1. 模型类型和样本信息 - Fixed-effects (within) regression:表示这是一个固定效应模型。 - Number of obs:样本总数为1000。 - Group variable:分组变量为`id`。 - Number of groups:组的数量为100。 - Obs per group:每组的观测数量,最小为5,平均为10,最大为15。 2. R-squared(R平方) - within:0.4...
其中,`y`是因变量,`x1`、`x2`和`x3`是自变量。 结果如下:(重点已标红) Fixed-effects (within) regression Number of obs = 1000 Group variable: id Number of groups = 100 R-sq: Obs per group: within = 0.4567 min = 5 between = 0.1234 avg = 10.0 overall = 0.3456 max = 15 F(3,897...
To run a fixed effects regression in Stata, we can use the "xtreg" command. This command is specifically designedfor estimating fixed effects models for panel data. The basic syntax is as follows: xtreg dependent_variable independent_variables, fe. In this syntax, "dependent_variable" refers to...
. xtreg lngdp did i.year, fe Fixed-effects (within) regression Number of obs = 735 Group variable: id Number of groups = 49 R-squared: Obs per group: Within = 0.8731 min = 15 Between = 0.4469 avg = 15.0 Overall = 0.2571 max = 15 F(15,671) = 307.89 corr(u_i, Xb) = -0.0861...
Fixed-effects (within) regression Number of obs = 476 Group variable: province Number of groups = 28 R-sq: Obs per group: within = 0.8932 min = 17 between = 0.6596 avg = 17.0 overall = 0.7156 max = 17 F(23,27) = 949.82 corr(u_i, Xb) = -0.3425 Prob > F = 0.0000 ...
Fixed-effects (within) regression Number of obs = 7910 Group variable: id Number of groups = 565 R-sq: within = 0.0951 Obs per group: min = 14 between = 0.0692 avg = 14.0 overall = 0.0660 max = 14 F(7,7338) = 110.22 corr(u_i, Xb) = -0.3971 Prob > F = 0.0000 ...
Fixed-effects (within) regression Number of obs = 476Group variable: province Number of groups= 28R-sq: Obs per group: within= 0.8932 min = 17between= 0.6596 avg = 17.0overall= 0.7156 max = 17F(23,27) = 949.82corr(u_i, Xb)= -0.3425 Prob > F = 0.0000(Std. Err. adjustedfor28 ...
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...
接下来,我们可以使用`xtreg`命令进行面板数据的追踪回归(fixed effects regression)分析。`xtreg`命令的基本语法如下: ``` xtreg dependentvar independentvars, fe options ``` 其中,`dependentvar`是表示因变量,`independentvars`是表示自变量,`fe`表示进行固定效应回归分析(也可以使用`re`进行随机效应回归分析),`op...
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...