救命啊,这个two-way fixed effect该怎么做,版上这方面的内容好像很少诶
有没有同学知道步骤,命令啥啥的,拜托,教教计量菜鸟我吧~
用了连老师提到的时间效应设定的命令
具体操作如下:
qui tab year, gen(dumt)
drop dumt1
xtreg y x dumt*, fe
结果长这样:
| . xtreg lntc lnp lna lnurb lnind lnsv | lnei dumt*,fe |
| Fixed-effects (within) regression | Number of obs = 435 |
| Group variable: no | Number of groups = 29 |
| R-sq: within = 0.9307 | Obs per group: min = 15 |
| between = 0.0041 | avg = 15.0 |
| overall = 0.0477 | max = 15 |
| F(20,386) = 259.04 |
| corr(u_i, Xb) = -0.3868 | Prob > F = 0.0000 |
|
| lntc Coef. Std. Err. | t P>t [95% Conf. Interval] |
| |
| lnp -.1124342 .1517111 | -0.74 0.459 -.4107177 .1858494 |
| lna .1955971 .0609488 | 3.21 0.001 .0757639 .3154303 |
| lnurb .0668343 .0296111 | 2.26 0.025 .0086151 .1250535 |
| lnind .0252653 .0254841 | 0.99 0.322 -.0248396 .0753703 |
| lnsv -.0250599 .0350721 | -0.71 0.475 -.0940162 .0438964 |
| lnei 1.01898 .0487318 | 20.91 0.000 .9231669 1.114793 |
| dumt2 .0937217 .0291657 | 3.21 0.001 .0363782 .1510653 |
| dumt3 .1602268 .0318108 | 5.04 0.000 .0976828 .2227709 |
| dumt4 .2340706 .0352463 | 6.64 0.000 .1647718 .3033693 |
| dumt5 .2931478 .0394868 | 7.42 0.000 .2155116 .370784 |
| dumt6 .3515691 .0440081 | 7.99 0.000 .2650436 .4380946 |
| dumt7 .4059116 .0485449 | 8.36 0.000 .3104661 .5013572 |
| dumt8 .4813646 .0527492 | 9.13 0.000 .377653 .5850763 |
| dumt9 .5899869 .0577325 | 10.22 0.000 .4764774 .7034963 |
| dumt10 .6867633 .0635664 | 10.80 0.000 .5617836 .811743 |
| dumt11 .7858771 .0693337 | 11.33 0.000 .6495581 .922196 |
| dumt12 .9076986 .0761991 | 11.91 0.000 .7578814 1.057516 |
| dumt13 1.023072 .083681 | 12.23 0.000 .8585445 1.1876 |
| dumt14 1.098654 .0904159 | 12.15 0.000 .9208845 1.276423 |
| dumt15 1.201588 .0950946 | 12.64 0.000 1.01462 1.388556 |
| _cons 6.249057 1.417202 | 4.41 0.000 3.462655 9.035459 |
| |
| sigma_u .98306017 |
| sigma_e .10787603 |
| rho .98810153 (fraction | of variance due to u_i) |
| |
| F test that all u_i=0: F(28, 386) | = 64.36 Prob > F = 0.0000 |
|
那些dumt2,dumt3-dumt15,摆在那是什么意义啊?
只设定了时间,没设定country,这个是双向固定效应模型吗?