本人计量小白,根据要求想控制时间以及地区固定效应,而且使用城市聚类标准误,便用了如下命令
xtreg lnpct lnminwag EPS RDA age ROA SIZE i.year i.City,vce(cluster City)
得到的结论,文献显示是lnpct和lnminwag正相关,但我的结果如下所示:
R-sq: Obs per group:
within = 0.0004 min = 1
between = 0.3309 avg = 3.6
overall = 0.2588 max = 5
Wald chi2(10) = .
corr(u_i, X) = 0 (assumed) Prob > chi2 = .
(Std. Err. adjusted for 183 clusters in City)
---------------------------------------------------------------------------------------------
| Robust
lnpct | Coef. Std. Err. z P>|z| [95% Conf. Interval]
----------------------------+----------------------------------------------------------------
lnminwag | .0036314 .2074156 0.02 0.986 -.4028958 .4101586
EPS | .1008802 .0705517 1.43 0.153 -.0373987 .239159
RDA | .2495316 .0700776 3.56 0.000 .1121821 .3868811
age | .0350627 .0059708 5.87 0.000 .0233602 .0467651
ROA | -.3595976 .373834 -0.96 0.336 -1.092299 .3731036
SIZE | -9.83e-14 1.39e-13 -0.71 0.480 -3.71e-13 1.74e-13
|
year |
2014 | -.0273695 .0266597 -1.03 0.305 -.0796215 .0248826
2015 | -.059644 .0429308 -1.39 0.165 -.1437868 .0244989
2016 | -.0770783 .0438752 -1.76 0.079 -.1630721 .0089156
2017 | -.137712 .0604861 -2.28 0.023 -.2562625 -.0191614
|
City |
上海市 | -.0265823 .0836295 -0.32 0.751 -.1904931 .1373286
东莞市 | -.0149224 .0180988 -0.82 0.410 -.0503954 .0205507
东营市 | .1653109 .0532342 3.11 0.002 .0609737 .269648
R方太低了,而且好像变量系数没有通过显著性检验,1.不知道怎么解读结果,2.也不知道代码正确与否
有没有大神可以解答一下呢?谢谢各位大神们看看