Random-effects GLS regression Number of obs = 108
Group variable: company Number of groups = 54
R-sq: within = 0.9762 Obs per group: min = 2
between = 0.8600 avg = 2.0
overall = 0.8981 max = 2
Wald chi2(6) = 2143.10
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
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ROI | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
RD | -2.789606 .2012565 -13.86 0.000 -3.184061 -2.39515
L1 | .0897834 .0714895 1.26 0.209 -.0503334 .2299001
L2 | 1.098373 .2429715 4.52 0.000 .622158 1.574589
L3 | .3190598 .3989966 0.80 0.424 -.4629592 1.101079
SIZE | .06878 .0381414 1.80 0.071 -.0059758 .1435357
DAR | -.3223889 .1520508 -2.12 0.034 -.620403 -.0243748
_cons | -1.001155 .6989168 -1.43 0.152 -2.371007 .3686969
-------------+----------------------------------------------------------------
sigma_u | .23775295
sigma_e | .1176188
rho | .80338183 (fraction of variance due to u_i)
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因为是新手菜鸟级,刚刚接触STATA,按照相应的教程操作了一下回归分析,但是对于结果不知如何让分析,请大家帮帮忙,万分感谢!!!