恩,楼主贴一下回归式子和结果把
因为从我刚试的例子,看不出为什么。
sysuse auto
sureg (price = rep78 weight) (weight = foreign trunk)
gen d=runiform()<0.5
sureg (price = rep78 weight d) (weight = foreign trunk d)
而且foreign本身就是个dummy
Seemingly unrelated regression
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Equation Obs Parms RMSE "R-sq" chi2 P
----------------------------------------------------------------------
price 69 3 2320.568 0.3558 25.89 0.0000
weight 69 3 488.9649 0.6141 120.39 0.0000
----------------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
price |
rep78 | 652.5503 294.3973 2.22 0.027 75.5421 1229.558
weight | 1.826281 .3715854 4.91 0.000 1.097988 2.554575
d | 738.9177 550.9598 1.34 0.180 -340.9436 1818.779
_cons | -2009.98 1827.214 -1.10 0.271 -5591.253 1571.293
-------------+----------------------------------------------------------------
weight |
foreign | -849.9945 137.3796 -6.19 0.000 -1119.254 -580.7355
trunk | 84.53503 14.56366 5.80 0.000 55.99078 113.0793
d | 23.96216 119.5744 0.20 0.841 -210.3994 258.3237
_cons | 2100.509 229.9979 9.13 0.000 1649.722 2551.297
|