我输入的命令是 xtabond d grow glow t j,lags(1) twostep,结果如下
Arellano-Bond dynamic panel-data estimation Number of obs = 3876
Group variable (i): code Number of groups = 646
Wald chi2(5) = 97.07
Time variable (t): year Obs per group: min = 6
avg = 6
max = 6
Two-step results
------------------------------------------------------------------------------
D.d | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
d |
LD. | .420459 .0531394 7.91 0.000 .3163077 .5246103
grow |
D1. | .0018741 .0006667 2.81 0.005 .0005673 .0031809
glow |
D1. | -.0280713 .0080732 -3.48 0.001 -.0438944 -.0122481
t |
D1. | -.0010309 .0010775 -0.96 0.339 -.0031427 .0010809
j |
D1. | .0017995 .0019334 0.93 0.352 -.0019899 .0055888
_cons | .0092228 .0015725 5.87 0.000 .0061409 .0123048
------------------------------------------------------------------------------
Warning: Arellano and Bond recommend using one-step results for
inference on coefficients
Sargan test of over-identifying restrictions:
chi2(20) = 24.09 Prob > chi2 = 0.2387
Arellano-Bond test that average autocovariance in residuals of order 1 is 0:
H0: no autocorrelation z = -1.40 Pr > z = 0.1614
Arellano-Bond test that average autocovariance in residuals of order 2 is 0:
H0: no autocorrelation z = -1.10 Pr > z = 0.2723
我怎么找不到拟合优度R-sq啊?请问怎么看拟合优度啊?帮我看看吧,我看的痛苦死了!不胜感激!