向各位请教,我在用stata做面板数据回归中,随机效应回归后使用命令mfx,eyex进行弹性系数的转换,却发现其中一个变量的符号由负变正了,不知道为什么,请问是命令mfx,eyex使用错误了吗?mfx,eyex不是转换成弹性系数吗?如果是错误应该使用哪个命令呢?下面是stata输出的结果,请各位帮忙
这是原始回归,此时disfg的系数是负的
. xtreg tfp disfg train inv deb tax1 finance,re
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tfp | Coef. Std. Err. z P>|z| [95% Conf. Interval]
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disfg | -25.92631 8.174412 -3.17 0.002 -41.94786 -9.904756
train | 13.32241 3.783285 3.52 0.000 5.907311 20.73751
inv | -19.44882 6.428551 -3.03 0.002 -32.04855 -6.849093
deb | -6.913558 2.918927 -2.37 0.018 -12.63455 -1.192566
tax1 | 25.02664 38.61433 0.65 0.517 -50.65605 100.7093
finance | 10.94078 7.599792 1.44 0.150 -3.954536 25.8361
_cons | 22.84247 2.835489 8.06 0.000 17.28501 28.39993
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使用命令mfx,eyex进行弹性系数转换后disfg的系数变成正的了
. mfx,eyex
Elasticities after xtreg
y = Linear prediction (predict)
= 19.389287
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variable | ey/ex Std. Err. z P>|z| [ 95% C.I. ] X
---------+--------------------------------------------------------------------
disfg | .0203571 .00673 3.03 0.002 .00717 .033544 -.015224
train | .0817585 .02457 3.33 0.001 .033608 .129909 .11899
inv | -.2265132 .07796 -2.91 0.004 -.379312 -.073714 .22582
deb | -.1914686 .08302 -2.31 0.021 -.354178 -.028759 .53698
tax1 | .0340502 .05263 0.65 0.518 -.069112 .137212 .02638
finance | .1037186 .07275 1.43 0.154 -.038859 .246296 .18381
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