用xttobit估计模型以后,结果如下:
Random-effects tobit regression Number of obs = 28508
Group variable (i): idcode Number of groups = 4708
Random effects u_i ~ Gaussian Obs per group: min = 1
avg = 6.1
max = 15
Wald chi2(2) = 0.00
Log likelihood = -32.3368 Prob > chi2 = 1.0000
------------------------------------------------------------------------------
ln_wage | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age | -.0087429 8.793827 -0.00 0.999 -17.24433 17.22684
grade | -.0257656 29.10869 -0.00 0.999 -57.07776 57.02623
_cons | -.399517 287.9507 -0.00 0.999 -564.7726 563.9735
-------------+----------------------------------------------------------------
/sigma_u | .1559617 .0120294 12.97 0.000 .1323846 .1795388
/sigma_e | .046912 35.99957 0.00 0.999 -70.51095 70.60477
-------------+----------------------------------------------------------------
rho | .9170309 116.7733 0 1
------------------------------------------------------------------------------
Observation summary: 28508 left-censored observations
0 uncensored observations
0 right-censored observation
请问用什么方法得到“随机效应”的值。我主要用的是EVIEWS51,做线性PANE DATA也很方便,STATA学的不多(感觉主要是没有比较系统的资料),但功能较全较大,所以现在正学。EVIEWS里估计线性PANEL后,在输出窗口可以直接看到RANDOM EFFECT的数值,stata里怎么做,请指点