我现在想以lw为logwage的工具变量跑回归,我的程序如下:
. ivregress 2sls annhrs exp exp3 exp2 ofe (logwage = lw)
(我也试过 ivregress 2sls annhrs (logwage = lw)exp exp3 exp2 ofe ,ivregress gmm annhrs (logwage = lw)exp exp3 exp2 ofe等都出现这个问题)
exp exp2 exp3 ofe为其他解释变量,但是跑出来的结果是:
Instrumental variables (2SLS) regression Number of obs = 12266
Wald chi2(5) = 1749.24
Prob > chi2 = 0.0000
R-squared = 0.0641
Root MSE = 608.56
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annhrs | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
logwage | 355.2876 13.54249 26.24 0.000 328.7448 381.8304
exp | 52.40755 4.029408 13.01 0.000 44.51006 60.30505
exp3 | .0145661 .0023816 6.12 0.000 .0098984 .0192339
exp2 | -1.644471 .1815834 -9.06 0.000 -2.000368 -1.288574
ofe | -.0010779 .000112 -9.62 0.000 -.0012975 -.0008583
_cons | 541.6331 39.14233 13.84 0.000 464.9156 618.3507
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Instrumented: logwage
Instruments: exp exp3 exp2 ofe lw
为什么exp exp2 exp3 ofe lw都显示是工具变量?我需要怎么解决这个问题?谢谢