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拜托各位,使用逐步检验回归系数的方法做中介效应时遇到了以下问题,不知道怎么解释,我有查关于符号相反和遮掩效应,但是还是不明确:第一个问题:怎么解释最后一个模型areard系数为负呢?
. xtreg lnesi digit lnlabour lnlogistics lnrd opentrade,fe i(province)
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lnesi | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
digit | .015108 .0024518 6.16 0.000 .0102777 .0199384
lnlabour | .1125797 .028508 3.95 0.000 .0564158 .1687436
lnlogistics | .1220873 .0191084 6.39 0.000 .0844416 .1597329
lnrd | .0133558 .0089424 1.49 0.137 -.0042617 .0309733
opentrade | .1845977 .2533929 0.73 0.467 -.3146143 .6838096
_cons | 9.920742 .2755556 36.00 0.000 9.377867 10.46362
-------------+----------------------------------------------------------------
sigma_u | .1669696
sigma_e | .02645973
rho | .97550235 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(29, 235) = 19.39 Prob > F = 0.0000
. xtreg areard digit lnlabour lnlogistics lnrd opentrade,fe i(province)
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areard | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
digit | .1008571 .0155884 6.47 0.000 .0701461 .131568
lnlabour | .4163527 .1812504 2.30 0.022 .0592695 .7734359
lnlogistics | -.4886096 .1214889 -4.02 0.000 -.727956 -.2492631
lnrd | .2728955 .0568547 4.80 0.000 .1608854 .3849056
opentrade | -.2216204 1.611041 -0.14 0.891 -3.395549 2.952309
_cons | -5.45444 1.751949 -3.11 0.002 -8.905972 -2.002908
-------------+----------------------------------------------------------------
sigma_u | 1.229952
sigma_e | .16822778
rho | .9816359 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(29, 235) = 132.86 Prob > F = 0.0000
. xtreg lnesi digit areard lnlabour lnlogistics lnrd opentrade,fe i(province)
------------------------------------------------------------------------------
lnesi | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
digit | .0193295 .0025708 7.52 0.000 .0142647 .0243943
areard | -.0418558 .0099113 -4.22 0.000 -.0613825 -.022329
lnlabour | .1300064 .0278462 4.67 0.000 .0751452 .1848677
lnlogistics | .1016361 .0190834 5.33 0.000 .0640389 .1392333
lnrd | .0247781 .0090519 2.74 0.007 .0069444 .0426117
opentrade | .1753216 .2447872 0.72 0.475 -.3069468 .65759
_cons | 9.692442 .2716206 35.68 0.000 9.157308 10.22758
-------------+----------------------------------------------------------------
sigma_u | .16613581
sigma_e | .02556008
rho | .97687733 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(29, 234) = 20.19 Prob > F = 0.0000
第二个问题:怎么解释最后一个模型核心解释变量digit系数变负?
. xtreg lnesi digit lnlabour lnlogistics lnrd opentrade,fe i(province)
------------------------------------------------------------------------------
lnesi | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
digit | .015108 .0024518 6.16 0.000 .0102777 .0199384
lnlabour | .1125797 .028508 3.95 0.000 .0564158 .1687436
lnlogistics | .1220873 .0191084 6.39 0.000 .0844416 .1597329
lnrd | .0133558 .0089424 1.49 0.137 -.0042617 .0309733
opentrade | .1845977 .2533929 0.73 0.467 -.3146143 .6838096
_cons | 9.920742 .2755556 36.00 0.000 9.377867 10.46362
-------------+----------------------------------------------------------------
. xtreg lngdp digit lnlabour lnlogistics lnrd opentrade,fe i(province)
------------------------------------------------------------------------------
lngdp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
digit | .0900476 .0057331 15.71 0.000 .0787528 .1013424
lnlabour | .2108277 .0666597 3.16 0.002 .0795007 .3421547
lnlogistics | .5685467 .0446808 12.72 0.000 .4805205 .6565728
lnrd | .0830161 .0209099 3.97 0.000 .0418214 .1242109
opentrade | -1.603433 .592504 -2.71 0.007 -2.770731 -.4361349
_cons | 9.204165 .6443265 14.28 0.000 7.934771 10.47356
-------------+----------------------------------------------------------------
. xtreg lnesi digit lngdp lnlabour lnlogistics lnrd opentrade,fe i(province)
------------------------------------------------------------------------------
lnesi | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
digit | -.001127 .0031899 -0.35 0.724 -.0074116 .0051576
lngdp | .1802941 .0253515 7.11 0.000 .1303478 .2302403
lnlabour | .0745687 .0264516 2.82 0.005 .022455 .1266824
lnlogistics | .0195817 .022567 0.87 0.386 -.0248787 .0640421
lnrd | -.0016115 .0083943 -0.19 0.848 -.0181496 .0149266
opentrade | .4736871 .2338256 2.03 0.044 .0130148 .9343594
_cons | 8.261285 .3422714 24.14 0.000 7.586958 8.935613
-------------+----------------------------------------------------------------