利用省际面板数据做了个体固定效应回归,但是不知道如何解释回归结果?另外,为什么第一个省份的数据被省略掉了呢?
回归结果如下,望高人指点!!
xtreg lnpcdi mictax mictaxlnpergdp lngsize secthipro secthiprolnpergdp lnfai urlabor lnpergdp
> i.id
Random-effects GLS regression Number of obs = 372
Group variable: id Number of groups = 31
R-sq: within = 0.9833 Obs per group: min = 12
between = 1.0000 avg = 12.0
overall = 0.9901 max = 12
Wald chi2(38) = 33449.02
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
-----------------------------------------------------------------------------------
lnpcdi | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------------------+----------------------------------------------------------------
mictax | -.0845809 .0151008 -5.60 0.000 -.114178 -.0549838
mictaxlnpergdp | .0095775 .0016581 5.78 0.000 .0063277 .0128274
lngsize | .1751951 .0200731 8.73 0.000 .1358525 .2145377
secthipro | -.0382071 .0054567 -7.00 0.000 -.048902 -.0275122
secthiprolnpergdp | .0037193 .000547 6.80 0.000 .0026472 .0047914
lnfai | .0983047 .0133925 7.34 0.000 .0720559 .1245534
urlabor | 1.65e-08 2.54e-09 6.50 0.000 1.15e-08 2.14e-08
lnpergdp | -.138684 .0444595 -3.12 0.002 -.225823 -.051545
|
id |
2 | .1235612 .0536018 2.31 0.021 .0185036 .2286189
3 | .2580817 .031279 8.25 0.000 .1967761 .3193873
4 | .165259 .0188679 8.76 0.000 .1282785 .2022394
5 | -.0582694 .0253131 -2.30 0.021 -.1078822 -.0086565
6 | .1460424 .0180495 8.09 0.000 .1106661 .1814187
7 | .1903824 .0187385 10.16 0.000 .1536555 .2271093
8 | .4340468 .0508089 8.54 0.000 .3344632 .5336303
9 | -.1071489 .0186031 -5.76 0.000 -.1436102 -.0706875
10 | -.1942462 .0196133 -9.90 0.000 -.2326875 -.1558049
11 | -.1125463 .0218118 -5.16 0.000 -.1552967 -.0697958
12 | -.0531311 .0185261 -2.87 0.004 -.0894416 -.0168207
13 | .0290839 .0174157 1.67 0.095 -.0050502 .0632179
14 | .0201831 .0252246 0.80 0.424 -.0292562 .0696223
15 | -.1217739 .023076 -5.28 0.000 -.1670021 -.0765457
16 | .0712014 .018075 3.94 0.000 .0357751 .1066276
17 | -.1882496 .0226057 -8.33 0.000 -.2325559 -.1439434
18 | -.0128251 .0284309 -0.45 0.652 -.0685486 .0428984
19 | .415377 .0433217 9.59 0.000 .3304681 .5002859
20 | .346 .0397837 8.70 0.000 .2680254 .4239747
21 | -.1709021 .0232671 -7.35 0.000 -.2165048 -.1252994
22 | .0695086 .0209165 3.32 0.001 .028513 .1105042
23 | .0250072 .0186525 1.34 0.180 -.0115511 .0615654
24 | .1060815 .0541417 1.96 0.050 -.0000343 .2121972
25 | -.1718988 .0184405 -9.32 0.000 -.2080415 -.135756
26 | .2250724 .054784 4.11 0.000 .1176978 .332447
27 | .7190281 .0581844 12.36 0.000 .6049887 .8330674
28 | .0064477 .0262161 0.25 0.806 -.044935 .0578304
29 | .143629 .0177969 8.07 0.000 .1087477 .1785104
30 | .2087878 .0294158 7.10 0.000 .1511338 .2664417
31 | .1980508 .0226834 8.73 0.000 .1535922 .2425094
|
_cons | 8.639845 .3988889 21.66 0.000 7.858037 9.421653
------------------+----------------------------------------------------------------
sigma_u | 0
sigma_e | .04013801
rho | 0 (fraction of variance due to u_i)
-----------------------------------------------------------------------------------



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