黃河泉 发表于 2022-10-17 14:42
目前看不出来,请将各个回归原先结果发出来看看。
//确认面板数据//
. xtset id year
panel variable: id (strongly balanced)
time variable: year, 2011 to 2020
delta: 1 year
//描述性、相关性、共线性//——略
//回归//
reg logrjgdp logeq ts logle logsi logta loggin
est store ols
xtreg logrjgdp logeq ts logle logsi logta loggin,fe
est store fe
xtreg logrjgdp logeq ts logle logsi logta loggin,re
est store re
esttab ols fe re using 实证结果.rtf, replace b(%12.3f) se(%12.3f) nogap compress s(N r2 r2_a)star(* 0.1 ** 0.05 *** 0.01) //加入了调整R2,r2_a
回归结果如下:
.
. reg logrjgdp logeq ts logle logsi logta loggin
Source | SS df MS Number of obs = 214
-------------+---------------------------------- F(6, 207) = 36.44
Model | 19.5574899 6 3.25958164 Prob > F = 0.0000
Residual | 18.5168287 207 .089453279 R-squared = 0.5137
-------------+---------------------------------- Adj R-squared = 0.4996
Total | 38.0743185 213 .178752669 Root MSE = .29909
------------------------------------------------------------------------------
logrjgdp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
logeq | .1431714 .0326902 4.38 0.000 .0787231 .2076198
ts | 2.186797 .3753595 5.83 0.000 1.446779 2.926815
logle | -.0298354 .0524069 -0.57 0.570 -.1331552 .0734844
logsi | -.0127236 .0535532 -0.24 0.812 -.1183032 .092856
logta | -.0056336 .0255211 -0.22 0.826 -.0559483 .044681
loggin | .081829 .0711179 1.15 0.251 -.0583792 .2220371
_cons | 8.197803 .7998754 10.25 0.000 6.620856 9.77475
------------------------------------------------------------------------------
. est store ols
.
. xtreg logrjgdp logeq ts logle logsi logta loggin,fe
Fixed-effects (within) regression Number of obs = 214
Group variable: id Number of groups = 31
R-sq: Obs per group:
within = 0.8913 min = 4
between = 0.3201 avg = 6.9
overall = 0.3627 max = 7
F(6,177) = 241.92
corr(u_i, Xb) = -0.4282 Prob > F = 0.0000
------------------------------------------------------------------------------
logrjgdp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
logeq | .0307354 .014804 2.08 0.039 .0015204 .0599504
ts | 1.655892 .1277543 12.96 0.000 1.403774 1.90801
logle | .0560254 .0203347 2.76 0.006 .0158957 .096155
logsi | .1292593 .0191291 6.76 0.000 .0915089 .1670098
logta | .0708972 .0190134 3.73 0.000 .033375 .1084195
loggin | .1884607 .028204 6.68 0.000 .1328013 .2441201
_cons | 5.662212 .3169942 17.86 0.000 5.036637 6.287786
-------------+----------------------------------------------------------------
sigma_u | .37434179
sigma_e | .0519197
rho | .98112649 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(30, 177) = 223.07 Prob > F = 0.0000
. est store fe
.
. xtreg logrjgdp logeq ts logle logsi logta loggin,re
Random-effects GLS regression Number of obs = 214
Group variable: id Number of groups = 31
R-sq: Obs per group:
within = 0.8901 min = 4
between = 0.3385 avg = 6.9
overall = 0.3846 max = 7
Wald chi2(6) = 1408.37
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
logrjgdp | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
logeq | .0282641 .0146817 1.93 0.054 -.0005115 .0570397
ts | 1.782992 .1229597 14.50 0.000 1.541996 2.023989
logle | .0397679 .0196798 2.02 0.043 .0011961 .0783397
logsi | .1236941 .0192034 6.44 0.000 .086056 .1613321
logta | .0538299 .0182404 2.95 0.003 .0180793 .0895806
loggin | .1858168 .0284398 6.53 0.000 .1300759 .2415577
_cons | 5.830622 .3227599 18.06 0.000 5.198025 6.46322
-------------+----------------------------------------------------------------
sigma_u | .32220127
sigma_e | .0519197
rho | .9746909 (fraction of variance due to u_i)
------------------------------------------------------------------------------
. est store re
.
. esttab ols fe re using 实证结果.rtf, replace b(%12.3f) se(%12.3f) nogap compress s(N r2 r2_a)st
> ar(* 0.1 ** 0.05 *** 0.01) //加入了调整R2,r2_a
(output written to 实证结果.rtf)
.
end of do-file
相关结果:
后面我就是做了滞后一期的程序了,真的谢谢老师的查看了。