1、在使用固定效应模型时,使用xtreg ,fe 出现的结果中最下面一行没有列示F值,必须要去掉fe.
2、在使用xtabond时,下面也没有出现sargan 检验,而且里面的变量也发生了变化,就是以abdata.dta为例子做的,和书上的结果都不同。这是为什么,是我命令安装的不对还是其他原因?谢谢指点!
xtabond n l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2)
Arellano-Bond dynamic panel-data estimation Number of obs = 611
Group variable: id Number of groups = 140
Time variable: year
Obs per group: min = 4 avg = 4.364286 max = 6
Number of instruments = 41 Wald chi2(15) = 1624.40
Prob > chi2 = 0.0000
One-step results
n Coef. Std. Err. z P>z [95% Conf. Interval] 书上结果是:D.n
n n
L1. .7080866 .1456767 4.86 0.000 .4225654 .9936077 LD
L2. -.0886343 .0448856 -1.97 0.048 -.1766084 -.0006602 L2D
w w
--. -.605526 .0661685 -9.15 0.000 -.7352138 -.4758382 D1
L1. .4096717 .1082166 3.79 0.000 .197571 .6217723 LD
k
--. .3556407 .037385 9.51 0.000 .2823674 .428914 D1
L1. -.0599314 .0566394 -1.06 0.290 -.1709425 .0510797 LD
L2. -.0211709 .0418278 -0.51 0.613 -.1031519 .0608101 L2D
ys ys
--. .6264699 .1349141 4.64 0.000 .3620432 .8908967 D1
L1. -.7231751 .1846245 -3.92 0.000 -1.085033 -.3613177 LD
L2. .1179079 .1441364 0.82 0.413 -.1645943 .4004101 L2D
yr1980 .0113066 .0140743 0.80 0.422 -.0162786 .0388917 yr1980
yr1981 -.0212183 .0206732 -1.03 0.305 -.0617371 .0193005 D1
yr1982 -.034952 .0221406 -1.58 0.114 -.0783467 .0084427 yr1981
yr1983 -.0287094 .0251748 -1.14 0.254 -.078051 .0206323 D1
yr1984 -.014862 .0284833 -0.52 0.602 -.0706883 .0409642 yr1982
_cons 1.03792 .6221795 1.67 0.095 -.1815295 2.257369 D1
........
Instruments for differenced equation
GMM-type: L(2/.).n
Standard: D.w LD.w D.k LD.k L2D.k D.ys LD.ys L2D.ys D.yr1980 D.yr1981 D.yr1982 D.yr1983 D.yr1984
Instruments for level equation
Standard: _cons