请教:
1.通过“ssc install xtscc”安装xtscc,回归后得到以下结果:
Regression with Driscoll-Kraay standard errors Number of obs = 25832
Method: Fixed-effects regression Number of groups = 2586
Group variable (i): code F( 1, 9) = 6.38
maximum lag: 2 Prob > F = 0.0324
within R-squared = 0.0373
------------------------------------------------------------------------------
| Drisc/Kraay
lnzzl | Coefficient std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
lnwbxq | 2.439588 .9657108 2.53 0.032 .2549986 4.624178
_cons | -63.01079 25.60054 -2.46 0.036 -120.9232 -5.098354
-----------------------------------------------------------------------------
2.通过stata自带的帮助-搜索- xtscc安装xtsccc,回归后得到以下结果:
Regression with Driscoll-Kraay standard errors Number of obs = 25832
Method: Fixed-effects regression Number of groups = 2586
Group variable (i): code F( 1, 2585) = 7.09
maximum lag: 2 Prob > F = 0.0078
within R-squared = 0.0373
------------------------------------------------------------------------------
| Drisc/Kraay
lnzzl | Coefficient std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
lnwbxq | 2.439588 .916136 2.66 0.008 .6431536 4.236023
_cons | -63.01079 24.28633 -2.59 0.010 -110.6334 -15.38816
3.主要差别在 F( 1, 9)=6.38 和F( 1, 2585)=7.09
请教对于大N小T面板数据,用哪个好?谢谢


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