面板随机效应FGLS和随机效应MLE为什么做出来结果不一样呀 [推广有奖]

4关注
0粉丝

已卖：21份资源

本科生

59%

还不是VIP/贵宾

-

0%

威望: 0 级
论坛币: 7 个
通用积分: 1.7929
学术水平: 0 点
热心指数: 0 点
信用等级: 0 点
经验: 1046 点
帖子: 46
精华: 0
在线时间: 156 小时
注册时间: 2014-11-12
最后登录: 2024-7-11

楼主

新春笑颜

发表于 2018-3-15 18:28:11 |AI写论文

是否 +2 论坛币

k人参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

stata入门新手，请教各位大神，为什么面板随机效应（FGLS）和随机效应（MLE）做出来结果不一样呀？
* Example generated by -dataex-. To install: ssc install dataex
clear
input float(inv1 inv10 lcash0 lsize0 lev0 ltobinq0 age ret)

  .0014807566 .0018455614 .1750784 26.098545    .       . 19       .
  .0010469134 .0014807568  .11567404 26.413626 .770997  1.042761 20 -.079738
  .0008934403 .0010469134  .13797241 26.6608 .783163 1.07702 21  .373709
.003132464 .0008934402 .0926209 26.894966  .77997 .968617 22 -.194315
.002755048 .003132464  .12345522 26.953747 .772046  1.073814 23  .827567
.003156228 .002755048  .08703826 27.138363 .777015  1.218685 24  .818117

.011941094    .0862895 .2447268  19.03164    .       . 19       .
-.0099846 .011941098  .29101515  19.09519 .294935  3.755691 20 -.328073
-.01391849 -.00998459  .29147378 19.077753 .232528  3.793341 21  .011125
.02344399 -.01391848  .23319855 19.305077 .403239 4.44338 22  .424205
.02739931    .02344399  .11807024  19.63939 .534754  4.399916 23  .336481
-.03891351    .02739931  .12922058 19.803654 .590402  10.25879 24 1.947977

.002887101 -.02189131  .01292474 20.954844    .       . 21       .
  -.015134471 .0028871004  .00993529  21.00067 .483142  2.540856 22  -.23057
  -.011612904 -.015134471  .03825027  20.89609 .474831  2.397875 23 -.158249
.016965954 -.011612904  .04090671  21.03564 .509964 3.25297 24    .64
  -.009056162 .016965954  .07429013 21.508997  .44704  5.291009 25 1.448781

.002507391 -.00035020945 .194267 22.871336    .       . 18       .
-.0002408334 .002507391  .08081198 22.842165 .652855  1.140111 19 -.228947
-.00005684294  -.0002408333  .19600503  22.95794 .620165  1.301313 20  .580172
-.0020019766 -.00005684296  .20576006  23.02266 .579972  1.247645 21  .069082
-.00006639031  -.0020019766  .11593526 23.187393  .64142  1.451196 22  .477997
-.00004121329 -.00006639032  .14001669 23.265144 .646151  1.869313 23  .645012

  -.012429331 -.01888464 .0225036 19.621914    .       . 18       .
  -.005449495 -.012429337 .2908336 19.7083  .19342  4.386821 19 -.230409
  -.004002277 -.005449492  .28600025  20.48714 .624158 4.85634 20 1.199088
  -.008169936  -.0040022735 .3432605 20.303974 .462754  5.338406 21 -.040774
  -.008505885 -.008169935 .1097344  20.33896 .474294  5.426518 22  .051873
  -.006037181 -.008505881 .4557218 19.990055 .223847 11.662382 23  .629452

-.0025056435 .0004449197  .55749726  18.17135    .       . 18       .
1.0570182 -.002505643 .4569399 18.162384 .043705  6.690333 19 -.417711
-.0469357    1.0570182  .17624085  20.23523 .118931  2.772473 20  .539455
-.04576603 -.04693571  .23363627  20.25586 .100605  4.461124 21  .677539
.08554187 -.04576604 .2710405 20.328783 .112276 10.062248 22 1.454444
-.0223285    .08554187 .1254395  22.00124 .189809  8.097392 23 1.319737

.026288327  -.0026405035 .1638606  23.02831    .       . 19       .
.05195969 .026288327  .10136317  23.19015 .650402  1.659188 20 -.349385
.03827203    .05195968 .1614716  23.30131 .643669  1.372419 21 -.192661
.02107707    .03827202  .11828848 23.334204 .628798 1.49964 22  .238129
.03421276    .02107707  .13504441 23.412846 .628934  1.952679 23 .64885
.04697056 .034212764 .2121437  23.61995 .638202 2.21678 24  .389233

  -.015875263 .031410288  .04255226 19.288864    .       . 16       .
.01913737 -.015875258  .06047177  19.29523 .602239 12.067866 17  .278196
  -.002012781 .019137366 .4493961 20.750677 .358152  4.746691 18  .640641
.009015699 -.00201278 .4829976  20.50538 .314128  5.725241 19 -.035202
  .0003353978 .009015699  .24428946  22.36704  .57818  2.178389 20  .364865

  -.006120176 -.001810486 .1834422 21.792545    .       . 18       .
.007496038 -.006120175  .13252206  21.97592 .676791  1.663156 19 -.096632
  -.002742912 .007496037  .20191944  22.09716 .619304  1.654861 20  .165316
-.00474033  -.0027429124  .25228715  22.07736 .534334  1.689629 21  .086231
  .0035598916 -.004740332 .2083192  22.07995 .465632  1.913779 22  .327072
-.0034710534 .0035598916  .21593402  22.20026 .520347  2.378598 23  .471215

   .1484883    .07863884  .06315199  23.24656    .       . 18       .
.01512927    .14848833  .04294368 23.4499 .521906  1.510878 19 -.531162
-.04126903 .015129253  .03309344 23.386026 .493004  1.477499 20 -.071412
.06998449 -.04126902 .018547317  23.43656 .442868  1.399245 21 -.000352
  -.022677934 .069984466  .01046114 23.439074 .436584  1.436255 22  .137579
.09038045 -.02267794  .03736923 23.463434 .506192 1.93335 23 .5528

-.0011208672  -.0011696285 .184528 21.186846    .       . 18       .
-.0009565848  -.0011208666  .12717277 21.309557 .663812 1.21372 19 -.464531
  .0007641226  -.0009565846  .13933049  21.42661 .686526  1.533078 20  .735233
-.0027121624 .000764123  .11294046  21.36128 .649425  1.742824 21  .213338
-.0006529265 -.002712163  .09815758  21.52828 .676601  1.921063 22  .347308
-.0004007375  -.0006529263  .04854866  21.49823 .643892  2.763618 23  .653885

.010858253    .01658701  .22860466  23.52462    .       . 18       .
  .0081418445    .01085825  .15981427  23.55096 .749408 .932466 19 -.334666
.005523023 .008141846 .1043866  23.53043 .743593 .941377 20 .00295
-.00166573    .00552302 .117113  23.47968 .728132 .979778 21  .225301
  .0021284583  -.0016657333  .10150184 23.543415 .743884  1.092188 22  .555663
  -.008407344    .00212846  .11974757  23.38005 .784184  1.743484 23 1.308026

-.05219455 -.02109889  .12852505  18.74391    .       . 18       .
end
我的命令是：
xtreg inv1 inv10 lcash0 lsize0 lev0 ltobinq0 age ret in 1/200,re r theta //(随机效应FGLS)
est store re
xttest0
还有
xtreg inv1 inv10 lcash0 lsize0 lev0 ltobinq0 age ret, mle nolog //(随机效应FGLS)
est store mle