测试没有问题
. xtset id year
panel variable: id (unbalanced)
time variable: year, 1996 to 2006, but with gaps
delta: 1 unit
. prodest log_y, method(lp) free(log_lab1 log_lab2) proxy(log_materials) state(log_k) valueadded id(id) t(ye
> ar) reps(50)
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lp productivity estimator Cobb-Douglas PF
Dependent variable: value added Number of obs = 2544
Group variable (id): id Number of groups = 497
Time variable (t): year
Obs per group: min = 1
avg = 5.1
max = 11
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log_y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
log_lab1 | .2011151 .0274382 7.33 0.000 .1473372 .254893
log_lab2 | .1696222 .0242319 7.00 0.000 .1221284 .2171159
log_k | .1201319 .0387102 3.10 0.002 .0442614 .1960025
------------------------------------------------------------------------------
Wald test on Constant returns to scale: Chi2 = 67.01
p = (0.00)
. predict lp, resid
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