新手上路,请教大神,面板数据GLS不是很懂,看了很多帖子仍不得其解,结果中没有反映方程整体显著性的变量,想问问如何分析结果,不胜感激!
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: no autocorrelation
Estimated covariances = 163 Number of obs = 1343
Estimated autocorrelations = 0 Number of groups = 163
Estimated coefficients = 8 Obs per group: min = 1
avg = 8.239264
max = 10
Wald chi2(7) = 24819.49
Prob > chi2 = 0.0000
------------------------------------------------------------------------------
lgtv | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lgd | -.459715 .0331005 -13.89 0.000 -.5245909 -.3948392
lgy | .7967793 .0165745 48.07 0.000 .7642939 .8292647
lgftd | .3131509 .0502012 6.24 0.000 .2147583 .4115435
lgfdi | .2057431 .0158805 12.96 0.000 .1746179 .2368683
lgava | .4748195 .0197888 23.99 0.000 .4360341 .5136049
lgrlv | .1251169 .0195368 6.40 0.000 .0868255 .1634083
fta | 1.138019 .0677082 16.81 0.000 1.005313 1.270724
_cons | -27.33379 1.007971 -27.12 0.000 -29.30938 -25.3582
------------------------------------------------------------------------------
. ereturn list
scalars:
e(rank) = 8
e(rc) = 0
e(N) = 1343
e(N_g) = 163
e(N_t) = 10
e(g_min) = 1
e(g_avg) = 8.239263803680982
e(g_max) = 10
e(n_cf) = 8
e(n_cv) = 163
e(n_cr) = 0
e(df_pear) = 1172
e(N_miss) = 0
e(df) = 7
e(chi2) = 24819.48612708854
macros:
e(cmdline) : "xtgls lgtv lgd lgy lgftd lgfdi lgava lgrlv fta,p(h)"
e(cmd) : "xtgls"
e(predict) : "xtgls_p"
e(chi2type) : "Wald"
e(corr) : "no autocorrelation"
e(vt) : "heteroskedastic"
e(ivar) : "i"
e(depvar) : "lgtv"
e(rhotype) : "regress"
e(coefftype) : "generalized least squares"
e(title) : "Cross-sectional time-series FGLS regression"
e(properties) : "b V"
matrices:
e(b) : 1 x 8
e(V) : 8 x 8
e(Sigma) : 163 x 163
functions:
e(sample)