黃河泉 发表于 2017-3-31 06:59 
请将你的指令写出来(包括 xtset ooo xxx)!
. xtset year province
panel variable: year (strongly balanced)
time variable: province, 1 to 31
delta: 1 unit
. tab year,gen(year)
year | Freq. Percent Cum.
------------+-----------------------------------
1998 | 31 5.56 5.56
1999 | 31 5.56 11.11
2000 | 31 5.56 16.67
2001 | 31 5.56 22.22
2002 | 31 5.56 27.78
2003 | 31 5.56 33.33
2004 | 31 5.56 38.89
2005 | 31 5.56 44.44
2006 | 31 5.56 50.00
2007 | 31 5.56 55.56
2008 | 31 5.56 61.11
2009 | 31 5.56 66.67
2010 | 31 5.56 72.22
2011 | 31 5.56 77.78
2012 | 31 5.56 83.33
2013 | 31 5.56 88.89
2014 | 31 5.56 94.44
2015 | 31 5.56 100.00
------------+-----------------------------------
Total | 558 100.00
. xtreg LNUPG LNURB LNCON LNINV LNLAB LNRD LNTRA year2-year18,fe
note: year2 omitted because of collinearity
note: year3 omitted because of collinearity
note: year4 omitted because of collinearity
note: year5 omitted because of collinearity
note: year6 omitted because of collinearity
note: year7 omitted because of collinearity
note: year8 omitted because of collinearity
note: year9 omitted because of collinearity
note: year10 omitted because of collinearity
note: year11 omitted because of collinearity
note: year12 omitted because of collinearity
note: year13 omitted because of collinearity
note: year14 omitted because of collinearity
note: year15 omitted because of collinearity
note: year16 omitted because of collinearity
note: year17 omitted because of collinearity
note: year18 omitted because of collinearity
Fixed-effects (within) regression Number of obs = 558
Group variable: year Number of groups = 18
R-sq: within = 0.6277 Obs per group: min = 31
between = 0.8671 avg = 31.0
overall = 0.6622 max = 31
F(6,534) = 150.07
corr(u_i, Xb) = 0.1487 Prob > F = 0.0000
------------------------------------------------------------------------------
LNUPG | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
LNURB | .0439046 .0062297 7.05 0.000 .0316668 .0561424
LNCON | -.015079 .0058769 -2.57 0.011 -.0266236 -.0035344
LNINV | .0070174 .0043267 1.62 0.105 -.0014821 .0155169
LNLAB | -.0660194 .0109014 -6.06 0.000 -.0874343 -.0446044
LNRD | .0262884 .0024539 10.71 0.000 .0214679 .0311089
LNTRA | .0176212 .0016334 10.79 0.000 .0144126 .0208298
year2 | 0 (omitted)
year3 | 0 (omitted)
year4 | 0 (omitted)
year5 | 0 (omitted)
year6 | 0 (omitted)
year7 | 0 (omitted)
year8 | 0 (omitted)
year9 | 0 (omitted)
year10 | 0 (omitted)
year11 | 0 (omitted)
year12 | 0 (omitted)
year13 | 0 (omitted)
year14 | 0 (omitted)
year15 | 0 (omitted)
year16 | 0 (omitted)
year17 | 0 (omitted)
year18 | 0 (omitted)
_cons | 1.81682 .0305052 59.56 0.000 1.756895 1.876745
-------------+----------------------------------------------------------------
sigma_u | .00772282
sigma_e | .02756349
rho | .07278835 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(17, 534) = 1.91 Prob > F = 0.0149