输出使用eregress输出结果后,其工具变量的有效性怎么评估?是看最后的工具变量误差项与被解释变量误差项的相关系数是否显著吗?[例如 corr(e.f_literacy,e.p_constraint)],此外,DWH检验命令又是如何呢?
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
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p_constraint |
lntotal_income | -.0336516 .0084394 -3.99 0.000 -.0501925 -.0171106
f_literacy | -.3829768 .0846169 -4.53 0.000 -.5488229 -.2171307
_cons | -.3139347 .1466305 -2.14 0.032 -.6013252 -.0265441
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p_demand |
r_attitude | -.1787478 .0184757 -9.67 0.000 -.2149595 -.1425361
lntotal_income | -.0472576 .0052251 -9.04 0.000 -.0574985 -.0370167
_cons | .2428928 .0716825 3.39 0.001 .1023977 .3833878
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f_literacy |
f_average | .8921701 .0187587 47.56 0.000 .8554037 .9289366
lntotal_income | .019165 .0024609 7.79 0.000 .0143417 .0239882
_cons | -.1805457 .0256985 -7.03 0.000 -.2309139 -.1301776
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var(e.f_literacy)| .3587563 .0048061 .3494591 .3683009
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corr(e.p_demand,e.p_constraint)| .6919505 .1190997 5.81 0.000 .3832127 .861609
corr(e.f_literacy,e.p_constraint)| .1752896 .0488259 3.59 0.000 .078228 .2690592
corr(e.f_literacy,e.p_demand)| .0199047 .0130645 1.52 0.128 -.0057086 .045492