. . reg sale salearea cost completedarea disposableincome
Source | SS df MS Number of obs = 217
-------------+------------------------------ F( 4, 212) = 46.76
Model | 1.1181e+09 4 279529285 Prob > F = 0.0000
Residual | 1.2673e+09 212 5977626.89 R-squared = 0.4687
-------------+------------------------------ Adj R-squared = 0.4587
Total | 2.3854e+09 216 11043398.3 Root MSE = 2444.9
------------------------------------------------------------------------------
sale | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
salearea | -.8847516 .2102847 -4.21 0.000 -1.299268 -.4702348
cost | 2.953988 .2571913 11.49 0.000 2.447008 3.460967
completeda~a | 1.062257 .258802 4.10 0.000 .5521024 1.572412
disposable~e | -134.8857 79.48688 -1.70 0.091 -291.5716 21.80024
_cons | 12693.41 8402.7 1.51 0.132 -3870.131 29256.96
. reg sale salearea cost completedarea disposableincome,vce(cluster region)
Linear regression Number of obs = 217
F( 4, 30) = 17.17
Prob > F = 0.0000
R-squared = 0.4687
Root MSE = 2444.9
(Std. Err. adjusted for 31 clusters in region)
------------------------------------------------------------------------------
| Robust
sale | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
salearea | -.8847516 .5348454 -1.65 0.109 -1.977051 .2075484
cost | 2.953988 .5289289 5.58 0.000 1.873771 4.034205
completeda~a | 1.062257 .6262325 1.70 0.100 -.21668 2.341195
disposable~e | -134.8857 89.80469 -1.50 0.144 -318.2913 48.51998
_cons | 12693.41 9769.352 1.30 0.204 -7258.265 32645.09
这个表中可以看到显著性和之前的表比较,发生了什么变化??
. xtreg sale salearea cost completedarea disposableincome,fe vce(cluster region
> )
Fixed-effects (within) regression Number of obs = 217
Group variable: region Number of groups = 31
R-sq: within = 0.2185 Obs per group: min = 7
between = 0.3860 avg = 7.0
overall = 0.3160 max = 7
F(4,30) = 73.80
corr(u_i, Xb) = 0.2670 Prob > F = 0.0000
(Std. Err. adjusted for 31 clusters in region)
------------------------------------------------------------------------------
| Robust
sale | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
salearea | .1510741 .0858401 1.76 0.089 -.0242349 .326383
cost | 1.406949 .8849618 1.59 0.122 -.4003839 3.214282
completeda~a | .1210244 .3135872 0.39 0.702 -.5194062 .761455
disposable~e | -40.69597 70.07722 -0.58 0.566 -183.8128 102.4208
_cons | 5409.267 8261.398 0.65 0.518 -11462.76 22281.29
-------------+----------------------------------------------------------------
sigma_u | 2422.8839
sigma_e | 1635.4451
rho | .68699052 (fraction of variance due to u_i)
------------------------------------------------------------------------------
这个里面的内组R 和 组间R 以及 总体R 都不大,
. . xtreg sale salearea cost completedarea disposableincome,fe
Fixed-effects (within) regression Number of obs = 217
Group variable: region Number of groups = 31
R-sq: within = 0.2185 Obs per group: min = 7
between = 0.3860 avg = 7.0
overall = 0.3160 max = 7
F(4,182) = 12.72
corr(u_i, Xb) = 0.2670 Prob > F = 0.0000
------------------------------------------------------------------------------
sale | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
salearea | .1510741 .207356 0.73 0.467 -.2580567 .5602048
cost | 1.406949 .3060127 4.60 0.000 .8031603 2.010738
completeda~a | .1210244 .2872387 0.42 0.674 -.4457217 .6877706
disposable~e | -40.69597 55.13925 -0.74 0.461 -149.4903 68.09841
_cons | 5409.267 5875.304 0.92 0.358 -6183.202 17001.74
-------------+----------------------------------------------------------------
sigma_u | 2422.8839
sigma_e | 1635.4451
rho | .68699052 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(30, 182) = 9.73 Prob > F = 0.0000
从最后这个表可以推断出是不是选用固定效用模型吧?应该怎么看??