xtreg c fityy-y2007,fe
Fixed-effects (within) regression Number of obs = 660
Group variable: id Number of groups = 30
R-sq: within = 0.5661 Obs per group: min = 22
between = 0.5287 avg = 22.0
overall = 0.5655 max = 22
F(23,607) = 34.43
corr(u_i, Xb) = -0.0028 Prob > F = 0.0000
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c | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
fityy | 4.362449 .5488606 7.95 0.000 3.284553 5.440345
h | 3.774623 .9776801 3.86 0.000 1.854576 5.694669
y1986 | .0220348 .0128657 1.71 0.087 -.0032319 .0473015
y1987 | -.0156248 .0115188 -1.36 0.175 -.0382463 .0069967
y1988 | .0043991 .0115382 0.38 0.703 -.0182605 .0270586
y1989 | -.1039957 .0115108 -9.03 0.000 -.1266014 -.0813899
y1990 | .0018258 .011875 0.15 0.878 -.0214953 .0251469
y1991 | .034463 .0117491 2.93 0.003 .0113892 .0575367
y1992 | -.0026025 .0125252 -0.21 0.835 -.0272005 .0219955
y1993 | .01344 .0121986 1.10 0.271 -.0105166 .0373967
y1994 | .0159108 .0122872 1.29 0.196 -.0082198 .0400414
y1995 | .0079783 .0117294 0.68 0.497 -.0150568 .0310133
y1996 | -.0299764 .0117135 -2.56 0.011 -.0529804 -.0069724
y1997 | -.0004477 .011653 -0.04 0.969 -.0233328 .0224374
y1998 | -.0305468 .0097289 -3.14 0.002 -.0496532 -.0114404
y1999 | -.00828 .0095017 -0.87 0.384 -.0269402 .0103802
y2000 | -.0007516 .0095827 -0.08 0.938 -.0195708 .0180677
y2001 | -.0235624 .0095065 -2.48 0.013 -.042232 -.0048929
y2002 | .0250196 .0095272 2.63 0.009 .0063094 .0437298
y2003 | -.0125282 .009527 -1.32 0.189 -.031238 .0061816
y2004 | -.003903 .0096633 -0.40 0.686 -.0228805 .0150744
y2005 | .0015685 .0095103 0.16 0.869 -.0171086 .0202456
y2006 | -.0045911 .0095012 -0.48 0.629 -.0232502 .014068
y2007 | (dropped)
_cons | .0247346 .0091805 2.69 0.007 .0067052 .042764
-------------+----------------------------------------------------------------
sigma_u | .0044849
sigma_e | .03677601
rho | .01465431 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(29, 607) = 0.33 Prob > F = 0.9997
hausman fe
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
fityy | 4.362449 4.415072 -.0526231 .1507209
h | 3.774623 3.643544 .1310787 .2940168
y1986 | .0220348 .0208508 .0011841 .0030442
y1987 | -.0156248 -.0164069 .0007822 .0026249
y1988 | .0043991 .0036055 .0007935 .0026308
y1989 | -.1039957 -.1047729 .0007772 .0026225
y1990 | .0018258 .000891 .0009348 .0027351
y1991 | .034463 .0335731 .0008899 .0026958
y1992 | -.0026025 -.0037129 .0011104 .0029383
y1993 | .01344 .0124098 .0010303 .0028363
y1994 | .0159108 .0148576 .0010532 .002864
y1995 | .0079783 .007096 .0008823 .0026897
y1996 | -.0299764 -.0308524 .000876 .0026848
y1997 | -.0004477 -.0012983 .0008506 .002666
y1998 | -.0305468 -.0307519 .0002051 .0017936
y1999 | -.00828 -.0082468 -.0000332 .0016675
y2000 | -.0007516 -.0008764 .0001249 .0017132
y2001 | -.0235624 -.0236066 .0000441 .0016702
y2002 | .0250196 .0250947 -.0000751 .001682
y2003 | -.0125282 -.0126031 .0000749 .0016819
y2004 | -.003903 -.0040766 .0001736 .0017578
y2005 | .0015685 .0015171 .0000513 .0016724
y2006 | -.0045911 -.0046227 .0000317 .0016672
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b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtreg
Test: Ho: difference in coefficients not systematic
chi2(23) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 0.22
Prob>chi2 = 1.0000
其中,红色的第一部分说明什么?红色的第二部分是否说明该建立时期固定效应模型?