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雷达卡
接触stata不是很长时间，在论坛中学到很多东西，现在尝试用panel，但是在检验截面的相关性是使用xttest2时却返回_00002 not found的错误，我上网查了很久没有查到，看了help文档也没有结论，只能求助于坛子里的各位大哥大姐了，希望能帮我解决一下这个问题！谢谢！
xtreg Lnwage1 roe Lag_iishare CrossRI CrossPR CrossPRI Lnassets debt soe h5 indepr big1 y02 y03 y04 y05 y06 y07 ind1 ind2 ind3 ind4 ind5 ind6 ind7 ind8 ind9 ind10 ind11,fe
Fixed-effects (within) regression Number of obs = 7719
Group variable: code Number of groups = 1562
R-sq: within = 0.0400 Obs per group: min = 1
between = 0.1071 avg = 4.9
overall = 0.0768 max = 6
F(16,6141) = 15.98
corr(u_i, Xb) = 0.1026 Prob > F = 0.0000
Lnwage1 Coef. Std. Err. t P>t [95% Conf. Interval]
roe .0013293 .0005525 2.41 0.016 .0002461 .0024125
Lag_iishare .0043647 .0017458 2.50 0.012 .0009423 .0077871
CrossRI .0000205 .0001328 0.15 0.877 -.0002399 .0002808
CrossPR -.0009345 .000559 -1.67 0.095 -.0020304 .0001614
CrossPRI -.0000293 .000121 -0.24 0.809 -.0002664 .0002079
Lnassets .1669076 .048835 3.42 0.001 .0711739 .2626412
debt -.0027269 .0015682 -1.74 0.082 -.005801 .0003473
soe -.1419528 .0705542 -2.01 0.044 -.2802638 -.0036419
h5 -1.75e-08 8.02e-08 -0.22 0.827 -1.75e-07 1.40e-07
indepr .8314397 .2641586 3.15 0.002 .3135963 1.349283
big1 .0000131 .0000258 0.51 0.611 -.0000374 .0000637
y02 (dropped)
y03 -.202727 .052299 -3.88 0.000 -.3052514 -.1002025
y04 -.0614796 .0480225 -1.28 0.201 -.1556206 .0326614
y05 -.4063135 .0477912 -8.50 0.000 -.500001 -.3126259
y06 -.1831207 .0439878 -4.16 0.000 -.2693522 -.0968893
y07 -.3822201 .0413777 -9.24 0.000 -.4633349 -.3011053
ind1 (dropped)
ind2 (dropped)
ind3 (dropped)
ind4 (dropped)
ind5 (dropped)
ind6 (dropped)
ind7 (dropped)
ind8 (dropped)
ind9 (dropped)
ind10 (dropped)
ind11 (dropped)
_cons 9.441747 1.035607 9.12 0.000 7.411594 11.4719
sigma_u .88304348
sigma_e 1.061402
rho .40903814 (fraction of variance due to u_i)
F test that all u_i=0: F(1561, 6141) = 2.52 Prob > F = 0.0000
xttest2
__000002 not found
r(111);
谢谢各位了！！！！
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