[面板数据求助] 系统GMM 样本容量210 但是计量结果显示number of obs=27 这是为什么？ [推广有奖]

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crystal-860521 发表于 2014-7-9 11:06:06 |AI写论文

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如题困扰好久了我用三个省份十年数据七个变量一共210个数据但是做出来的结果只显示number of obs=27 这是为什么？高手帮忙解答一下，谢谢！！！

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关键词：Number 系统GMM 结果显示样本容量 NUM number 样本

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沙发

crystal-860521 发表于 2014-7-9 11:06:56

用xtabond2做的
xi: xtabond2 fisicalratio L.fisicalratio landincome fd indstructure2 indstructure3 pgdp popdensity, gmm(L.fisicalratio landincome pgdp) iv(fd indstructure2 indstructure3 popdensity) small

藤椅

crystal-860521 发表于 2014-7-9 11:07:28

crystal-860521 发表于 2014-7-9 11:06
用xtabond2做的
xi: xtabond2 fisicalratio L.fisicalratio landincome fd indstructure2 indstructure3 ...

这是我的命令请问哪有问题吗？

板凳

crystal-860521 发表于 2014-7-9 11:08:45

------------------------------------------------------------------------------
Group variable: province                      Number of obs    =       27
Time variable : year                         Number of groups =       3
Number of instruments = 27                   Obs per group: min =       9
F(6, 20)    =    5.23                                     avg =    9.00
Prob > F    =    0.002                                     max =       9
-------------------------------------------------------------------------------
fisicalratio |    Coef. Std. Err.    t P>|t|    [95% Conf. Interval]
--------------+----------------------------------------------------------------
fisicalratio |
      L1. | .3828512 .1975959    1.94 0.067 -.0293267 .7950291
            |
         fd | .0044428 .1274996    0.03 0.973 -.2615167 .2704024
indstructure2 |  -.2554415 .1721014 -1.48 0.153 -.6144386 .1035556
indstructure3 |  -.0588611 .0644375 -0.91 0.372 -.1932754 .0755531
      pgdp | 1.98e-07 6.88e-07    0.29 0.776 -1.24e-06 1.63e-06
popdensity | .0000161 .0000155    1.04 0.313 -.0000163 .0000485
      _cons | .6259339 .1990617    3.14 0.005    .2106985 1.041169
-------------------------------------------------------------------------------
Instruments for first differences equation
  Standard
D.(fd indstructure2 indstructure3 popdensity)
  GMM-type (missing=0, separate instruments for each period unless collapsed)
L(1/9).(L.fisicalratio landincome pgdp)
Instruments for levels equation
  Standard
fd indstructure2 indstructure3 popdensity
_cons
  GMM-type (missing=0, separate instruments for each period unless collapsed)
D.(L.fisicalratio landincome pgdp)
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z =    .  Pr > z =    .
Arellano-Bond test for AR(2) in first differences: z =  -1.29  Pr > z =  0.196
------------------------------------------------------------------------------
Sargan test of overid. restrictions: chi2(20) =  33.07  Prob > chi2 =  0.033
  (Not robust, but not weakened by many instruments.)

Difference-in-Sargan tests of exogeneity of instrument subsets:
  GMM instruments for levels
Sargan test excluding group:    chi2(15) =  33.07  Prob > chi2 =  0.005
Difference (null H = exogenous): chi2(5) = 0.00  Prob > chi2 =  1.000