固定效应模型(Greene书中译本第525页第5题)
stata的输出
xtreg y x, fe i(cop)
Fixed-effects (within) regression Number of obs = 30 Group variable (i) : cop Number of groups = 3
R-sq: within = 0.9478 Obs per group: min = 10 between = 0.8567 avg = 10.0 overall = 0.9209 max = 10
F(1,26) = 472.26 corr(u_i, Xb) = -0.2311 Prob > F = 0.0000
y Coef. Std. Err. t P>t [95% Conf. Interval] x 1.102192 .0507186 21.73 0.000 .9979381 1.206445 _cons -1.394325 .8230266 -1.69 0.102 -3.08608 .2974308 sigma_u 1.480319 sigma_e 1.7451362 rho .41844744 (fraction of variance due to u_i) F test that all u_i=0: F(2, 26) = 6.81 Prob > F = 0.0042
Eviews的输出
Dependent Variable: Y? | ||||
Method: Pooled Least Squares | ||||
Date: 01/16/05 Time: 19:11 | ||||
Sample: 1901 1910 | ||||
Included observations: 10 | ||||
Number of cross-sections used: 3 | ||||
Total panel (balanced) observations: 30 | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
X? | 1.102192 | 0.050719 | 21.73150 | 0.0000 |
Fixed Effects |
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_A--C | -1.468445 |
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_B--C | -2.836192 |
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_C--C | 0.121662 |
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R-squared | 0.948088 | Mean dependent var | 15.09667 | |
Adjusted R-squared | 0.942098 | S.D. dependent var | 7.252441 | |
S.E. of regression | 1.745136 | Sum squared resid | 79.18302 | |
Log likelihood | -57.12662 | Durbin-Watson stat | 1.783884 |
请问在Stata的输出结果中,Fixed Effects(固定效应)在哪里?