铁锷未残 发表于 2018-9-11 12:10 
不明白你的意思,请将命令和运行的结果截图上来。
. 比如说用xtscc这个命令检验,结果lnifdi是不显著的,但是单纯面板回归用xtreg命令lnifdi结果是显著的。那这样的结果是可以用来写论文吗?
. xtscc lnstudent lnifdi lntrade lngdpp lnopen distance,fe
Regression with Driscoll-Kraay standard errors Number of obs = 720
Method: Fixed-effects regression Number of groups = 40
Group variable (i): cntry F( 5, 39) = 1219.81
maximum lag: 2 Prob > F = 0.0000
within R-squared = 0.8083
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| Drisc/Kraay
lnstudent | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnifdi | -.0114801 .0182988 -0.63 0.534 -.0484929 .0255326
lntrade | .6399935 .0513984 12.45 0.000 .5360304 .7439565
lngdpp | .8640511 .1551706 5.57 0.000 .5501889 1.177913
lnopen | -.0294089 .0692714 -0.42 0.674 -.1695235 .1107057
distance | -.0000557 .000082 -0.68 0.501 -.0002215 .0001102
_cons | -7.841648 .4714836 -16.63 0.000 -8.795313 -6.887982
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. xtreg lnstudent lnifdi lntrade lngdpp lnopen distance
Random-effects GLS regression Number of obs = 720
Group variable: cntry Number of groups = 40
R-sq: Obs per group:
within = 0.7963 min = 18
between = 0.6761 avg = 18.0
overall = 0.6741 max = 18
Wald chi2(5) = 2492.52
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
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lnstudent | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnifdi | -.0705197 .0157346 -4.48 0.000 -.1013589 -.0396805
lntrade | .8084779 .0383543 21.08 0.000 .7333048 .883651
lngdpp | .372718 .0750396 4.97 0.000 .225643 .519793
lnopen | -.0597675 .0502462 -1.19 0.234 -.1582483 .0387133
distance | -.0001222 .0000379 -3.22 0.001 -.0001965 -.0000479
_cons | -5.234382 .4183719 -12.51 0.000 -6.054376 -4.414388
-------------+----------------------------------------------------------------
sigma_u | .73038388
sigma_e | .57307553
rho | .61895273 (fraction of variance due to u_i)
------------------------------------------------------------------------------
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