可能是你的软件问题吧!我用你的数据并复制你所写的格式做了一遍,结果完全正常。结果如下:
xtreg lngsp lnpcap lnpc lnemp unemp,fe
Fixed-effects (within) regression Number of obs = 816
Group variable: id Number of groups = 48
R-sq: within = 0.9413 Obs per group: min = 17
between = 0.9921 avg = 17.0
overall = 0.9910 max = 17
F(4,764) = 3064.81
corr(u_i, Xb) = 0.0608 Prob > F = 0.0000
------------------------------------------------------------------------------
lngsp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnpcap | -.0261493 .0290016 -0.90 0.368 -.0830815 .0307829
lnpc | .2920067 .0251197 11.62 0.000 .2426949 .3413185
lnemp | .7681595 .0300917 25.53 0.000 .7090872 .8272318
unemp | -.0052977 .0009887 -5.36 0.000 -.0072387 -.0033568
_cons | 2.352898 .1748131 13.46 0.000 2.009727 2.696069
-------------+----------------------------------------------------------------
sigma_u | .09057293
sigma_e | .03813705
rho | .8494045 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(47, 764) = 75.82 Prob > F = 0.0000
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. xtcsd,frees
Frees' test of cross sectional independence = 8.386
|--------------------------------------------------------|
Critical values from Frees' Q distribution
alpha = 0.10 : 0.1521
alpha = 0.05 : 0.1996
alpha = 0.01 : 0.2928
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. xtcsd,pesaran show
Correlation matrix of residuals:
c1 c2 c3 c4 c5 c6 c7 c8 c9
r1 1.0000
r2 -0.0059 1.0000
r3 0.9266 0.1396 1.0000
r4 -0.5305 0.6035 -0.4760 1.0000
r5 -0.1755 0.6163 -0.0379 0.6716 1.0000
r6 0.6952 0.3379 0.5691 0.0935 0.1128 1.0000
r7 -0.4892 0.2190 -0.4691 0.7099 0.3104 0.0275 1.0000
r8 -0.3266 0.1441 -0.3600 0.6985 0.5028 0.0724 0.6882 1.0000
r9 0.9076 0.3136 0.9327 -0.2567 0.0303 0.7505 -0.3248 -0.2729 1.0000
r10 0.6548 -0.0516 0.5187 -0.2040 0.1606 0.6428 -0.3881 0.1099 0.5122
r11 0.5482 0.3349 0.5569 0.2069 0.3142 0.8375 0.3159 0.2820 0.6440
r12 0.6646 0.4715 0.7093 -0.0368 0.1334 0.8149 0.0685 -0.0968 0.7876
r13 0.7051 -0.0116 0.7472 -0.5153 -0.0243 0.4828 -0.4039 -0.3180 0.5986
r14 -0.2043 0.0758 -0.3974 0.5244 0.3191 0.3204 0.5111 0.7224 -0.2908
r15 0.5541 -0.1320 0.2978 -0.1144 -0.1758 0.7040 0.0966 0.2764 0.3652
r16 -0.7070 0.0134 -0.8328 0.5757 0.1158 -0.1920 0.6529 0.5879 -0.7404
r17 0.9414 0.0678 0.9013 -0.5184 -0.2506 0.6859 -0.4759 -0.5064 0.9326
r18 -0.1383 0.2991 -0.1774 0.6933 0.3339 0.5279 0.7942 0.5745 0.0369
r19 0.5099 0.3582 0.3983 0.3248 0.3036 0.9327 0.2913 0.3893 0.5823
r20 -0.1834 0.6894 -0.0750 0.7035 0.5054 0.3581 0.7797 0.4293 0.0988
r21 0.8820 0.2122 0.8057 -0.2371 0.0695 0.8956 -0.2638 -0.2124 0.8899
r22 0.8706 0.0612 0.8497 -0.5306 -0.2697 0.5952 -0.5161 -0.6339 0.8647
r23 0.7013 0.4591 0.6629 -0.0013 0.0152 0.8473 0.0586 -0.1828 0.8217
r24 -0.0346 -0.5718 -0.0997 -0.4520 -0.2523 -0.3833 -0.1027 0.0574 -0.3531
