stata面板数据的固定效应回归结果如下:
Fixed-effects (within) regression Number of obs = 1492 |
Group variable: company Number of groups = 373 |
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R-sq: within = 0.2329 Obs per group: min = 4 |
between = 0.0086 avg = 4.0 |
overall = 0.1406 max = 4 |
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F(4,1115) = 84.62 |
corr(u_i, Xb) = -0.2457 Prob > F = 0.0000 |
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------------------------------------------------------------------------------ |
i | Coef. Std. Err. t P>|t| [95% Conf. Interval] |
-------------+---------------------------------------------------------------- |
lagi | -.2262959 .0322714 -7.01 0.000 -.2896155 -.1629764 |
q | -.1987852 .0140562 -14.14 0.000 -.2263648 -.1712056 |
c | .4258781 .0399539 10.66 0.000 .3474847 .5042715 |
s | .0420486 .0112306 3.74 0.000 .0200132 .064084 |
_cons | .1924736 .0231355 8.32 0.000 .1470795 .2378677 |
-------------+---------------------------------------------------------------- |
sigma_u | .23626226 | | | | | | |
sigma_e | .38637132 | | | | | | |
rho | .27215569 (fraction of variance due to u_i) | | |
------------------------------------------------------------------------------ |
F test that all u_i=0: F(372, 1115) = 1.18 Prob > F = 0.0231 |
我该怎么对回归效果进行分析呢?我要得到的是i与s的系数的正负和显著性,然后整体的回归效果怎么看?R-sq: corr(u_i, Xb) 、F(4,1115)、F(372, 1115)等该怎么看?多大为好呢?谢谢高人指点
[此贴子已经被作者于2009-4-4 14:38:44编辑过]