全部版块 我的主页
论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
1625 0
2014-11-28

结果怎么做出来感觉好差啊,各位大神应该怎么办,求指导。

Dynamic panel-data estimation, two-step system GMM

------------------------------------------------------------------------------

Group variable: province_dum                    Number of obs      =       360

Time variable : year                            Number of groups   =        30

Number of instruments = 21                      Obs per group: min =        12

Wald chi2(4)  =   1046.72                                      avg =     12.00

Prob > chi2   =     0.000                                      max =        12

------------------------------------------------------------------------------

             |              Corrected

         con |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

         con |

         L1. |   .9026192   .0483508    18.67   0.000     .8078533    .9973851

             |

         odr |  -.1652094   .1939031    -0.85   0.394    -.5452524    .2148337

        ogr4 |  -.1706684   .0528817    -3.23   0.001    -.2743146   -.0670223

         rur |  -.1281034   .0382799    -3.35   0.001    -.2031307   -.0530761

       _cons |   6.763144   3.427691     1.97   0.048     .0449924     13.4813

------------------------------------------------------------------------------

Instruments for first differences equation

  GMM-type (missing=0, separate instruments for each period unless collapsed)

    L2.L.con

Instruments for levels equation

  Standard

    _cons

  GMM-type (missing=0, separate instruments for each period unless collapsed)

    DL.L.con

------------------------------------------------------------------------------

Arellano-Bond test for AR(1) in first differences: z =  -2.20  Pr > z =  0.028

Arellano-Bond test for AR(2) in first differences: z =   0.69  Pr > z =  0.489

------------------------------------------------------------------------------

Sargan test of overid. restrictions: chi2(16)   =  32.97  Prob > chi2 =  0.007

  (Not robust, but not weakened by many instruments.)

Hansen test of overid. restrictions: chi2(16)   =  22.95  Prob > chi2 =  0.115

  (Robust, but weakened by many instruments.)

Difference-in-Hansen tests of exogeneity of instrument subsets:

  GMM instruments for levels

    Hansen test excluding group:     chi2(6)    =  12.71  Prob > chi2 =  0.048

    Difference (null H = exogenous): chi2(10)   =  10.24  Prob > chi2 =  0.420

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群