我在做面板时,回归结果F值过大,是不是不太正常,是什么原因?谢谢指导。。。
xtscc emi res gdp stru fdi den regu consu, fe lag(4)
Regression with Driscoll-Kraay standarderrors Number of obs = 270
Method: Fixed-effects regression Number of groups = 30
Group variable (i): id F( 7, 29) =4021867.04 ???????
maximum lag: 4 Prob >F = 0.0000
withinR-squared = 0.8460
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| Drisc/Kraay
emi | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
res | -.0867688 .0075899 -11.43 0.000 -.1022918 -.0712458
gdp | -.000045 .0004692 -0.10 0.924 -.0010047 .0009147
stru | .0068259 .0015166 4.50 0.000 .0037241 .0099277
fdi| .0004095 .0006879 0.60 0.556 -.0009973 .0018163
den| .1385005 .0277969 4.98 0.000 .0816494 .1953516
regu| -.0002419 .0000723 -3.35 0.002 -.0003898 -.000094
consu | .0239373 .0015021 15.94 0.000 .0208652 .0270094
_cons| .0205402 .0047172 4.35 0.000 .0108924 .030188
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