命令是: xtgls lgdp limport lfdi lk natu,t(year) panels(corre)
估计结果是:
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic with cross-sectional correlation
Correlation: no autocorrelation
Estimated covariances = 435 Number of obs = 377
Estimated autocorrelations = 0 Number of groups = 29
Estimated coefficients = 5 ime periods = 13
Wald chi2(4) = 48935.93
Log likelihood = . Prob > chi2 = 0.0000
回归系数略;
Note: you estimated at least as many quantities as you have observations.
请教:log likelihood值为什么会缺失呢?还有回归结果下的Note说明了什么呢?回归数据是平行面板.谢谢!!!