黃河泉 发表于 2018-11-5 07:55
请 show 出来你回归之结果!
这是我的回归结果
Random-effects GLS regression Number of obs = 919
Group variable: id Number of groups = 92
R-sq: Obs per group:
within = 0.1541 min = 9
between = 0.6429 avg = 10.0
overall = 0.3921 max = 10
Wald chi2(5) = 306.98
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
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inv | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
cre | -1.451985 1.765307 -0.82 0.411 -4.911924 2.007953
cre2 | .0874676 .0864019 1.01 0.311 -.0818771 .2568123
ee | -.5967479 1.44157 -0.41 0.679 -3.422173 2.228677
es | 1.356633 .0849284 15.97 0.000 1.190177 1.52309
te | -.7951702 .3414674 -2.33 0.020 -1.464434 -.1259065
_cons | 5.52376 6.673589 0.83 0.408 -7.556234 18.60375
-------------+----------------------------------------------------------------
sigma_u | .87904162
sigma_e | 1.6598059
rho | .21904379 (fraction of variance due to u_i)
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这是U型检查结果
Specification: f(x)=x^2
Extreme point: 8.300134
Test:
H1: U shape
vs. H0: Monotone or Inverse U shape
-------------------------------------------------
| Lower bound Upper bound
-----------------+-------------------------------
Interval | 8.134761 10.92774
Slope | -.0289296 .4596599
t-value | -.0731078 2.019813
P>|t| | .4708681 .0218463
-------------------------------------------------
Overall test of presence of a U shape:
t-value = 0.07
P>|t| = .471