做了单位根检验后发现不存在单位根,数据平稳后,进行固定效应回归后发现有部分变量p值过大,不显著。请问有什么方法可以使这些变量显著呢?
求助各位大神!
以下为两个命令的回归结果:
. xtreg lnex lnrw lnhw lngdp pip tip,fe
Fixed-effects (within) regression Number of obs = 300
Group variable: provin Number of groups = 30
R-sq: Obs per group:
within = 0.6237 min = 10
between = 0.4833 avg = 10.0
overall = 0.4927 max = 10
F(5,265) = 87.84
corr(u_i, Xb) = 0.1000 Prob > F = 0.0000
lnex Coef. Std. Err. t P>t [95% Conf. Interval]
lnrw .190194 .1601851 1.19 0.236 -.1252035 .5055915
lnhw .2469541 .32006 0.77 0.441 -.3832301 .8771383
lngdp .4013193 .1026894 3.91 0.000 .1991284 .6035102
pip -.0709049 .0161204 -4.40 0.000 -.1026452 -.0391646
tip -.0036791 .0063527 -0.58 0.563 -.0161873 .0088291
_cons 6.55223 1.889597 3.47 0.001 2.831695 10.27276
sigma_u 1.074374
sigma_e .26293482
rho .94349034 (fraction of variance due to u_i)
F test that all u_i=0: F(29, 265) = 84.77 Prob > F = 0.0000
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. xtreg lnex lnrw lnhw lngdp pip tip,fe vce(robust)
Fixed-effects (within) regression Number of obs = 300
Group variable: provin Number of groups = 30
R-sq: Obs per group:
within = 0.6237 min = 10
between = 0.4833 avg = 10.0
overall = 0.4927 max = 10
F(5,29) = 29.59
corr(u_i, Xb) = 0.1000 Prob > F = 0.0000
(Std. Err. adjusted for 30 clusters in provin)
Robust
lnex Coef. Std. Err. t P>t [95% Conf. Interval]
lnrw .190194 .1642443 1.16 0.256 -.1457234 .5261113
lnhw .2469541 .5057209 0.49 0.629 -.7873613 1.281269
lngdp .4013193 .215432 1.86 0.073 -.0392885 .8419272
pip -.0709049 .0362689 -1.95 0.060 -.1450832 .0032734
tip -.0036791 .0065604 -0.56 0.579 -.0170967 .0097384
_cons 6.55223 3.259493 2.01 0.054 -.1141819 13.21864
sigma_u 1.074374
sigma_e .26293482
rho .94349034 (fraction of variance due to u_i)