调节变量不显著，自变量不显著，该如何处理数据或者模型？

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收藏 2017-12-14

	(1)	(2)	(3)	(1)	(2)	(3)	(1)	(2)	(3)	(1)	(2)	(3)
	m1	m2	m3	m1	m2	m3	m1	m2	m3	m1	m2	m3
VARIABLES	roic	roic	roic	roic	roic	roic	roic	roic	roic	roic	roic	roic

doic	-0.127	-0.116	-0.150	-0.0165	-0.0361	-0.0309	-0.0776	-0.0556	-0.0836	0.0382***	0.0325**	0.0347**
	(0.155)	(0.153)	(0.154)	(0.0415)	(0.0411)	(0.0414)	(0.145)	(0.143)	(0.144)	(0.0143)	(0.0141)	(0.0142)
doic2	0.000131	0.000159	0.000176	0.000174	0.000219*	0.000209*
	(0.000147)	(0.000145)	(0.000146)	(0.000125)	(0.000123)	(0.000124)
lnscale	2.240***	2.654***	2.107***	2.242***	2.654***	2.109***	2.236***	2.653***	2.103***	2.235***	2.652***	2.101***
	(0.336)	(0.218)	(0.336)	(0.336)	(0.218)	(0.336)	(0.336)	(0.218)	(0.336)	(0.336)	(0.217)	(0.336)
lnage	-12.11***	-2.249**	-10.17***	-12.24***	-2.248**	-10.31***	-12.10***	-2.247**	-10.15***	-12.31***	-2.252**	-10.47***
	(2.225)	(1.132)	(3.269)	(2.221)	(1.129)	(3.262)	(2.224)	(1.130)	(3.269)	(2.221)	(1.128)	(3.262)
lnexp	2.026*	-0.227	1.649	2.083*	-0.229	1.670	2.028*	-0.206	1.658	2.127*	-0.196	1.708
	(1.155)	(0.923)	(1.457)	(1.153)	(0.922)	(1.457)	(1.155)	(0.922)	(1.457)	(1.153)	(0.921)	(1.457)
sst	-0.962	-0.828	0.0267	-0.981	-0.832	0.0179	-0.931	-0.800	0.0659	-0.921	-0.765	0.0859
	(1.041)	(0.985)	(1.078)	(1.040)	(0.984)	(1.078)	(1.040)	(0.984)	(1.078)	(1.040)	(0.984)	(1.077)
slack	-0.241***	-0.224***	-0.240***	-0.240***	-0.223***	-0.238***	-0.241***	-0.224***	-0.240***	-0.240***	-0.223***	-0.238***
	(0.0128)	(0.0102)	(0.0128)	(0.0128)	(0.0102)	(0.0128)	(0.0128)	(0.0102)	(0.0128)	(0.0128)	(0.0102)	(0.0128)
ki	-1.037	1.231	-0.658	-1.124	1.141	-0.708	-0.964	1.286	-0.565	-1.160	1.065	-0.754
	(1.932)	(1.708)	(1.931)	(1.921)	(1.700)	(1.922)	(1.930)	(1.707)	(1.930)	(1.922)	(1.699)	(1.922)
hhi	9.974	-3.340	10.63	10.20	-3.323	10.82	9.882	-3.378	10.49	10.34	-3.375	10.94
	(11.83)	(4.397)	(11.78)	(11.82)	(4.386)	(11.77)	(11.83)	(4.391)	(11.78)	(11.82)	(4.382)	(11.77)
slackdoic	0.00188	0.00154	0.00194				0.00182	0.00147	0.00186
	(0.00206)	(0.00203)	(0.00205)				(0.00206)	(0.00203)	(0.00205)
kidoic	0.0688	0.0326	0.0826				0.0289	-0.0161	0.0288
	(0.150)	(0.148)	(0.149)				(0.143)	(0.141)	(0.142)
Constant	-13.28	-30.68***	-15.38	-13.38	-30.74***	-15.34	-13.15	-30.69***	-15.25	-13.29	-30.72***	-14.99
	(13.59)	(6.923)	(15.79)	(13.59)	(6.908)	(15.79)	(13.59)	(6.915)	(15.79)	(13.59)	(6.903)	(15.79)

Observations	2,810	2,810	2,810	2,810	2,810	2,810	2,810	2,810	2,810	2,810	2,810	2,810
R-squared	0.150		0.165	0.150		0.164	0.150		0.164	0.149		0.164
Number of stkcd	281	281	281	281	281	281	281	281	281	281	281	281
Standard errors in parentheses
* p<0.01, p<0.05, * p<0.1

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不道使车遥8

2017-12-14 14:22:34

做了hausman检验，应该使用固定效应模型，接下来做了回归，分别用了个体固定、时间固定和双固定模型，但是自变量都不显著，加入调节变量和自变量的交互项之后，自变量变得更加不显著。
请问各位老师，我应该怎么办呢？该怎么处理数据或者调整模型呢？参考的paper做出来的结果都是很好的，不知道该怎么办啊，就要交论文了，在线等，急。