人大经济论坛 › 论坛 › 计量经济学与统计论坛五区 › 计量经济学与统计软件 › Stata专版 › 系统GMM回归outreg2结果输出时，如何在最下方加入AR1 AR ...

12 3 下一页

发帖

楼主: SYSU-LJY

19507 20

[一般统计问题] 系统GMM回归outreg2结果输出时，如何在最下方加入AR1 AR2 SARGAN的值 [推广有奖]

0关注
0粉丝

已卖：1份资源

硕士生

32%

还不是VIP/贵宾

威望: 0 级
论坛币: 455 个
通用积分: 3.7257
学术水平: 0 点
热心指数: 2 点
信用等级: 0 点
经验: 1953 点
帖子: 22
精华: 0
在线时间: 252 小时
注册时间: 2013-5-30
最后登录: 2025-3-9

楼主

SYSU-LJY 发表于 2019-3-20 17:22:54 |AI写论文

10论坛币

系统GMM回归outreg2结果输出时，如何在最下方加入AR1 AR2 SARGAN的值

最佳答案

dujt11972900 查看完整内容

ereturn list*查看ar1,ar2,hansen,sargen对应的统计量 outreg2 [gmm01] /// using "k020.doc", /// word stats(coef tstat) replace bdec(4) tdec(2) /// addstat(sargan , e(sargan),hansen,e(hansen),ar1,e(ar1),ar2,e(ar2))

分享0 收藏22 回帖

关键词：outreg Sargan 系统GMM 结果输出 REG Stata Stata下载区 Stata专版求助stata

相关帖子

沙发

dujt11972900

发表于 2019-3-20 17:22:55

ereturn list*查看ar1,ar2,hansen,sargen对应的统计量
outreg2 [gmm01] ///
using "k020.doc", ///
word stats(coef tstat) replace bdec(4) tdec(2) ///
addstat(sargan , e(sargan),hansen,e(hansen),ar1,e(ar1),ar2,e(ar2))

已有 1 人评分	论坛币	学术水平	热心指数	收起理由
admin_kefu	+ 20	+ 2	+ 2	热心帮助其他会员

总评分: 论坛币 + 20 学术水平 + 2 热心指数 + 2 查看全部评分

藤椅

黃河泉

发表于 2019-3-21 07:26:16

请 help outreg2！

板凳

admin_kefu 发表于 2019-3-22 14:50:09

您好，如果您的求助没有解决，请到项目交易发布需求，会有更快更专业的用户帮助您 https://bbs.pinggu.org/prj/

报纸

admin_kefu 发表于 2019-3-22 14:50:12

您好，如果您的求助没有解决，请到项目交易发布需求，会有更快更专业的用户帮助您 https://bbs.pinggu.org/prj/

地板

啦啦啦啦啦hh

发表于 2019-3-22 15:55:54

黃河泉发表于 2019-3-21 07:26
请 help outreg2！

黄老师，向请教一下，AR（2）通不过检验怎么办？  结果如下
Dynamic panel-data estimation, two-step system GMM
------------------------------------------------------------------------------
Group variable: city1                         Number of obs    =    550
Time variable : year                         Number of groups =    110
Number of instruments = 35                   Obs per group: min =       5
Wald chi2(6)  = 468.20                                     avg =    5.00
Prob > chi2 =    0.000                                     max =       5
------------------------------------------------------------------------------
         |             Corrected
         Y |    Coef. Std. Err.    z P>|z|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
         Y |
      L1. |  -1.214392 .6767344 -1.79 0.073 -2.540767 .1119832
         |
   LYLeh | 2.052827 .660025    3.11 0.002    .7592015 3.346452
      Leh | .6847425 .3127847    2.19 0.029    .0716958 1.297789
   ZDisGRP | .2298734 .1138499    2.02 0.043    .0067318 .4530151
   ZDisFCU | -.022533 .0765816 -0.29 0.769 -.1726302 .1275642
      ZGOV | .0001547 .0456039    0.00 0.997 -.0892272 .0895367
   _cons |  -.6338766 .2343387 -2.70 0.007 -1.093172 -.1745812
------------------------------------------------------------------------------
Instruments for first differences equation
  Standard
D.(ZDisGRP ZDisFCU ZGOV)
  GMM-type (missing=0, separate instruments for each period unless collapsed)
L2.LYLeh
L(1/2).Leh
L(1/2).Y
Instruments for levels equation
  Standard
ZDisGRP ZDisFCU ZGOV
_cons
  GMM-type (missing=0, separate instruments for each period unless collapsed)
DL.LYLeh
D.Leh
D.Y
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z =  -2.05  Pr > z =  0.040
Arellano-Bond test for AR(2) in first differences: z = 1.70  Pr > z =  0.089
------------------------------------------------------------------------------
Sargan test of overid. restrictions: chi2(28) = 434.12  Prob > chi2 =  0.000
  (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(28) =  35.72  Prob > chi2 =  0.150
  (Robust, but weakened by many instruments.)

Difference-in-Hansen tests of exogeneity of instrument subsets:
  GMM instruments for levels
Hansen test excluding group:    chi2(16) =  23.36  Prob > chi2 =  0.105
Difference (null H = exogenous): chi2(12) =  12.36  Prob > chi2 =  0.417
  gmm(Y, lag(1 2))
Hansen test excluding group:    chi2(15) =  20.34  Prob > chi2 =  0.159
Difference (null H = exogenous): chi2(13) =  15.38  Prob > chi2 =  0.284
  gmm(Leh, lag(1 2))
Hansen test excluding group:    chi2(16) =  26.17  Prob > chi2 =  0.052
Difference (null H = exogenous): chi2(12) = 9.55  Prob > chi2 =  0.656
  gmm(LYLeh, lag(2 2))
Hansen test excluding group:    chi2(22) =  31.70  Prob > chi2 =  0.083
Difference (null H = exogenous): chi2(6) = 4.02  Prob > chi2 =  0.675
  iv(ZDisGRP ZDisFCU ZGOV)
Hansen test excluding group:    chi2(25) =  34.07  Prob > chi2 =  0.106
Difference (null H = exogenous): chi2(3) = 1.65  Prob > chi2 =  0.649

.

.