用面板固定效应估计时,一开始发现with-in R^2太小,只有0.002,然后我加入了一个可能比较重要的控制变量,with-R方提高到0.3,但是新加入的变量t值太大,请问这是什么问题,是还缺少核心解释变量吗,谢谢!
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| Robust
lnxtsgd | Coef. Std. Err. t P>|t| [95% Conf. Interval]
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lnswsg | -.1113865 .0039289 -28.35 0.000 -.119087 -.103686
egd | -.0635839 .0032225 -19.73 0.000 -.0698999 -.0572679
sgx | .0071576 .0013572 5.27 0.000 .0044976 .0098177
qaslslt | 4.744022 .0117403 404.08 0.000 4.721012 4.767033
_cons | 1.036215 .0062303 166.32 0.000 1.024004 1.048426
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sigma_u | 1.9836635
sigma_e | .3534494
rho | .96922877 (fraction of variance due to u_i)
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