Random-effects GLS regression Number of obs = 100
Group variable: id Number of groups = 25
R-sq: within = 0.0002 Obs per group: min = 4
between = 0.0576 avg = 4.0
overall = 0.0125 max = 4
Wald chi2(2) = 1.16
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.5605
------------------------------------------------------------------------------
tfp | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
sub | -.0013051 .0025774 -0.51 0.613 -.0063568 .0037466
tax | .0041594 .003935 1.06 0.290 -.003553 .0118717
_cons | .0177042 .0196934 0.90 0.369 -.0208941 .0563025
-------------+----------------------------------------------------------------
sigma_u | .00495685
sigma_e | .03797968
rho | .01674842 (fraction of variance due to u_i)
------------------------------------------------------------------------------
第一次学做STATA面板
数据分析,想研究财政和税收对全要素生产率的影响,做出来结果如上。R-SQ值不大,是不是模拟度不高?这个标准要达到多少才好?另外里面的P>|z| 值也很大,是不是不显著的意思?那么我做的这个模型结果还有分析意义吗?请高手指教!!