想要得到回归自变量的系数,使用_b[x1]的话只能最后一年,想要每一年对应每一年的,可以做到吗。还是需要分年来做了。。。。。数据如下图,就是想得到每一年的X1、X2、X3的系数
year = 2010, ind = c
Source | SS df MS Number of obs = 352
-------------+---------------------------------- F(3, 348) = 8.05
Model | .207326882 3 .069108961 Prob > F = 0.0000
Residual | 2.98846588 348 .008587546 R-squared = 0.0649
-------------+---------------------------------- Adj R-squared = 0.0568
Total | 3.19579277 351 .009104823 Root MSE = .09267
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y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x1 | -3215956 5486306 -0.59 0.558 -1.40e+07 7574534
x2 | .0327677 .0098759 3.32 0.001 .0133436 .0521917
x4 | -.0889873 .0249083 -3.57 0.000 -.137977 -.0399976
_cons | .0300595 .0107276 2.80 0.005 .0089603 .0511586
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-> year = 2011, ind = c
Source | SS df MS Number of obs = 353
-------------+---------------------------------- F(3, 349) = 180.46
Model | 7.20147714 3 2.40049238 Prob > F = 0.0000
Residual | 4.64229968 349 .013301718 R-squared = 0.6080
-------------+---------------------------------- Adj R-squared = 0.6047
Total | 11.8437768 352 .033647093 Root MSE = .11533
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y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x1 | 7090395 7725270 0.92 0.359 -8103547 2.23e+07
x2 | -.0193722 .0009728 -19.91 0.000 -.0212854 -.017459
x4 | -.1663484 .0342385 -4.86 0.000 -.2336881 -.0990088
_cons | .0678789 .0127534 5.32 0.000 .0427957 .0929621
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-> year = 2012, ind = c
Source | SS df MS Number of obs = 353
-------------+---------------------------------- F(3, 349) = 94.45
Model | 6.05705496 3 2.01901832 Prob > F = 0.0000
Residual | 7.46016575 349 .021375833 R-squared = 0.4481
-------------+---------------------------------- Adj R-squared = 0.4434
Total | 13.5172207 352 .038401195 Root MSE = .1462
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y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x1 | -8.11e+07 1.32e+07 -6.13 0.000 -1.07e+08 -5.50e+07
x2 | -.04569 .0066137 -6.91 0.000 -.0586978 -.0326823
x4 | -.2278938 .0484217 -4.71 0.000 -.3231289 -.1326587
_cons | .1012408 .0174936 5.79 0.000 .0668346 .1356469
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-> year = 2013, ind = c
Source | SS df MS Number of obs = 352
-------------+---------------------------------- F(3, 348) = 2.50
Model | .104144466 3 .034714822 Prob > F = 0.0596
Residual | 4.8379648 348 .013902198 R-squared = 0.0211
-------------+---------------------------------- Adj R-squared = 0.0126
Total | 4.94210927 351 .014080083 Root MSE = .11791
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y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x1 | 2.21e+07 1.14e+07 1.93 0.054 -398832.9 4.46e+07
x2 | -.0075528 .0160364 -0.47 0.638 -.0390932 .0239875
x4 | -.0642721 .0369144 -1.74 0.083 -.1368755 .0083313
_cons | .0030376 .0141529 0.21 0.830 -.0247984 .0308736
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-> year = 2014, ind = c
Source | SS df MS Number of obs = 353
-------------+---------------------------------- F(3, 349) = 27.31
Model | .353388384 3 .117796128 Prob > F = 0.0000
Residual | 1.50536332 349 .004313362 R-squared = 0.1901
-------------+---------------------------------- Adj R-squared = 0.1832
Total | 1.85875171 352 .005280545 Root MSE = .06568
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y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x1 | 2503567 7051280 0.36 0.723 -1.14e+07 1.64e+07
x2 | .0492326 .011525 4.27 0.000 .0265655 .0718998
x4 | -.1642818 .0218867 -7.51 0.000 -.2073282 -.1212353
_cons | .0352501 .0080996 4.35 0.000 .01932 .0511802
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