蓝色 发表于 2013-6-5 12:07 
测试没有问题
太谢谢你了~为什么我回归不出来呢?我只能回归到这里,后面就说找不到矩阵,为什么呢?请帮忙看一下,十分感谢!
clear
. clear all
. sysuse spgmmxt.dta, clear
. spgmmxt y x1 x2 , nc(7) wmfile(SPWxt) gmm(1) mfx(lin) test
==============================================================================
*** Binary (0/1) Weight Matrix: 49x49 - NC=7 NT=7 (Non Normalized)
==============================================================================
==============================================================================
* Spatial Panel Autoregressive Generalized Method of Moments (SPGMM)
==============================================================================
y = x1 + x2
------------------------------------------------------------------------------
Sample Size = 49 | Cross Sections Number = 7
Wald Test = 45.3388 | P-Value > Chi2(2) = 0.0000
F-Test = 22.6694 | P-Value > F(2 , 40) = 0.0000
(Buse 1973) R2 = 0.7748 | Raw Moments R2 = 0.9590
(Buse 1973) R2 Adj = 0.7297 | Raw Moments R2 Adj = 0.9509
Root MSE (Sigma) = 8.6984 | Log Likelihood Function = -170.5500
------------------------------------------------------------------------------
- R2h= 0.5500 R2h Adj= 0.4600 F-Test = 28.11 P-Value > F(2 , 40) 0.0000
- R2v= 0.4508 R2v Adj= 0.3410 F-Test = 18.88 P-Value > F(2 , 40) 0.0000
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x1 | -.2904423 .0941184 -3.09 0.004 -.4806627 -.1002219
x2 | -1.323453 .3309552 -4.00 0.000 -1.992338 -.6545673
_cons | 64.47419 5.091475 12.66 0.000 54.18394 74.76445
------------------------------------------------------------------------------
matrix operation not found
r(501);
. spgmmxt y x1 x2 , nc(7) wmfile(SPWxt) gmm(1) mfx(lin) test
==============================================================================
*** Binary (0/1) Weight Matrix: 49x49 - NC=7 NT=7 (Non Normalized)
==============================================================================
==============================================================================
* Spatial Panel Autoregressive Generalized Method of Moments (SPGMM)
==============================================================================
y = x1 + x2
------------------------------------------------------------------------------
Sample Size = 49 | Cross Sections Number = 7
Wald Test = 45.3388 | P-Value > Chi2(2) = 0.0000
F-Test = 22.6694 | P-Value > F(2 , 40) = 0.0000
(Buse 1973) R2 = 0.7748 | Raw Moments R2 = 0.9590
(Buse 1973) R2 Adj = 0.7297 | Raw Moments R2 Adj = 0.9509
Root MSE (Sigma) = 8.6984 | Log Likelihood Function = -170.5500
------------------------------------------------------------------------------
- R2h= 0.5500 R2h Adj= 0.4600 F-Test = 28.11 P-Value > F(2 , 40) 0.0000
- R2v= 0.4508 R2v Adj= 0.3410 F-Test = 18.88 P-Value > F(2 , 40) 0.0000
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x1 | -.2904423 .0941184 -3.09 0.004 -.4806627 -.1002219
x2 | -1.323453 .3309552 -4.00 0.000 -1.992338 -.6545673
_cons | 64.47419 5.091475 12.66 0.000 54.18394 74.76445
------------------------------------------------------------------------------
matrix operation not found
r(501);