我采用war之后8、6 、4期变量进行回归,之后8、6期的回归结果显示有部分解释变量忽略(ommited)了。刚接触stata,面板模型也刚入门,困惑中,求教啊!回归结果如下:
| (1)(L.8) | (2)(L.6) | (3) |
| non | non | non |
asset | 0.1591 | 0.1579 | 0.1429 |
| (3.9726)*** | (3.3712)*** | (2.1063)** |
cta | 0.0470 | 0.0407 | -0.0472 |
| (2.5373)** | (1.2277) | (1.1109) |
o.d1 | 0.0000 | 0.0000 | |
| (.) | (.) | |
war | -0.1504 | 0.2269 | 0.0289 |
| (1.8843)* | (3.1242)*** | (0.1197) |
L.war | 0.0505 | -0.1790 | 0.0940 |
| (2.2320)** | (0.9833) | (0.2818) |
L2.war | 0.0397 | -0.1143 | 0.0521 |
| (2.7283)*** | (1.5414) | (0.2737) |
L3.war | 0.0414 | -0.2832 | 0.0551 |
| (2.6216)*** | (2.1047)** | (0.2358) |
L4.war | 0.0273 | -0.1798 | 0.0682 |
| (1.7019)* | (0.8661) | (0.1531) |
L5.war | -0.0117 | -0.0320 | |
| (0.4623) | (0.5622) | |
L6.war | 0.0442 | -0.1274 | |
| (3.2282)*** | (1.6431) | |
oL7.war | 0.0000 | | |
| (.) | | |
oL8.war | 0.0000 | | |
| (.) | | |
o.lngdpsa | 0.0000 | | |
| (.) | | |
o.center | 0.0000 | | |
| (.) | | |
o.lnm2 | 0.0000 | 0.0000 | |
| (.) | (.) | |
o.hp | 0.0000 | 0.0000 | |
| (.) | (.) | |
o.lnwazhzs | 0.0000 | 0.0000 | |
| (.) | (.) | |
lngdpsa | | -10.1111 | 2.2066 |
| | (1.1100) | (0.1794) |
center | | -0.0488 | -0.0074 |
| | (0.0997) | (0.0095) |
d1 | | | 0.2378 |
| | | (0.4373) |
lnm2 | | | -2.0663 |
| | | (0.5475) |
hp | | | 0.0025 |
| | | (0.0243) |
lnwazhzs | | | 0.6478 |
| | | (1.0029) |
Constant | -3.8935 | 123.1492 | -7.4530 |
| (3.3201)*** | (0.9102) | (0.0346) |
Observations | 106 | 131 | 154 |
Number of bank | 14 | 14 | 14 |