做不平衡面板数据的回归 出现以下结果 看不懂。。。希望大侠帮助~~
tsset id year
panel variable: id (unbalanced)
time variable: year, 2006 to 2011, but with gaps
delta: 1 unit
. xtscc f1 nbe nde rd alr scal na
_TS_p_delta_getnumb(): 3499 strtoreal() not found
_TS_p_delta_increment(): – function returned error
_TS_p_delta(): – function returned error
<istmt>: – function returned error
以上是我的运行结果…
_TS_p_delta_getnumb(): 3499 strtoreal() not found
_TS_p_delta_increment(): – function returned error
_TS_p_delta(): – function returned error
<istmt>: – function returned error
请问这个是什么意思?是不是我的数据的问题? 附件是部分数据 请大侠帮忙
主程序没法升级..但是xtscc命令的部分全部装好了 不知道是什么原因,我用的是stata12 后来用stata11也做了一下,返回结果是一样的。翻了help文件也不知道怎么回事,
. clear
. import excel “D:tempdata_help.xlsx”, sheet(“Sheet1”) firstrow
. rename _all, lower
. des
Contains data
obs: 762
vars: 9
size: 43,434
—————————————————————————————————
storage display value
variable name type format label variable label
—————————————————————————————————
id str6 %9s ID
year int %10.0g YEAR
f1 double %10.0g f1
nbe double %10.0g NBe
nde double %10.0g NDe
rd double %10.0g R&D
alr double %10.0g ALR
scal double %10.0g SCAL
na byte %10.0g NA
—————————————————————————————————
Sorted by:
Note: dataset has changed since last saved
.
. destring id,replace
id has all characters numeric; replaced as long
.
. tsset id year
panel variable: id (unbalanced)
time variable: year, 2006 to 2011, but with gaps
delta: 1 unit
. xtscc f1 nbe nde rd alr scal na
Regression with Driscoll-Kraay standard errors Number of obs = 762
Method: Pooled OLS Number of groups = 228
Group variable (i): id F( 6, 227) = 497.85
maximum lag: 2 Prob > F = 0.0000
R-squared = 0.0452
Root MSE = 0.9810
——————————————————————————
| Drisc/Kraay
f1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
————-+—————————————————————-
nbe | -.0066432 .0052169 -1.27 0.204 -.0169229 .0036365
nde | -.002377 .0041905 -0.57 0.571 -.0106342 .0058802
rd | 5.49e-07 4.22e-07 1.30 0.195 -2.83e-07 1.38e-06
alr | -.0057797 .0007994 -7.23 0.000 -.0073549 -.0042044
scal | .0000585 6.02e-06 9.72 0.000 .0000466 .0000704
na | -.1142652 .0395334 -2.89 0.004 -.1921645 -.0363658
_cons | .2678109 .0425248 6.30 0.000 .1840172 .3516047
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