[其他] 新手求教：STATA下TOBIT模型面板数据分析 [推广有奖]

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zhuyuanf 发表于 2007-3-17 11:09:00 |AI写论文

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我用STATA下的TOBIT模型分析12X9的面板数据，得到以下结果：

Random-effects tobit regression Number of obs = 108
Group variable (i): city Number of groups = 12

Random effects u_i ~ Gaussian Obs per group: min = 9
avg = 9.0
max = 9

LR chi2(7) = 2.82
Log likelihood = 233.60765 Prob > chi2 = 0.9015

------------------------------------------------------------------------------
te2 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
we | .002369 .007203 0.33 0.742 -.0117487 .0164866
lq1 | .0048141 .0115097 0.42 0.676 -.0177446 .0273728
lq2 | -.001112 .0669119 -0.02 0.987 -.1322569 .1300329
lq3 | .0155316 .0497492 0.31 0.755 -.081975 .1130383
str | -.0602729 .175412 -0.34 0.731 -.4040742 .2835284
lhr | -.0007421 .0022186 -0.33 0.738 -.0050904 .0036063
scale | .3439733 .6513381 0.53 0.597 -.9326259 1.620573
_cons | 1.022505 .229462 4.46 0.000 .5727679 1.472242
-------------+----------------------------------------------------------------
/sigma_u | .0105283 .0039909 2.64 0.008 .0027063 .0183503
/sigma_e | .0264866 .0019295 13.73 0.000 .0227048 .0302684
-------------+----------------------------------------------------------------
rho | .1364435 .0940099 .0262555 .399765
------------------------------------------------------------------------------