. xtreg p L1_p lq lq2 k2 h3,fe
Fixed-effects (within) regression Number of obs = 2184
Group variable: city Number of groups = 273
R-sq: within = 1.0000 Obs per group: min = 8
between = 1.0000 avg = 8.0
overall = 1.0000 max = 8
F(5,1906) = 8.16e+11
corr(u_i, Xb) = -0.6465 Prob > F = 0.0000
------------------------------------------------------------------------------
p | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
L1_p | 8.25e-06 1.16e-06 7.10 0.000 5.97e-06 .0000105
lq | 3.89e-06 1.58e-06 2.47 0.014 8.05e-07 6.98e-06
lq2 | -1.45e-06 2.53e-06 -0.57 0.567 -6.41e-06 3.51e-06
k2 | .9999845 1.12e-06 8.9e+05 0.000 .9999823 .9999867
h3 | 7.42e-06 7.72e-07 9.62 0.000 5.91e-06 8.94e-06
_cons | -2.476849 5.29e-06 -4.7e+05 0.000 -2.47686 -2.476839
-------------+----------------------------------------------------------------
sigma_u | 7.939e-06
sigma_e | 5.287e-06
rho | .692751 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(272, 1906) = 9.63 Prob > F = 0.0000
学习stata中,计量知识薄弱。
请问,组间、组间和整体R-sq都等于1,代表什么?
fraction of variance due to u_i 非观测固定效应解释了误差项的69%?(我的猜测对不对?)
以及F检验是对什么内容进行检验?
望各位不吝赐教,感激不尽!