分析面板数据时怎么确定是用变截距还是变系数阿

来源:百度知道 编辑:UC知道 时间:2024/05/09 13:33:10
分析面板数据时怎么确定是用变截距还是变系数阿

. webuse invest2

. xtrc invest market stock

Random-coefficients regression Number of obs = 100
Group variable: company Number of groups = 5

Obs per group: min = 20
avg = 20.0
max = 20

Wald chi2(2) = 17.55
Prob > chi2 = 0.0002

------------------------------------------------------------------------------
invest | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
market | .0807646 .0250829 3.22 0.001 .0316031