你好
我有一个联立方程式如下
lqgas=a0+a1lpas+a2lgni+a3lpeople+a4lpublic+a5q1gas+a6lqcar+w
lqcar=b0+b1lpas+b2lgni+b3lpeople+b4lq1car+b5ltcpi+b6sars+z
请问一下我要利用工具变数进行panel分析
以下写法是正确的吗
xtivreg lqgas lpeople lpublic lgni lq1gas lpas (lqcar = lq1car ltcpi sars), fe first
在First-stage within regression中
显示出其他不在lqcar模型中的变数
可以不理会吗
如下所是
------------------------------------------------------------------------------
lqcar | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lpeople | -.5245888 .1714765 -3.06 0.004 -.8701769 -.1790007
lpublic | .5575156 .1475186 3.78 0.000 .2602115 .8548197
lgni | .3912403 .0750298 5.21 0.000 .2400277 .542453
lq1gas | .0540419 .0410681 1.32 0.195 -.0287253 .1368092
lpas | .0158629 .044159 0.36 0.721 -.0731337 .1048594
lq1car | .5176418 .0716589 7.22 0.000 .3732229 .6620607
ltcpi | .1594665 .2124522 0.75 0.457 -.2687028 .5876358
sars | .0238205 .0104244 2.29 0.027 .0028116 .0448295
_cons | -1.537833 .6410382 -2.40 0.021 -2.82976 -.245905
-------------+----------------------------------------------------------------
sigma_u | 1.4427478
sigma_e | .01925778
rho | .99982186 (fraction of variance due to u_i)
--------------------------------------------------------------------------
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