黃河泉 发表于 2018-4-4 16:35 
Great! I'll do that as well.
可是我又出现新的问题,还想麻烦一下老师有空解答疑惑

我用对数模型回归,无论选择固定效应还是随机效应,结果总是拟合优度很低,有两三个解释变量的回归系数不显著,结果如图
我尝试添加了lnofdi 的滞后项L.lnofdi ,发现拟合优度R^2显著由提高到0.9,但同时不显著的变量回归系数更多了;
. . xtreg lnofdi L.lnofdi lnair lnict lnpower lngdp lnresource lnopen
Random-effects GLS regression Number of obs = 250
Group variable: ctry Number of groups = 25
R-sq: Obs per group:
within = 0.7744 min = 10
between = 0.9938 avg = 10.0
overall = 0.9273 max = 10
Wald chi2(7) = 3084.54
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
lnofdi | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnofdi |
L1. | .9141726 .0231847 39.43 0.000 .8687314 .9596138
|
lnair | .0311075 .0195193 1.59 0.111 -.0071496 .0693645
lnict | -.0749671 .0397694 -1.89 0.059 -.1529137 .0029795
lnpower | .3788183 .1890692 2.00 0.045 .0082496 .7493871
lngdp | -.2724284 .160623 -1.70 0.090 -.5872438 .0423869
lnresource | -.0557918 .03207 -1.74 0.082 -.1186477 .0070642
lnopen | -.0878845 .1152619 -0.76 0.446 -.3137937 .1380248
_cons | 1.166367 .6155426 1.89 0.058 -.0400748 2.372808
-------------+----------------------------------------------------------------
sigma_u | 0
sigma_e | .62433105
rho | 0 (fraction of variance due to u_i)
------------------------------------------------------------------------------
我也试过剔除lnpower,结果是回归系数都显著了,但R^2基本不变,依旧很低。如图
这是为什么呢?怎么弥补呢?问题有点长 ,麻烦老师了,谢谢!