小女初学stata,做面板误差修正,网上查了一下,有人说用xtpmg命令,我做了一下,结果如下。论文是关于投资和进口
我向请问:(1)我看到很多文献,误差修正系数都是小于1,代表弹性,我的结果怎么大于1呢?
(2)怎么加上滞后期?
这篇论文纠结了很久了,希望得到好心人的帮助,非常非常感谢!
Iteration 0: log likelihood = 14.259143 (not concave)
Iteration 1: log likelihood = 23.429972 (not concave)
Iteration 2: log likelihood = 29.103244
Iteration 3: log likelihood = 29.188478
Iteration 4: log likelihood = 29.189436
Iteration 5: log likelihood = 29.189436
Pooled Mean Group Regression
(Estimate results saved as PMG)
Panel Variable (i): city Number of obs = 66
Time Variable (t): year Number of groups = 11
Obs per group: min = 6
avg = 6.0
max = 6
Log Likelihood = 8.244391
D.logimp Coef. Std. Err. z P>z [95% Conf. Interval]
ec
logfdi 1.122169 .0962345 11.66 0.000 .9335532 1.310785
city_1
ec -.2232803 .1036381 -2.15 0.031 -.4264072 -.0201535
logfdi
D1. -1.310309 .1882209 -6.96 0.000 -1.679216 -.9414032
_cons 1.25326 .4404872 2.85 0.004 .3899207 2.116599
city_2
ec .03044 .0738947 0.41 0.680 -.1143909 .175271
logfdi
D1. .2587193 .245919 1.05 0.293 -.2232731 .7407117
_cons -.0527525 .2947056 -0.18 0.858 -.6303648 .5248599
city_3
ec -.1033094 .1468051 -0.70 0.482 -.391042 .1844232
logfdi
D1. .1123262 .1510118 0.74 0.457 -.1836515 .4083038
_cons .3536122 .3900129 0.91 0.365 -.4107989 1.118023
city_4
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