model=1;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);
results=ols(ywith,xwith);
vnames=strvcat('Efficiency','intercept','Ind_Rate','Gov_Rate','Gov_ins','Ind_ins','Open','Infra','LogEDU','LogGDP');
prt_reg(results,vnames);
sfe=meanny-meannx*results.beta; % including the constant term
yme = y - mean(y);
et=ones(T,1);
error=y-kron(et,sfe)-x*results.beta;
rsqr1 = error'*error;
rsqr2 = yme'*yme;
FE_rsqr2 = 1.0 - rsqr1/rsqr2 % r-squared including fixed effects
sige=results.sige*((nobs-K)/nobs);
logliksfe=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'*results.resid
LMsarsem_panel(results,W,ywith,xwith); % (Robust) LM tests
Wrong # of variable names in prt_reg -- check vnames argument
will use generic variable names
Ordinary Least-squares Estimates
R-squared = 0.8506
Rbar-squared = 0.8441
sigma^2 = 0.0007
Durbin-Watson = 1.6125
Nobs, Nvars = 168, 8
***************************************************************
Variable Coefficient t-statistic t-probability
variable 1 -0.071283 -2.106649 0.036708
variable 2 -0.028105 -1.185648 0.237519
variable 3 0.011321 1.547586 0.123698
variable 4 0.128771 2.086547 0.038515
variable 5 -0.063820 -2.052015 0.041798
variable 6 -0.062428 -0.656308 0.512569
variable 7 0.022211 3.007488 0.003060
variable 8 0.122789 12.969052 0.000000
FE_rsqr2 =0.9671
logliksfe =
378.8157
LM test no spatial lag, probability = 60.0669, 0.000
robust LM test no spatial lag, probability = 189.0424, 0.000
LM test no spatial error, probability = 4.8949, 0.027
robust LM test no spatial error, probability = 133.8704, 0.000
请问这是什么意思FE_rsqr2 =0.9671?还有随机效用模型估计结果中总是出现teta变量,又是什么意思?求解答,解惑者会得到20论坛币作为酬劳。谢谢