This command will estimate the fixed effects regression model and provide us with the coefficients and standard errors for the independent variable "education". These coefficients will tell us theaverage effect of education on income, while controlling for individual-specific effects. 中文回答: 固定效应...
in fixed effect regression model H0: sigma(i)^2 = sigma^2 for all i chi2 (10) = 378.90 Prob>chi2 = 0.0000 两个命令是等价的: quietly xtgls lnc lnp lnpmin lny state2-state10 t xttest3 *--- Modified Wald test for groupwise heteroskedasticity in fixed effect regression model H0: sig...
Fixed-effects (within) regressionNumberofobs =7,700Groupvariable:idNumberofgroups=550 R-sq: Obs pergroup:within=0.0986min=14between=0.1129avg=14.0overall =0.0971max=14 F(8,7142) =97.61corr(u_i, Xb) =-0.1877Prob > F =0.0000 ---i | Coef. Std. Err. t P>|t| [95% Conf.Interval]-...
> 5 lnpop6 lnrd1 lnrd2 lnrd3 lnrd4 lnrd5 lnrd6 iq1 iq2 iq3 iq4 iq5 iq6 . * Fixed effect regression output for the 6 regimes . xtreg EIWB `r(varlist)', fe Fixed-effects (within) regression Number of obs = 1,510 Group variable: id Number of groups = 10 R-squared: Obs p...
常见模型如下:门槛回归模型(threshold regression,也称门限回归): 汉森(Bruce E. Hansen)在门限回归模型上做出了很多贡献。Hansen于1996年在《Econometrica》上发表文章《Inference when a nuisance parameter is not identified under the null hypothesis》,提出...
Stata: 输出regression table到word和excel 1. 安装estout。最简单的方式是在stata的指令输入: ssc install estout, replace EST安装的指导网址是:http://repec.org/bocode/e/estout/installation.html 2.跑你的regression 3.写下这行指令esttab using test.rtf,然后就会出现个漂亮的表格给你...
Stata: 输出regression table到word和excel 1. 安装estout。最简单的方式是在stata的指令输入: ssc install estout, replace EST安装的指导网址是:http://repec.org/bocode/e/estout/installation.html 2.跑你的regression 3.写下这行指令esttab using test.rtf,然后就会出现个漂亮的表格给你(WORD文档)。只要再小...
常见模型如下:门槛回归模型(threshold regression,也称门限回归): 汉森(Bruce E. Hansen)在门限回归模型上做出了很多贡献。Hansen于1996年在《Econometrica》上发表文章《Inference when a nuisance parameter is not identified under the null hypothesis》,提出了时间序列门限自回归模型(TAR)的估计和检验。之后,他在门限...
求助一个fixed ..大神们,求助啊!这个esttab里面执行的r2_a命令我得到的是within adjusted R square 还是说只是pool adjusted R square?我们有一个学长说用的是pool
对于固定效应模型而言,我们还可以检验截面异方差性,命令为: xttest3 输出结果为: Modified Wald test for groupwise heteroskedasticity in fixed effect regression model H0: sigma(i2 = sigma2 for all i chi2 (10 = 1.7e+07 Prob>chi2 = 0.0000 8.4 参考文献 Baltagi(2001 Arellano(2003 Franzini 和 ...