各位老师能指导一下吗,sar模型的式子应该是Y=α+βX+λWY+ε吧?那表里的结果哪些是α、β、λ呢,还有哪些指标是重要的需要注意呢?感谢各位老师!
xsmle y x, wmat(w1) model(sar) fe type(ind) nsim(500) nolog effects
Computing marginal effects standard errors using MC simulation...
SAR with spatial fixed-effects Number of obs = 837
Group variable: id Number of groups = 31
Time variable: year Panel length = 27
R-sq: within = 0.0281
between = 0.2200
overall = 0.0287
Mean of fixed-effects = -0.0045
Log-likelihood = 1673.3687
------------------------------------------------------------------------------
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Main |
x | -.020507 .0052089 -3.94 0.000 -.0307163 -.0102977
-------------+----------------------------------------------------------------
Spatial |
rho | .5535302 .0299428 18.49 0.000 .4948433 .612217
-------------+----------------------------------------------------------------
Variance |
sigma2_e | .0009866 .0000494 19.98 0.000 .0008899 .0010834
-------------+----------------------------------------------------------------
LR_Direct |
x | -.0223214 .0058465 -3.82 0.000 -.0337803 -.0108625
-------------+----------------------------------------------------------------
LR_Indirect |
x | -.0231655 .0064027 -3.62 0.000 -.0357147 -.0106164
-------------+----------------------------------------------------------------
LR_Total |
x | -.0454869 .012 -3.79 0.000 -.0690066 -.0219673


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