r25 0.5387 0.1185 0.4531 -0.0673 0.1879 0.6834 -0.0712 0.1302 0.4335
r26 -0.1929 -0.0711 -0.3140 -0.1392 -0.4259 -0.3506 -0.0626 -0.0194 -0.3214
r27 0.9582 0.1137 0.9017 -0.4825 -0.1283 0.7015 -0.5857 -0.4476 0.9239
r28 0.6686 0.3866 0.6012 0.0885 0.1031 0.9207 0.1914 0.0073 0.7779
r29 -0.0648 -0.5713 -0.2834 -0.3108 -0.5030 -0.2485 -0.1771 0.1981 -0.3709
r30 0.3943 0.4655 0.3743 0.3679 0.2946 0.8439 0.3625 0.1203 0.5785
r31 0.9471 0.1104 0.9199 -0.3768 -0.1699 0.7161 -0.3114 -0.2207 0.9517
r32 -0.4214 -0.0429 -0.3167 0.1794 0.1975 -0.4269 0.5175 0.5316 -0.4631
r33 0.8444 0.2347 0.7996 -0.2755 -0.1108 0.8528 -0.1483 -0.3053 0.8807
r34 -0.5708 0.0940 -0.7021 0.6452 0.3879 -0.0570 0.6220 0.7084 -0.6048
r35 -0.3328 0.5740 -0.0383 0.5732 0.6916 -0.1283 0.4451 0.3778 -0.0390
r36 0.7274 0.2598 0.6818 -0.0447 0.0691 0.8908 0.1169 -0.0380 0.8036
r37 0.0402 0.1804 -0.1756 0.4189 0.2015 0.6113 0.4358 0.4478 -0.0053
r38 0.9569 -0.0898 0.8557 -0.6323 -0.3427 0.5872 -0.6137 -0.4654 0.8446
r39 0.4038 0.0988 0.4029 -0.1617 0.3405 0.2854 -0.0302 0.2040 0.2803
r40 0.9382 0.1307 0.9598 -0.5223 -0.1468 0.5854 -0.5244 -0.5113 0.9454
r41 -0.6363 0.4544 -0.5756 0.9290 0.6725 -0.0210 0.7906 0.7395 -0.4242
r42 0.8726 0.0584 0.7826 -0.4020 -0.1745 0.6257 -0.3605 -0.0534 0.7790
r43 0.7162 0.1613 0.4931 -0.1130 -0.0701 0.8673 -0.1847 0.0260 0.6149
r44 0.5756 0.0414 0.4342 0.1171 0.0264 0.7952 0.2573 0.3801 0.5611
r45 -0.5256 0.4897 -0.3727 0.7676 0.8071 -0.1979 0.5616 0.6052 -0.3242
r46 0.5566 -0.1238 0.2775 -0.2464 -0.3296 0.6367 -0.0839 -0.0363 0.3490
r47 0.9418 0.2005 0.9131 -0.3788 -0.0555 0.7847 -0.3455 -0.3700 0.9566
r48 -0.7043 -0.1949 -0.8109 0.3405 0.0921 -0.4721 0.3214 0.5464 -0.8358
c10 c11 c12 c13 c14 c15 c16 c17 c18
r10 1.0000
r11 0.4766 1.0000
r12 0.3710 0.8456 1.0000
r13 0.5810 0.5481 0.6620 1.0000
r14 0.3083 0.3483 0.0254 -0.0759 1.0000
r15 0.5930 0.5963 0.4826 0.3995 0.5911 1.0000
r16 -0.2719 -0.1234 -0.3421 -0.4841 0.7677 0.1756 1.0000
r17 0.4913 0.4938 0.6993 0.6263 -0.3879 0.3768 -0.7805 1.0000
r18 0.0456 0.6730 0.3844 -0.1005 0.6032 0.3426 0.4633 -0.1053 1.0000
r19 0.6080 0.8948 0.7317 0.3875 0.5603 0.7215 0.0359 0.4416 0.7086
r20 -0.2186 0.6007 0.5272 -0.0727 0.3452 0.0973 0.3576 -0.1167 0.7765
r21 0.6911 0.7467 0.8323 0.7178 0.0235 0.5886 -0.5196 0.8736 0.2048
r22 0.3638 0.4128 0.6441 0.6450 -0.4587 0.2929 -0.7636 0.9459 -0.1522
r23 0.2937 0.7599 0.8797 0.4503 -0.0130 0.5169 -0.3316 0.7663 0.3950
r24 0.1285 -0.2354 -0.3153 0.2198 0.1669 0.2125 0.1944 -0.2287 -0.3673
r25 0.6769 0.7015 0.6073 0.7646 0.5052 0.6782 -0.0210 0.3780 0.3061
r26 -0.2836 -0.5400 -0.3395 -0.3061 0.0341 0.1197 0.3479 -0.2497 -0.4036
r27 0.6359 0.4689 0.6579 0.6704 -0.2926 0.4197 -0.7542 0.9581 -0.1738
