求助大神帮忙解答,面板数据做完随机效应回归后出现如图(或如下文)所示回归结果,其中sigma_u=0该如何解释~~~大谢~!
Random-effects GLS regression Number of obs = 674
Group variable: city1 Number of groups = 71
R-sq: within = 0.0359 Obs per group: min = 1
between = 0.0414 avg = 9.5
overall = 0.0380 max = 16
Random effects u_i ~ Gaussian Wald chi2(4) = 26.45
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
inv | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
urr | .329305 .1001623 3.29 0.001 .1329905 .5256195
rg | .663789 .3019921 2.20 0.028 .0718955 1.255683
fs | -.2618972 .0822865 -3.18 0.001 -.4231758 -.1006186
gddp | -.0357527 .037161 -0.96 0.336 -.1085869 .0370816
_cons | 3.98568 .7040649 5.66 0.000 2.605739 5.365622
-------------+----------------------------------------------------------------
sigma_u | 0
sigma_e | .82627416
rho | 0 (fraction of variance due to u_i)
------------------------------------------------------------------------------


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