6# 蓝色
. xtreg rev lag_rev1 month, fe
Fixed-effects (within) regression Number of obs = 3014
Group variable: city Number of groups = 116
R-sq: within = 0.1865 Obs per group: min = 24
between = 0.9999 avg = 26.0
overall = 0.9350 max = 26
F(2,2896) = 331.95
corr(u_i, Xb) = 0.9706 Prob > F = 0.0000
------------------------------------------------------------------------------
rev | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lag_rev1 | .4421772 .0172837 25.58 0.000 .4082876 .4760667
month | 3.861724 1.94316 1.99 0.047 .0516076 7.67184
_cons | 421.0446 20.4937 20.55 0.000 380.8609 461.2283
-------------+----------------------------------------------------------------
sigma_u | 842.99023
sigma_e | 341.22043
rho | .85922324 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(115, 2896) = 9.08 Prob > F = 0.0000
. est store moda
. xtreg cost lag_cost1 month, fe
Fixed-effects (within) regression Number of obs = 2801
Group variable: city Number of groups = 116
R-sq: within = 0.0529 Obs per group: min = 11
between = 0.9991 avg = 24.1
overall = 0.7592 max = 26
F(2,2683) = 74.91
corr(u_i, Xb) = 0.9055 Prob > F = 0.0000
------------------------------------------------------------------------------
cost | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lag_cost1 | .2165843 .0199721 10.84 0.000 .177422 .2557466
month | 16.02502 3.312138 4.84 0.000 9.53042 22.51962
_cons | 480.4979 29.6364 16.21 0.000 422.3854 538.6104
-------------+----------------------------------------------------------------
sigma_u | 1004.4274
sigma_e | 553.2901
rho | .76720233 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(115, 2683) = 12.44 Prob > F = 0.0000
. est store modb
. vuong moda modb
option resid not allowed
r(198);
我的是这样的...
我用reg命令的时候,可以做vuong检验,应该不是升级的问题吧。
但我的数据是面板数据,提示 option rediuals is not allowed.
是我的面板数据做固定效应模型有什么问题吗