直接用STATA的Corr命令回归出来两变量是负的关系,
. corr leprod leduc
(obs=180)
| leprod leduc
-------------+------------------
leprod | 1.0000
leduc | -0.1574 1.0000
可是为什么在用panel data的xtreg,fe命令回归时,出来的结果是正的系数呢?
. xtreg leduc leprod, fe
Fixed-effects (within) regression Number of obs = 180
Group variable: idcode Number of groups = 30
R-sq: within = 0.3711 Obs per group: min = 6
between = 0.0702 avg = 6.0
overall = 0.0248 max = 6
F(1,149) = 87.92
corr(u_i, Xb) = -0.9235 Prob > F = 0.0000
------------------------------------------------------------------------------
leduc | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
leprod | .7235424 .0771659 9.38 0.000 .5710616 .8760231
_cons | 1.486203 .6255513 2.38 0.019 .2501051 2.7223
-------------+----------------------------------------------------------------
sigma_u | 1.2608222
sigma_e | .26254606
rho | .95844067 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(29, 149) = 20.36 Prob > F = 0.0000
急求大神指点!!