如题xi: reg y x i.year 和 reg y x year1 year2...,一直有个疑问,两种形式结果完全一样吗?下图是我跑出来的一个结果,命令如下xi:reg Y X1 X2 i.industry i.yearest store m1
xi:reg Y X1 X2 in1 in2 in3 in4 in5 in6 in7 in8 in9 in10 in11 in12 in13 in14 in15 in16 in17 in18 in19 in20 in21 in22 i.year
est store m2
outreg2 [m1 m2 ] using 2 ,stat(coef tstat) bdec(4) tdec(2) addstat(Adj. R-squared, e(r2_a)) rdec(4) word replace
两个疑问:
(1)上面两个回归表达的意思一样吗?
(2)A.如果一样,为什么常数项和很多industry的变量系数都不一样?
B.如果不一样,请问xi是不是回归的时候带有其他效应,怎么避免?
求大神们帮忙解释一下!
(1) (2)
VARIABLES m1 m2
X1 0.2256*** 0.2256***
(23.55) (23.55)
X2 -0.0103 -0.0103
(-0.96) (-0.96)
in1 -0.0297
(-0.44)
in2 -0.0175
(-0.28)
in3 -0.0209
(-0.33)
in4 -0.0474
(-0.74)
o.in5 0.0000
(.)
in6 -0.0305
(-0.45)
in7 -0.0267
(-0.43)
in8 0.0041
(0.06)
in9 -0.0101
(-0.16)
in10 -0.0063
(-0.10)
in11 -0.0070
(-0.11)
in12 -0.1160
(-1.16)
in13 -0.0346
(-0.55)
in14 -0.0021
(-0.03)
in15 0.0008
(0.01)
in16 0.0506
(0.80)
in17 -0.0426
(-0.69)
o.in18 0.0000
(.)
in19 -0.0526
(-0.85)
in20 -0.0142
(-0.22)
in21 0.0267
(0.37)
in22 -0.0258
(-0.39)
o._Iyear_2001 0.0000 0.0000
(.) (.)
_Iyear_2002 0.0269 0.0269
(1.32) (1.32)
_Iyear_2003 0.0310 0.0310
(1.54) (1.54)
_Iyear_2004 0.0269 0.0269
(1.35) (1.35)
_Iyear_2005 0.0598*** 0.0598***
(3.03) (3.03)
_Iyear_2006 0.0642*** 0.0642***
(3.23) (3.23)
_Iyear_2007 0.0575*** 0.0575***
(2.90) (2.90)
_Iyear_2008 0.0829*** 0.0829***
(4.21) (4.21)
_Iyear_2009 0.0836*** 0.0836***
(4.23) (4.23)
_Iyear_2010 0.0756*** 0.0756***
(3.83) (3.83)
_Iyear_2011 0.1021*** 0.1021***
(5.19) (5.19)
_Iyear_2012 0.1842*** 0.1842***
(9.45) (9.45)
_Iindustry_2 0.0121
(0.32)
_Iindustry_3 0.0087
(0.24)
_Iindustry_4 -0.0178
(-0.46)
_Iindustry_5 0.0297
(0.44)
_Iindustry_6 -0.0008
(-0.02)
_Iindustry_7 0.0030
(0.09)
_Iindustry_8 0.0337
(0.89)
_Iindustry_9 0.0195
(0.57)
_Iindustry_10 0.0233
(0.71)
_Iindustry_11 0.0226
(0.64)
_Iindustry_12 -0.0863
(-1.01)
_Iindustry_13 -0.0049
(-0.14)
_Iindustry_14 0.0276
(0.68)
_Iindustry_15 0.0305
(0.85)
_Iindustry_16 0.0802**
(2.20)
_Iindustry_17 -0.0129
(-0.38)
_Iindustry_18 -0.0229
(-0.68)
_Iindustry_19 0.0154
(0.40)
_Iindustry_20 0.0563
(1.14)
_Iindustry_21 0.0039
(0.09)
Constant -0.0658* -0.0361
(-1.89) (-0.58)
Observations 13850 13850
R-squared 0.0654 0.0654
Adj. R-squared 0.0632 0.0632