蓝色 发表于 2011-8-24 10:49 
把stata的结果都贴出来
reg cp ip d1997 d1998 d1999 d2000 d2001 d2002
Source | SS df MS Number of obs = 105
-------------+------------------------------ F( 7, 97) = 1025.64
Model | 298196683 7 42599526.2 Prob > F = 0.0000
Residual | 4028852.7 97 41534.5639 R-squared = 0.9867
-------------+------------------------------ Adj R-squared = 0.9857
Total | 302225536 104 2906014.77 Root MSE = 203.8
------------------------------------------------------------------------------
cp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ip | .7788598 .0104378 74.62 0.000 .7581436 .7995759
d1997 | 28.12712 74.73314 0.38 0.707 -120.1975 176.4517
d1998 | -51.08038 75.2928 -0.68 0.499 -200.5157 98.35497
d1999 | -143.0027 76.42667 -1.87 0.064 -294.6885 8.683054
d2000 | -113.0468 77.44452 -1.46 0.148 -266.7527 40.65917
d2001 | -262.6761 79.76108 -3.29 0.001 -420.9798 -104.3725
d2002 | -199.8213 83.17712 -2.40 0.018 -364.9049 -34.73779
_cons | 108.5051 71.42327 1.52 0.132 -33.25029 250.2606
------------------------------------------------------------------------------
xi: reg cp ip i.year
i.year _Iyear_1996-2002 (naturally coded; _Iyear_1996 omitted)
Source | SS df MS Number of obs = 105
-------------+------------------------------ F( 7, 97) = 1025.64
Model | 298196683 7 42599526.2 Prob > F = 0.0000
Residual | 4028852.7 97 41534.5639 R-squared = 0.9867
-------------+------------------------------ Adj R-squared = 0.9857
Total | 302225536 104 2906014.77 Root MSE = 203.8
------------------------------------------------------------------------------
cp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ip | .7788598 .0104378 74.62 0.000 .7581436 .7995759
_Iyear_1997 | 28.12712 74.73314 0.38 0.707 -120.1975 176.4517
_Iyear_1998 | -51.08038 75.2928 -0.68 0.499 -200.5157 98.35497
_Iyear_1999 | -143.0027 76.42667 -1.87 0.064 -294.6885 8.683054
_Iyear_2000 | -113.0468 77.44452 -1.46 0.148 -266.7527 40.65917
_Iyear_2001 | -262.6761 79.76108 -3.29 0.001 -420.9798 -104.3725
_Iyear_2002 | -199.8213 83.17712 -2.40 0.018 -364.9049 -34.73779
_cons | 108.5051 71.42327 1.52 0.132 -33.25029 250.2606
xtreg cp ip d1997 d1998 d1999 d2000 d2001 d2002, fe
Fixed-effects (within) regression Number of obs = 105
Group variable: id Number of groups = 15
R-sq: within = 0.9742 Obs per group: min = 7
between = 0.9924 avg = 7.0
overall = 0.9826 max = 7
F(7,83) = 447.94
corr(u_i, Xb) = 0.7047 Prob > F = 0.0000
------------------------------------------------------------------------------
cp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ip | .6712062 .0327562 20.49 0.000 .6060556 .7363569
d1997 | 98.91094 61.23808 1.62 0.110 -22.88914 220.711
d1998 | 66.99487 67.6535 0.99 0.325 -67.56522 201.555
d1999 | 36.55637 79.1911 0.46 0.646 -120.9515 194.0643
d2000 | 108.0902 88.39493 1.22 0.225 -67.72376 283.9042
d2001 | 33.36542 106.7718 0.31 0.755 -178.9995 245.7303
d2002 | 183.3873 129.9303 1.41 0.162 -75.03878 441.8135
_cons | 606.5999 156.8844 3.87 0.000 294.5632 918.6366
-------------+----------------------------------------------------------------
sigma_u | 255.57834
sigma_e | 156.99279
rho | .72604701 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(14, 83) = 5.75 Prob > F = 0.0000
xi: xtreg cp ip i.year, fe
i.year _Iyear_1996-2002 (naturally coded; _Iyear_1996 omitted)
Fixed-effects (within) regression Number of obs = 105
Group variable: id Number of groups = 15
R-sq: within = 0.9742 Obs per group: min = 7
between = 0.9924 avg = 7.0
overall = 0.9826 max = 7
F(7,83) = 447.94
corr(u_i, Xb) = 0.7047 Prob > F = 0.0000
------------------------------------------------------------------------------
cp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ip | .6712062 .0327562 20.49 0.000 .6060556 .7363569
_Iyear_1997 | 98.91094 61.23808 1.62 0.110 -22.88914 220.711
_Iyear_1998 | 66.99487 67.6535 0.99 0.325 -67.56522 201.555
_Iyear_1999 | 36.55637 79.1911 0.46 0.646 -120.9515 194.0643
_Iyear_2000 | 108.0902 88.39493 1.22 0.225 -67.72376 283.9042
_Iyear_2001 | 33.36542 106.7718 0.31 0.755 -178.9995 245.7303
_Iyear_2002 | 183.3873 129.9303 1.41 0.162 -75.03878 441.8135
_cons | 606.5999 156.8844 3.87 0.000 294.5632 918.6366
-------------+----------------------------------------------------------------
sigma_u | 255.57834
sigma_e | 156.99279
rho | .72604701 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(14, 83) = 5.75 Prob > F = 0.0000
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