跑出来的结果差别特别大,请教各位老师指点一下R语言哪里出错了
原stata命令代码(第一步):
ivregress 2sls y lic cpk hp_w mktdum2-mktdum29 ///
(price_actual = iv2_f_lic iv2_f_cpk iv2_f_hp_w ///
iv3_r_lic iv3_r_cpk iv3_r_hp_w ) ctg2-ctg3, r
est store iv_logit1
STATA结果:
price-subsidy -0.1190*** (0.0239)
license -0.6700 (0.6700)
cost -2.4110*** (0.5080)
hp_w 10.7200*** (2.7070)
对应的R命令代码:
#第一阶段
price_actual_ols_logit1<-lm(price_actual~iv2_f_lic+ iv2_f_cpk+iv2_f_hp_w+iv3_r_lic+ iv3_r_cpk +iv3_r_hp_w,data=data1)
price_actual_hat1<- fitted(price_actual_ols_logit1)
#第二阶段
iv_logit1<-lm(y~lic+cpk+hp_w+(mktdum2-mktdum29)+price_actual_hat+(ctg2-ctg3),data=data1)
summary(iv_logit1)
R命令结果:
Coefficients:
Estimate std. Error t value Pr(>|t|)
(Intercept) -9.1489861 0.1435337 -63.741 < 2e-16 ***
lic 0.9919486 0.1334107 7.435 1.86e- 13 ***
cpk -0.4520132 0.0765885 -5.902 4.55e-09 ***
hp_w 0.7606237 0.1533866 4.959 8.00e-07 ***
mktdum2 -0.4759525 0.3269262 -1.456 0.145672
price_actua1 -0. 0067795 0.0009915 -6.838 1.22e-11 ***
ctg2 0.5332073 0.1469746 3.628 0.000297 ***