6、Adj R-squared:调整拟合优度、调整 7、MS:均方差 8、F:F统计量 9、Prob > F :P值 10、Root MSE:均方误 11、Number of obs:样本量 12、Coef.:系数 13、Std. Err.:标准误 14、t:t统计量 15、P > | t |:p值 16、95% Conf. Interval:95%...
Prob>F是指5%单边F检验对应的P值,P=0意味着很容易否定H0假设,回归显著。 R-squared是SSE/SST的值,它的意义是全部的差异有多少能被模型解释,这里R-squared有0.0855,说明模型的解释度还是可以的。 Adj R-squared是调整的R-squared,它等于1-(n-1)SSR/(n-k-1)SST,它的目的是为了剔除当加入更多X解释变量时,...
回归时先保存你的结果，eststo：xtreg y x 之后再输出表格用 esttab 表格名.rtf ，r2 obs se ...
Title R-squared after xtgls Author Allen McDowell, StataCorp The R-squared statistic is an ordinary least squares (OLS) concept that is useful because of the unique way it breaks down the total sum of squares into the sum of the model sum of squares and the residual sum of squares. Whe...
TitleR-squared: areg versus xtreg, fe AuthorWilliam Gould, StataCorp The coefficient estimates and standard errors are the same. The calculation of the R2is different. In thearegprocedure, you are estimating coefficients for each of your covariates plus each dummy variable for your groups. In ...
TitleNegative and missingR-squared for 2SLS/IV AuthorsWilliam Sribney, Vince Wiggins, and David Drukker, StataCorp Background Two-stage least-squares (2SLS) estimates, or instrumental variables (IV) estimates, are obtained in Stata using theivregresscommand. ...
How can I get anR-squared value when a Stata command does not supply one? TitleDo-it-yourselfR-squared AuthorNicholas J. Cox, Durham University, UK 1. The problem Users often request anR-squared value when a regression-like command in Stata appears not to supply one. ...