.029424
/Sigma | 6.54907 .3657234 17.91 0.000 5.832265 7.265875
------------------------------------------------------------------------------
Warning: Convergence not achieved.
LR Test SEM vs. OLS (Lambda=0): 362.6358 P-Value > Chi2(1) 0.0000
Acceptable Range for Lambda: -208.6510 < Lambda < 47.8744
请问这里的Sigma代表什么意思?
另外想请教一下动态空间误差模型的代码
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