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请教大神们,matlab和stata我采用了同样的空间模型进行回归,模型分别来自网上stata和matlab空间杜宾模型回归(双固定)的教程,回归出的各项系数、p值等等都是完全相同的,但是调整R方差了非常多,这是怎么回事呀。。。。。
Matlab
Pooled model with spatially lagged dependent variable, spatial and time period fixed effects
Dependent Variable = lncua (我的被解释变量)
R-squared = 0.9357
corr-squared = 0.3952
Stata
convergence not achieved
Computing marginal effects standard errors using MC simulation...
SDM with spatial and time fixed-effects Number of obs = 390
Group variable: id Number of groups = 30
Time variable: year Panel length = 13
R-sq: within = 0.0278
between = 0.7007
overall = 0.4760