黃河泉 发表于 2017-4-20 07:09
这样我无从判断,请将所有相关资讯 post 出来 (包括指令与结果)。
散点图、偏相关系数为正,回归系数为负,问题不知道出在哪里!
一、基本情况和使用的命令
31个省份,7年数据,ie11表示某省的人均专利数量,exp1表示某省的出口强度(出口/GDP)
1、twoway (scatter exp1 ie11) (lfit exp1 ie11)
散点图显示exp1与ie11正相关
2、pwcorr exp1 ie11,sig
偏相关系数显示exp1与ie11正相关
3、xtreg exp1 ie11,fe r
个体固定效应模型显示exp1与ie11存在显著的负相关。
4、xtreg exp1 ie11 ,re r theta
个体随机效应显示exp1与ie11存在负相关,不显著。
散点图、偏相关系数为正,回归系数为负。又延长了年份,计算了1998-2015年的18年数据,仍然出现上述问题,不知道问题出在哪里
二、输出结果1.散点图结果
2.相关系数结果
. pwcorr exp1 ie11,sig
| exp1 ie11
-------------+------------------
exp1 | 1.0000
|
|
ie11 | 0.6753 1.0000
| 0.0000
|
3.个体固定效应结果
xtreg exp1 ie11,fe r
Fixed-effects (within) regression Number of obs = 217
Group variable: province0 Number of groups = 31
R-sq: within = 0.0596 Obs per group: min = 7
between = 0.5918 avg = 7.0
overall = 0.4560 max = 7
F(1,30) = 4.69
corr(u_i, Xb) = -0.7465 Prob > F = 0.0385
(Std. Err. adjusted for 31 clusters in province0)
------------------------------------------------------------------------------
| Robust
exp1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ie11 | -.0022946 .00106 -2.16 0.039 -.0044595 -.0001297
_cons | .1646952 .0071012 23.19 0.000 .1501926 .1791978
-------------+----------------------------------------------------------------
sigma_u | .17486246
sigma_e | .03339431
rho | .96481201 (fraction of variance due to u_i)
------------------------------------------------------------------------------
4.个体随机效应结果
. xtreg exp1 ie11 ,re r theta
Random-effects GLS regression Number of obs = 217
Group variable: province0 Number of groups = 31
R-sq: within = 0.0596 Obs per group: min = 7
between = 0.5918 avg = 7.0
overall = 0.4560 max = 7
Wald chi2(1) = 0.75
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.3850
theta = .87871523
(Std. Err. adjusted for 31 clusters in province0)
------------------------------------------------------------------------------
| Robust
exp1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ie11 | -.0009736 .0011209 -0.87 0.385 -.0031705 .0012232
_cons | .1558462 .0319518 4.88 0.000 .0932218 .2184705
-------------+----------------------------------------------------------------
sigma_u | .10329974
sigma_e | .03339431
rho | .9053811 (fraction of variance due to u_i)
------------------------------------------------------------------------------