高维面板回归怎么判断是否存在内生性,通过什么系数?
Fixed-effects (within) regression Number of obs = 4456471
Group variable: year Number of groups = 8
R-sq: within = 0.0051 Obs per group: min = 179485
between = 0.5489 avg = 557058.9
overall = 0.0049 max = 972313
F(3,4456460) = 7623.83
corr(u_i, Xb) = -0.1618 Prob > F = 0.0000
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q | Coef. Std. Err. t P>|t| [95% Conf. Interval]
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lemployee | .3382011 .0055584 60.85 0.000 .3273068 .3490953
lwage_f_average | .0420822 .000328 128.29 0.000 .0414393 .0427251
tfp_sysgmm_cor | .2236368 .0061133 36.58 0.000 .211655 .2356186
_cons | -2.934998 .0346597 -84.68 0.000 -3.00293 -2.867066
---------------+----------------------------------------------------------------
sigma_u | .2076658
sigma_e | 14.385676
rho | .00020834 (fraction of variance due to u_i)
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F test that all u_i=0: F(7, 4456460) = 109.51 Prob > F = 0.0000