菜鸟不会用stata,只有找老师帮忙做,但是他最近太忙,我又有些结果看不懂,求问各位大神!!
. xtset province year
panel variable: province(unbalanced)
time variable: year, 2006 to 2015
delta: 1 unit
. gen Loutput =L.output
(38 missing values generated)
. gen Y=log(output/Loutput )
(38 missing values generated)
. xtreg Y Loutput,re
Random-effects GLS regression Number of obs = 333
Group variable: province Number of groups = 37
R-sq: within = 0.3410 Obs per group: min= 9
between = 0.0399 avg= 9.0
overall = 0.1076 max= 9
Wald chi2(1) = 39.93
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
Y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Loutput | -.0289139 .0457571 -6.32 0.000 -.3788222 -.1994576
_cons | .2738983 .0433367 6.32 0.000 .1889599 .3588368
-------------+----------------------------------------------------------------
sigma_u | 0
sigma_e | .233923
rho | 0 (fraction of variance due to u_i)
------------------------------------------------------------------------------
Test: Ho: difference in coefficients not systematic
chi2(1) =(b-B)'[(V_b-V_B)^(-1)](b-B)
= 1.77
Prob>chi2 = 0.1254
结果如上,请问
1.这个表示选择随机效应模型、存在绝对β收敛吗?
2. Test: Ho: difference in coefficientsnot systematic
chi2(1) =(b-B)'[(V_b-V_B)^(-1)](b-B)
= 1.77
Prob>chi2 = 0.1254 不懂,,请问什么意思呢?
3.这个没有F检验值和t检验值吗?我看其他文献是有这两个值的。。。