求助大家,PSM-DID跑出来的结果虽然显著,但是控制变量大部分显著度是0,请问这正常吗,是哪里出了问题吗,表格如下
ly | Coef. Std.Err. t P>|t| [95% Conf. Interval]
------------------+----------------------------------------------------------------
newdid | -.0178223 .0087448 -2.04 0.042 -.0349628 -.0006818
A1| .5590869 .0039222 142.54 0.000 .5513991 .5667747
A2| .067148 .0179406 3.74 0.000 .0319828 .1023131
A3 | .4057599 .0329218 12.32 0.000 .3412304 .4702893
A4 | 1.094649 .0073855 148.22 0.000 1.080173 1.109126
A5 | .0007599 .0002051 3.71 0.000 .0003579 .0011619
A6 | .0420223 .0177253 2.37 0.018 .0072793 .0767652
A7 | -.0004957 .0017812 -0.28 0.781 -.0039869 .0029956
A8 | .0011337 .0019929 0.57 0.569 -.0027726 .0050401
A9 | .019758 .0490309 0.40 0.687 -.0763467 .1158627
A10 | .0037967 .0009366 4.05 0.000 .0019608 .0056325
|
Year |
2009 | -.0045857 .0100817 -0.45 0.649 -.0243466 .0151753
2010 | -.0190307 .0099972 -1.90 0.057 -.038626 .0005645
2011 | -.0098894 .0101111 -0.98 0.328 -.0297079 .0099292
2012 | -.0102545 .0108601 -0.94 0.345 -.0315411 .0110322
2013 | -.0165498 .0116206 -1.42 0.154 -.0393271 .0062275
2014 | -.0441493 .0124345 -3.55 0.000 -.0685219 -.0197766
2015 | -.0547656 .0135863 -4.03 0.000 -.0813959 -.0281353
2016 | -.0471722 .0141538 -3.33 0.001 -.0749149 -.0194295
2017 | -.0209399 .0147557 -1.42 0.156 -.0498622 .0079825
2018 | .0005725 .0154118 0.04 0.970 -.029636 .0307809
2019 | -.0007143 .0161836 -0.04 0.965 -.0324355 .0310068
2020 | -.0135624 .0169803 -0.80 0.424 -.0468453 .0197205
|
_cons | -.7005343 .0678198 -10.33 0.000 -.8334667 -.5676019
------------------+----------------------------------------------------------------
sigma_u | .27940866
sigma_e | .21436225
rho | .6294869 (fraction of variance due to u_i)
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F test that all u_i=0: F(2643, 19961) = 13.56 Prob > F = 0.0000