[求助] Xtreg: Random-effects GLS regression的分析

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我的论文导师让我用XTREG做，我做出了Random-effects GLS regression的表，其中只有2个解释变量的P-value小于0.1， 其他4个都大于0.1小于1.请问这种结果正常吗？我是需要替换掉其他四个变量？还是这结果说明那4个变量在不同国家有差异？因为我做的是不同国家的对比。请问Random-effects GLS regression的结果大致怎样分析。谢谢~

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关键词：regression regressio effects regress Effect 国家 论文

The results of random effect and fix effects are very similar, the only difference lies in the analysis of each particular effect, i.e. time effect, or panel effect, or population effect.

2个解释变量的P-value小于0.1， 其他4个都大于0.1小于1. is obviously not a good model.

The best thing you have to do at this stage is to identify why the result is crampy: is it because of missing variable bias? is it heteroscedasticity? How about the specification errors? Do you understand your data well? i.e. data size, causality relationship between variables.

It is dangerous to apply the model directly without testing the assumptions. Try to start by testing the assumptions, i.e. (xi,yi) i.i.d. , error term to be white noise. Though these are the basic things, it might lead you to the conclusion that your OLS produces the best results.

Modeling is tedious and arduous, but you will learn a lot by asking yourself questions along the way toward a satisfactory model. In my observation, no matter how crampy the data is, there is definitely a model there. Please take your time.

Best of the luck.