我刚刚学习STATA,就xtlogit的几个初级问题请教各位高人 我是以公司为截面,以季度为时间,还有16个公司财务指标作为解释变量。计算固定效用时显示是outcome does not vary in any group。这句提示意思是什么呀 ?
计算随机效用时结果是
Random-effects logistic regression Number of obs = 1632
Group variable: com Number of groups = 136
Random effects u_i ~ Gaussian Obs per group: min = 12
avg = 12.0
max = 12
Wald chi2(0) = .
Log likelihood = -80.238806 Prob > chi2 = .
------------------------------------------------------------------------------
jlr | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
xjsr | -.0416603 . . . . .
mll | -.1154114 . . . . .
cbsr | -.078345 . . . . .
cwfysr | .5235403 . . . . .
roe | .0375938 . . . . .
roa | -.2800289 . . . . .
zcfz | -.0009352 . . . . .
sdbl | 1.682698 . . . . .
yszkzz | .0001169 . . . . .
chzz | -1.665283 . . . . .
lzzz | 2.394716 . . . . .
xjlz | .4138256 . . . . .
mgxj | 2.513397 . . . . .
yybz | .0010005 . . . . .
zysrzz | -.4112166 . . . . .
_cons | 12.86 . . . . .
-------------+----------------------------------------------------------------
/lnsig2u | 44.34699 .3051402 43.74892 44.94505
-------------+----------------------------------------------------------------
sigma_u | 4.26e+09 6.51e+08 3.16e+09 5.75e+09
rho | 1 5.52e-20 1 1
------------------------------------------------------------------------------
Likelihood-ratio test of rho=0: chibar2(01) = 1904.33 Prob >= chibar2 = 0.000
我不明白为什么没有显著水平等结果