xtgls lnfdi lngdp lnroad lnni , panels(correlated)
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic with cross-sectional correlation
Correlation: no autocorrelation
Estimated covariances = 465 Number of obs = 240
Estimated autocorrelations = 0 Number of groups = 30
Estimated coefficients = 4 Time periods = 8
Wald chi2(3) = 4094.51
Prob > chi2 = 0.0000
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lnfdi | Coef. Std. Err. z P>|z| [95% Conf. Interval]
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lngdp | 1.033427 .0537161 19.24 0.000 .9281458 1.138709
lnroad | .3434849 .0958208 3.58 0.000 .1556796 .5312903
lnni | .8304581 .1140246 7.28 0.000 .606974 1.053942
_cons | -.8444467 .6811868 -1.24 0.215 -2.179548 .4906549
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Note: you estimated at least as many quantities as you have observations.
R平方在哪里呢?
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