pangbaoqing 发表于 2012-8-5 20:50
混合回归就是直接做OLS，命令：reg y x1 x2 x3,vce(cluster id)
用cluster之后 右上方的F检验没有数字了
Number of obs = 301
F( 16, 81) = .
Prob > F = .
R-squared = 0.1560
Root MSE = .09823
stata的解释说The F or chi2 model statistic has been reported as missing
Your estimation results show an F or chi2 model statistic reported to be missing.
Stata has done that so as to not be misleading, not because there is something
necessarily wrong with your model.
最后论文该不会要写这个值吧
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