xtreg;
xtreg lnggdp did lnpgdp lnfdl lnop lnis lntc lnpop i.year, fe robust
Fixed-effects (within) regression Number of obs = 330
Group variable: province Number of groups = 30
R-squared: Obs per group:
Within = 0.8045 min = 11
Between = 0.0183 avg = 11.0
Overall = 0.0463 max = 11
F(17, 29) = 86.73
corr(u_i, Xb) = -0.8176 Prob > F = 0.0000
(Std. err. adjusted for 30 clusters in province)
------------------------------------------------------------------------------
| Robust
lnggdp | Coefficient std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
did | .3125367 .0833553 3.75 0.001 .1420558 .4830175
lnpgdp | .378234 .1066146 3.55 0.001 .1601825 .5962854
lnfdl | .0730837 .0424855 1.72 0.096 -.0138089 .1599763
lnop | .0561743 .0611905 0.92 0.366 -.0689744 .1813229
lnis | -.1843417 .289277 -0.64 0.529 -.7759796 .4072961
lntc | .0507554 .0747045 0.68 0.502 -.1020326 .2035433
lnpop | 1.757959 .738624 2.38 0.024 .2473037 3.268615
_cons | -4.188419 5.572489 -0.75 0.458 -15.58544 7.208601
reghdfe :
reghdfe lnggdp did lnpgdp lnfdl lnop lnis lntc lnpop ,a(province year) cl(province)
(MWFE estimator converged in 2 iterations)
HDFE Linear regression Number of obs = 330
Absorbing 2 HDFE groups F( 7, 29) = 14.94
Statistics robust to heteroskedasticity Prob > F = 0.0000
R-squared = 0.9628
Adj R-squared = 0.9568
Within R-sq. = 0.3298
Number of clusters (province) = 30 Root MSE = 0.1678
(Std. err. adjusted for 30 clusters in province)
------------------------------------------------------------------------------
| Robust
lnggdp | Coefficient std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
did | .3125367 .0833553 3.75 0.001 .1420558 .4830175
lnpgdp | .378234 .1066146 3.55 0.001 .1601825 .5962854
lnfdl | .0730837 .0424855 1.72 0.096 -.0138089 .1599763
lnop | .0561743 .0611905 0.92 0.366 -.0689744 .1813229
lnis | -.1843417 .289277 -0.64 0.529 -.7759796 .4072961
lntc | .0507554 .0747045 0.68 0.502 -.1020326 .2035433
lnpop | 1.757959 .738624 2.38 0.024 .2473037 3.268615
_cons | -3.896215 5.602466 -0.70 0.492 -15.35454 7.562115
系数标准误都一致,常数项不一样,求解