我用二阶段最小二乘法做联立方程组的回归,见下表,不太理解上图的回归结果。我只设计了三个方程,为什么回归结果有那么多的方程,似乎每个解释变量和每个被解释变量之间均作为一个回归方程进行了回归,不知是为什么,此外R-sq是通常说的R2吗,其值怎么那么怪异?望高手说明?
reg3 (v6 v7 log_mean v9 _mean = v3) (v3 v6 v7 log_mean v9 = _mean) (_mean v3 v6 log_mean v9 = v7), inst(v
> 6 log_mean v9) 2sls
Two-stage least-squares regression
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Equation Obs Parms RMSE "R-sq" F-Stat P
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v6 19 1 .1802189 -0.1200 1.92 0.1668
v7 19 1 .064299 -0.6097 3.48 0.0634
log_mean 19 1 .5284624 -0.5137 6.09 0.0143
v9 19 1 .2629972 -0.4064 5.18 0.0236
_mean 19 1 .4819649 0.1663 0.89 0.3466
v3 19 1 2.321496 -0.0749 1.74 0.1881
7v6 19 1 .4102484 -4.8040 2.59 0.1091
8v7 19 1 .1002423 -2.9123 2.57 0.1098
9log_mean 19 1 .7163511 -1.7814 2.00 0.1584
10v9 19 1 .2443707 -0.2142 0.55 0.4585
11_mean 19 1 .4951461 0.1201 2.40 0.1228
12v3 19 1 2.327728 -0.0807 2.74 0.0993
13v6 19 1 .1435842 0.2890 15.65 0.0001
14log_mean 19 1 .3685354 0.2638 13.80 0.0002
15v9 19 1 .2216282 0.0013 0.05 0.8243
----------------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
v6 |
v3 | -.0464678 .0335141 -1.39 0.167 -.1124675 .0195319
_cons | .7905139 .1555278 5.08 0.000 .4842313 1.096796
-------------+----------------------------------------------------------------
v7 |
v3 | .0222912 .0119573 1.86 0.063 -.0012564 .0458387
_cons | -.0939342 .0554896 -1.69 0.092 -.2032105 .0153422
-------------+----------------------------------------------------------------
log_mean |
v3 | .2424773 .0982747 2.47 0.014 .048944 .4360106
_cons | 8.358391 .4560597 18.33 0.000 7.460268 9.256514
-------------+----------------------------------------------------------------
v9 |
v3 | .1113462 .0489079 2.28 0.024 .0150314 .2076609
_cons | .071346 .226965 0.31 0.754 -.3756185 .5183105
-------------+----------------------------------------------------------------
_mean |
v3 | -.0845229 .0896278 -0.94 0.347 -.2610279 .0919821
_cons | .851813 .4159327 2.05 0.042 .0327123 1.670914
-------------+----------------------------------------------------------------
v3 |
_mean | -3.839773 2.909786 -1.32 0.188 -9.570046 1.8905
_cons | 6.292524 1.477638 4.26 0.000 3.382595 9.202453
-------------+----------------------------------------------------------------
7v6 |
_mean | .8268611 .5142094 1.61 0.109 -.1857769 1.839499
_cons | .1909605 .2611242 0.73 0.465 -.3232741 .7051951
-------------+----------------------------------------------------------------
8v7 |
_mean | -.2016031 .1256446 -1.60 0.110 -.4490365 .0458302
_cons | .1012857 .0638045 1.59 0.114 -.0243651 .2269365
-------------+----------------------------------------------------------------
9log_mean |
_mean | -1.270061 .8978815 -1.41 0.158 -3.038268 .498147
_cons | 10.04477 .4559593 22.03 0.000 9.14684 10.94269
-------------+----------------------------------------------------------------
10v9 |
_mean | .2273868 .3062966 0.74 0.459 -.3758063 .83058
_cons | .4617641 .1555426 2.97 0.003 .1554525 .7680758
-------------+----------------------------------------------------------------
11_mean |
v7 | -4.580412 2.958218 -1.55 0.123 -10.40606 1.245237
_cons | .5002024 .1148781 4.35 0.000 .2739717 .7264331
-------------+----------------------------------------------------------------
12v3 |
v7 | 23.0076 13.90686 1.65 0.099 -4.379319 50.39452
_cons | 4.340482 .5400528 8.04 0.000 3.276951 5.404014
-------------+----------------------------------------------------------------
13v6 |
v7 | -3.39411 .857834 -3.96 0.000 -5.083451 -1.704768
_cons | .6022817 .0333128 18.08 0.000 .5366785 .6678848
-------------+----------------------------------------------------------------
14log_mean |
v7 | 8.179342 2.20179 3.71 0.000 3.843334 12.51535
_cons | 9.395804 .0855034 109.89 0.000 9.227421 9.564187
-------------+----------------------------------------------------------------
15v9 |
v7 | -.2941925 1.324103 -0.22 0.824 -2.901763 2.313378
_cons | .5711769 .0514196 11.11 0.000 .4699157 .6724381
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Endogenous variables: v7 _mean v3
Exogenous variables: v6 log_mean v9
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