r28 0.4157 0.8658 0.8756 0.4460 0.1829 0.5965 -0.2355 0.7116 0.5633
r29 0.1103 -0.4093 -0.4458 -0.1373 0.2818 0.3867 0.3231 -0.2546 -0.3439
r30 0.2906 0.8631 0.7624 0.3000 0.2697 0.4088 -0.0746 0.4693 0.7745
r31 0.5260 0.6140 0.7260 0.5928 -0.2400 0.5261 -0.6787 0.9203 -0.0017
r32 -0.2944 -0.0456 -0.1370 -0.0877 0.3183 -0.0128 0.4713 -0.5674 0.0580
r33 0.4646 0.7597 0.9069 0.6684 -0.1013 0.5645 -0.4925 0.8917 0.2465
r34 -0.0314 0.0325 -0.2664 -0.3561 0.8876 0.2656 0.9282 -0.7104 0.5017
r35 -0.2497 0.2282 0.1486 -0.1199 -0.0277 -0.4802 0.0174 -0.2857 0.3031
r36 0.4768 0.8902 0.8863 0.5629 0.0788 0.5872 -0.3462 0.7596 0.5067
r37 0.3671 0.5439 0.3410 0.1523 0.8715 0.7211 0.6021 -0.0587 0.7006
r38 0.5690 0.3426 0.5400 0.6217 -0.3284 0.4955 -0.7197 0.9286 -0.2949
r39 0.4671 0.4911 0.4332 0.6956 0.3479 0.4926 -0.0281 0.1811 -0.0048
r40 0.4595 0.4572 0.6762 0.6577 -0.4722 0.2786 -0.8513 0.9697 -0.2168
r41 -0.2299 0.2118 -0.0771 -0.4443 0.5909 -0.0969 0.6949 -0.6566 0.7081
r42 0.6405 0.4776 0.6044 0.5618 -0.0308 0.6813 -0.4720 0.7415 -0.1473
r43 0.7415 0.5840 0.6185 0.4818 0.4058 0.8471 -0.0865 0.6190 0.2304
r44 0.5183 0.7915 0.6031 0.3260 0.3887 0.8040 -0.0361 0.4685 0.5798
r45 -0.2414 0.0912 -0.1235 -0.3766 0.2850 -0.3297 0.3792 -0.5596 0.3811
r46 0.5202 0.4113 0.4020 0.4112 0.4415 0.8980 0.1266 0.4385 0.1803
r47 0.5594 0.6644 0.8197 0.7048 -0.2178 0.4801 -0.6751 0.9578 0.0401
r48 -0.1552 -0.4236 -0.6182 -0.4611 0.6095 0.0468 0.8539 -0.8570 0.0365
c19 c20 c21 c22 c23 c24 c25 c26 c27
r19 1.0000
r20 0.5031 1.0000
r21 0.7578 0.1183 1.0000
r22 0.3323 -0.1408 0.8157 1.0000
r23 0.7167 0.4794 0.8212 0.7507 1.0000
r24 -0.3097 -0.3874 -0.2492 -0.2573 -0.4102 1.0000
r25 0.7315 0.1414 0.6907 0.3754 0.4671 0.0772 1.0000
r26 -0.3869 -0.2274 -0.3973 -0.2178 -0.2006 0.3701 -0.2740 1.0000
r27 0.4695 -0.1957 0.8978 0.9198 0.7091 -0.2153 0.4940 -0.2106 1.0000
r28 0.8610 0.5193 0.8546 0.6241 0.9387 -0.3535 0.5550 -0.3458 0.6463
r29 -0.2107 -0.5655 -0.3010 -0.2758 -0.4351 0.4973 0.0120 0.6282 -0.1724
r30 0.8481 0.6700 0.6921 0.4447 0.8201 -0.5267 0.4977 -0.5680 0.4057
r31 0.5585 -0.0089 0.8404 0.8446 0.7828 -0.1763 0.4435 -0.1658 0.9020
r32 -0.1776 0.2710 -0.4623 -0.6339 -0.3898 0.5426 -0.0225 0.2764 -0.5798
r33 0.6775 0.2635 0.9229 0.8503 0.9307 -0.2592 0.5547 -0.2867 0.8396
r34 0.2138 0.3743 -0.3420 -0.7149 -0.2714 0.2159 0.1669 0.1925 -0.6253
r35 0.0387 0.6131 -0.1880 -0.3599 -0.0655 -0.2208 -0.1764 -0.4224 -0.3344
r36 0.8103 0.4491 0.8768 0.6818 0.9058 -0.2816 0.5504 -0.4436 0.6863
r37 0.7392 0.4480 0.3473 -0.0632 0.3692 -0.0218 0.6515 -0.0286 0.0053
r38 0.3444 -0.3397 0.7972 0.8995 0.6278 -0.0488 0.4020 -0.0166 0.9528
r39 0.3823 0.1376 0.4245 0.1572 0.2312 0.4150 0.7291 -0.0506 0.2932
r40 0.3530 -0.1272 0.8272 0.9388 0.7233 -0.1903 0.3611 -0.2293 0.9555
