最近在做毕业论文,其中一个模型是检验资产证券化对美国银行市场的影响,样本是过去十年美国银行的季度数据,因变量是是否资产证券化,证券化1 不证券化0,如果使用xtlogit啊?我的结果如下:
. xtlogit rconprob rconlnta rconloanratio deltarconcap rcon7205totalriskbasedcapitalrat
Fitting comparison model:
Iteration 0: log likelihood = -14774.255
Iteration 1: log likelihood = -12491.77
Iteration 2: log likelihood = -12056.747
Iteration 3: log likelihood = -12017.744
Iteration 4: log likelihood = -12016.607
Iteration 5: log likelihood = -12014.766
Iteration 6: log likelihood = -12012.758
Iteration 7: log likelihood = -12012.183
Iteration 8: log likelihood = -12012.117
Iteration 9: log likelihood = -12012.097
Iteration 10: log likelihood = -12012.092
Iteration 11: log likelihood = -12012.091
Iteration 12: log likelihood = -12012.091
Fitting full model:
tau = 0.0 log likelihood = -12012.091
tau = 0.1 log likelihood = -10512.407
tau = 0.2 log likelihood = -9392.3869
tau = 0.3 log likelihood = -8517.2918
tau = 0.4 log likelihood = -7852.9822
tau = 0.5 log likelihood = -7394.2665
tau = 0.6 log likelihood = -7126.719
tau = 0.7 log likelihood = -7010.9586
tau = 0.8 log likelihood = -7096.3569
Iteration 0: log likelihood = -7005.4819
stata运算到这里就不动了........这些都是什么含义啊?
再问一个小问题
设完面板数据之后,运行xtdes命令,结果如下:
. xtdes
_TS_p_delta_getnumb(): 3499 strtoreal() not found
_TS_p_delta_increment(): - function returned error
_TS_p_delta(): - function returned error
<istmt>: - function returned error
r(3499);
是啥意思啊?
先谢谢大家了.......