序列和异方差都有,而且用cluster robust之后,结果不太好
Fixed-effects (within) regression Number of obs = 5535
Group variable: code Number of groups = 175
R-sq: within = 0.1922 Obs per group: min = 1
between = 0.0370 avg = 31.6
overall = 0.0641 max = 41
F(2,174) = 1.29
corr(u_i, Xb) = -0.7281 Prob > F = 0.2777
(Std. Err. adjusted for 175 clusters in code)
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| Robust
NFA_gdp_ra~o | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ln_pgdp | 6.693618 4.380481 1.53 0.128 -1.9521 15.33934
ln_pgdp2 | -.3864643 .2561546 -1.51 0.133 -.8920345 .1191058
_cons | -27.9645 17.85352 -1.57 0.119 -63.20184 7.272833
-------------+----------------------------------------------------------------
sigma_u | 1.6786567
sigma_e | .81804146
rho | .80809393 (fraction of variance due to u_i)
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