xtreg c fity g y1986 y1987 y1988 y1989 y1990 y1991 y1992 y1993 y1994 y1995 y1996 y1997 y1998 y1999
> y2000 y2001 y2002 y2003 y2004 y2005 y2006 y2007
note: y2007 dropped because of collinearity
Random-effects GLS regression Number of obs = 660
Group variable: id Number of groups = 30
R-sq: within = 0.6012 Obs per group: min = 22
between = 0.2175 avg = 22.0
overall = 0.5926 max = 22
Random effects u_i ~ Gaussian Wald chi2(23) = 925.28
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
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c | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
fity | 4.47208 .4132591 10.82 0.000 3.662107 5.282052
g | .8550047 .6428094 1.33 0.183 -.4048787 2.114888
y1986 | -.0030056 .0108034 -0.28 0.781 -.0241799 .0181687
y1987 | -.0389374 .0098669 -3.95 0.000 -.0582762 -.0195987
y1988 | -.0247038 .0099723 -2.48 0.013 -.0442493 -.0051584
y1989 | -.1295306 .0098916 -13.10 0.000 -.1489177 -.1101434
y1990 | -.022869 .0101287 -2.26 0.024 -.0427208 -.0030171
y1991 | .0136932 .009966 1.37 0.169 -.0058399 .0332263
y1992 | -.0218601 .0103826 -2.11 0.035 -.0422096 -.0015107
y1993 | -.0134797 .0104146 -1.29 0.196 -.033892 .0069326
y1994 | -.0103391 .0104546 -0.99 0.323 -.0308298 .0101516
y1995 | -.0167593 .0100312 -1.67 0.095 -.0364201 .0029015
y1996 | -.0512704 .0099548 -5.15 0.000 -.0707814 -.0317594
y1997 | -.0210796 .0099091 -2.13 0.033 -.0405011 -.0016582
y1998 | -.0378087 .0091445 -4.13 0.000 -.0557316 -.0198858
y1999 | -.012302 .0090786 -1.36 0.175 -.0300957 .0054917
y2000 | -.0060758 .0090798 -0.67 0.503 -.0238718 .0117202
y2001 | -.0248496 .0090575 -2.74 0.006 -.0426019 -.0070973
y2002 | .0239398 .0090894 2.63 0.008 .006125 .0417547
y2003 | -.0149592 .0090658 -1.65 0.099 -.0327278 .0028093
y2004 | -.0097989 .0091213 -1.07 0.283 -.0276762 .0080784
y2005 | -.0003274 .0090579 -0.04 0.971 -.0180806 .0174257
y2006 | -.0073018 .0090525 -0.81 0.420 -.0250444 .0104407
_cons | .0478089 .007383 6.48 0.000 .0333386 .0622793
-------------+----------------------------------------------------------------
sigma_u | 0
sigma_e | .03524648
rho | 0 (fraction of variance due to u_i)
------------------------------------------------------------------------------
. xtcsd,pesaran
Pesaran's test of cross sectional independence = -3.029, Pr = 1.9975
. 先谢了
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