inst depvar;
in23:model lgdp = lgdp_1 ldens2 ldens3 ledu lfix lge
/gmm nolevels twostep maxband=9;
id city year;
run;
用的是这段程序
输出结果:
Model Description
Model Statement Label IN23
Estimation Method GMM
Number of Cross Sections 21
Time Series Length 9
Estimate Stage 2
Maximum Number of Time Periods (MAXBAND) 9
Fit Statistics
SSE 1557.7890 DFE 140
MSE 11.1271 Root MSE 3.3357
Sargan Test
Prob >
DF Statistic ChiSq
21 18.62 0.6095
Parameter Estimates
Standard
Variable DF Estimate Error t Value Pr > |t|
Intercept 1 0.033785 0.0132 2.56 0.0115
lgdp_1 1 0.494835 0.0721 6.86 <.0001
ldens2 1 -0.15536 0.0403 -3.85 0.0002
ldens3 1 0.262995 0.0365 7.20 <.0001
ledu 1 0.126422 0.0203 6.23 <.0001
lfix 1 0.114172 0.0245 4.66 <.0001
lge 1 -0.09049 0.0124 -7.29 <.0001
AR(m) test
Pr >
Lag Statistic Statistic
1 -2.12 0.9831
各位达人,帮忙看看!
![](https://bbs-cdn.datacourse.cn/static/2017/f68.png)