请教:stata做面板的时候, Wald chi2(1)值是检验什么的?
Fixed-effects (within) IV regression Number of obs = 170
Group variable: country Number of groups = 22
R-sq: within = 0.1731 Obs per group: min = 6
between = 0.7087 avg = 7.7
overall = 0.5878 max = 8
Wald chi2(1) = 1531.43(????????)
corr(u_i, Xb) = 0.6490 Prob > chi2 = 0.0000
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gqua | Coef. Std. Err. z P>|z| [95% Conf. Interval]
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godis | .1238086 .0154816 8.00 0.000 .0934651 .154152
_cons | .0030305 .0340929 0.09 0.929 -.0637904 .0698514
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sigma_u | .38785452
sigma_e | .09182743
rho | .94692121 (fraction of variance due to u_i)
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F test that all u_i=0: F(21,147) = 75.29 Prob > F = 0.0000
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Instrumented: godis
Instruments: gnip
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