Z检验是先建一个虚无假设,假设要对照的两组没有差异,然后算出Z值或者P值进行比较,在这里我就想问一下假如Z绝对值很大或者P很小是说明两组有差异是吧?这样就不能用样本值来估计总体值了是吗?那用stata做did模型它的假设是什么这个我根本不知道啊,而且
Bootstrap replications (50)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
.................................................. 50
Number of observations in the DIFF-IN-DIFF: 149
Baseline Follow-up
Control: 30 32 62
Treated: 40 47 87
70 79
R-square: 0.3729
Covariates and coefficients:
-------------------------------------------------------------------
Variable(s) | Coeff. | Std. Err. | z | P>|z|
---------------------+------------+-----------+---------+----------
edu | 108.148 | 88.063 | 1.228 | 0.219
still | -64.789 | 106.711 | -0.607 | 0.544
sj | 236.528 | 87.444 | 2.705 | 0.007
exp | -32.823 | 89.292 | -0.368 | 0.713
skill | 0.000 | 0.000 | . | .
jz | -45.847 | 98.981 | -0.463 | 0.643
trans | -106.108 | 148.740 | -0.713 | 0.476
cq | -300.117 | 98.356 | -3.051 | 0.002
zq | -154.886 | 109.394 | -1.416 | 0.157
trlx | -53.843 | 98.115 | -0.549 | 0.583
ggcd | -218.584 | 189.562 | -1.153 | 0.249
dks | 99.752 | 104.274 | 0.957 | 0.339
rz | -236.168 | 82.755 | -2.854 | 0.004
-------------------------------------------------------------------
Bootstrapped Standard Errors
DIFFERENCE IN DIFFERENCES ESTIMATION
--------------------- ------------ BASE LINE --------- ----------- FOLLOW UP ---------- --------------
Outcome Variable | Control | Treated | Diff(BL) | Control | Treated | Diff(FU) | DIFF-IN-DIFF
---------------------+---------+-----------+----------+---------+-----------+----------+--------------
income | 1606.662| 1796.310 | 189.648 | 2315.659| 1918.563 | -397.095 | -586.743
Std. Error | 240.141 | 249.115 | 93.614 | 236.895 | 256.400 | 117.514 | 157.055
z | 6.69 | 7.21 | 2.03 | 9.78 | 7.48 | -3.38 | -3.74
P>|z| | 0.000 | 0.000 | 0.043** | 0.000 | 0.000 | 0.001*** | 0.000***
------------------------------------------------------------------------------------------------------
* Means and Standard Errors are estimated by linear regression
**Inference: *** p<0.01; ** p<0.05; * p<0.1
.
我这里的协变量的Z检验值都挺小的,而对于控制组和实验组的基线和政策后的系数的Z检验值却是很大的,这是不是说明我要么协变量的系数要么方程的系数不能代表总体?