在进行面板
数据分析中,考虑异方差,自相关及截面相关,采用
[size=10.909pt]Driscoll and Kraay稳健标准误,得出的结果比普通标准误小,该怎么解释,请教一下论坛大神
[size=10.909pt]
普通标准误结果 lny1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnlabor | .1110635 .0514953 2.16 0.032 .0095578 .2125692
lncapital | .2488992 .0813961 3.06 0.003 .0884541 .4093443
lnedu | .3418066 .100883 3.39 0.001 .1429497 .5406635
lnurban | .8203725 .6637171 1.24 0.218 -.4879226 2.128668
lngdp | -.6677156 .1361331 -4.90 0.000 -.9360564 -.3993749
lnexport | -.0552013 .0623699 -0.89 0.377 -.1781426 .06774
lnfdi | -.0205716 .0138965 -1.48 0.140 -.0479638 .0068207
_cons | -.7621203 2.978732 -0.26 0.798 -6.633689 5.109448
稳健标准误结果
| Drisc/Kraay
lny1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnlabor | .1110635 .0237877 4.67 0.010 .0450183 .1771087
lncapital | .2488992 .0303452 8.20 0.001 .1646473 .3331511
lnedu | .3418066 .0390684 8.75 0.001 .2333352 .450278
lnurban | .8203725 .1409784 5.82 0.004 .4289538 1.211791
lngdp | -.6677156 .0600245 -11.12 0.000 -.8343704 -.5010608
lnexport | -.0552013 .0271664 -2.03 0.112 -.1306273 .0202247
lnfdi | -.0205716 .0152621 -1.35 0.249 -.062946 .0218029
_cons | -.7621203 1.564261 -0.49 0.652 -5.105205 3.580965