r41 0.2473 0.7293 -0.3351 -0.6556 -0.1225 -0.2656 -0.0356 -0.1794 -0.6297
r42 0.5073 -0.1214 0.7198 0.6266 0.5936 0.0661 0.4821 0.1111 0.7936
r43 0.7749 0.0556 0.8010 0.5291 0.6820 -0.0572 0.7095 0.0479 0.7054
r44 0.8283 0.3178 0.6518 0.4009 0.6642 -0.1872 0.5786 -0.1963 0.4805
r45 0.0148 0.5880 -0.3518 -0.5792 -0.2012 -0.1290 -0.2033 -0.1904 -0.5209
r46 0.5697 -0.0295 0.5728 0.4376 0.5562 0.2286 0.6234 0.2664 0.4798
r47 0.5962 0.0674 0.9472 0.9137 0.8564 -0.2264 0.5482 -0.3009 0.9484
r48 -0.2641 -0.0396 -0.6734 -0.8543 -0.6702 0.4550 -0.1479 0.4838 -0.7572
c28 c29 c30 c31 c32 c33 c34 c35 c36
r28 1.0000
r29 -0.4428 1.0000
r30 0.8913 -0.5863 1.0000
r31 0.7341 -0.1258 0.4788 1.0000
r32 -0.2975 0.2131 -0.3533 -0.3767 1.0000
r33 0.9012 -0.3548 0.7220 0.8619 -0.4070 1.0000
r34 -0.1258 0.2356 0.0299 -0.5807 0.4606 -0.4255 1.0000
r35 0.0107 -0.6254 0.1953 -0.2144 0.4044 -0.1696 0.0924 1.0000
r36 0.9542 -0.4328 0.8612 0.7744 -0.3227 0.9367 -0.2376 0.0022 1.0000
r37 0.4977 0.0949 0.5719 0.0171 0.0120 0.2824 0.7003 -0.1883 0.4129
r38 0.5357 0.0633 0.2398 0.9041 -0.5231 0.7776 -0.6416 -0.5109 0.5998
r39 0.2812 0.0462 0.1169 0.2988 0.4015 0.3316 0.1937 0.0349 0.3317
r40 0.6313 -0.2946 0.3820 0.9222 -0.4824 0.8384 -0.7522 -0.1927 0.6860
r41 -0.0170 -0.2583 0.2925 -0.5205 0.3557 -0.3443 0.7501 0.5839 -0.0816
r42 0.5510 0.2244 0.2309 0.8861 -0.1701 0.6954 -0.3645 -0.3118 0.5856
r43 0.7257 0.1288 0.5138 0.6628 -0.3281 0.7222 0.0425 -0.4404 0.6649
r44 0.7287 0.0534 0.6606 0.6621 -0.1572 0.6592 0.0687 -0.2120 0.7661
r45 -0.1348 -0.4065 0.0954 -0.4651 0.4211 -0.3719 0.4932 0.7721 -0.1546
r46 0.5521 0.3550 0.3594 0.4948 -0.2228 0.5734 0.1778 -0.6755 0.5172
r47 0.8166 -0.3327 0.5957 0.9276 -0.4593 0.9489 -0.5452 -0.1963 0.8512
r48 -0.5966 0.5728 -0.5049 -0.7431 0.5393 -0.7290 0.8174 -0.0502 -0.6424
c37 c38 c39 c40 c41 c42 c43 c44 c45
r37 1.0000
r38 -0.0496 1.0000
r39 0.3453 0.2711 1.0000
r40 -0.1793 0.9192 0.2665 1.0000
r41 0.4544 -0.7535 -0.0151 -0.6582 1.0000
r42 0.1107 0.8533 0.4525 0.7513 -0.5015 1.0000
r43 0.6299 0.6737 0.3893 0.5328 -0.2270 0.7483 1.0000
r44 0.5760 0.4873 0.3228 0.3977 0.0887 0.6207 0.6996 1.0000
r45 0.0866 -0.6562 0.0630 -0.4767 0.8247 -0.4606 -0.3715 -0.1099 1.0000
r46 0.6795 0.5657 0.3809 0.3404 -0.2661 0.6061 0.8476 0.6265 -0.5129
r47 0.1168 0.8817 0.3760 0.9493 -0.4874 0.7667 0.7011 0.5776 -0.4228
r48 0.3069 -0.6640 0.0414 -0.8666 0.4873 -0.4007 -0.2181 -0.2472 0.3401
c46 c47 c48
r46 1.0000
r47 0.5098 1.0000
r48 -0.0178 -0.8013 1.0000
Pesaran's test of cross sectional independence = 30.368, Pr = 0.0000
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. xtcsd,friedman abs
Friedman's test of cross sectional independence = 152.804, Pr = 0.0000
Average absolute value of the off-diagonal elements = 0.442
自己检查一下软件,看看是不是正确安装了csd检验的安装程序。