stata做固定效应模型和随机效应模型回归结果一样怎么办

hejiyan

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收藏 2019-03-05

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如题我在做回归的时候选择了固定效应和随机效应但是结果完全一样请问各位老师这个是什么原因啊
STATA命令如下：
xtreg lren_realgdp1 edu pro_fixed open pro_gov road i.year if year<2005 ,fe
xtreg lren_realgdp1 edu pro_fixed open pro_gov road i.id i.year if year<2005 ,re
两个命令得出来的结果完全一样的，请问下这个是什么原因啊

最佳答案

ruyixue 查看完整内容

Please check this file for your reference: https://www.princeton.edu/~otorres/Panel101.pdf There are two reasons for the same results: 1. Use fixed-effects (FE) whenever you are only interested in analyzing the impact of variables that vary over time. Therefore, if there is no impact of time-variant variables, FE and RE are same. 2. You can use the same results to justify your method selection.

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ruyixue

2019-3-5 00:18:33

Please check this file for your reference: https://www.princeton.edu/~otorres/Panel101.pdf
There are two reasons for the same results:
1. Use fixed-effects (FE) whenever you are only interested in analyzing the impact of variables that vary over time. Therefore, if there is no impact of time-variant variables, FE and RE are same.
2. You can use the same results to justify your method selection.

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