ivreg2:两阶段最小二乘的命令。(不过在使用之前需要先install一下安装包才可以用,也是先help ivreg2然后找到安装包就可以用)
ivreg是变量的名称,不同的系统会有差异。
执行结果如下:
(1)
ivregress 2sls lnprca mon tues wed thurs (lnqtya = lnwave2 lnwave3 lnspeed2 lnspeed3)
Instrumental variables (2SLS) regression Number of obs = 97
Wald chi2(5) = 8.82
Prob > chi2 = 0.1163
R-squared = .
Root MSE = .66038
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lnprca | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnqtya | -.7623633 .2614757 -2.92 0.004 -1.274846 -.2498803
mon | -.4652058 .2571867 -1.81 0.070 -.9692825 .0388708
tues | -.628266 .2956193 -2.13 0.034 -1.207669 -.0488627
wed | -.3647018 .2439229 -1.50 0.135 -.8427819 .1133783
thurs | -.0730545 .2139729 -0.34 0.733 -.4924336 .3463246
_cons | 5.760957 2.079069 2.77 0.006 1.686056 9.835858
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Instrumented: lnqtya
Instruments: mon tues wed thurs lnwave2 lnwave3 lnspeed2 lnspeed3
(2)
ivreg lnprca mon tues wed thurs (lnqtya = lnwave2 lnwave3 lnspeed2 lnspeed3)
Instrumental variables (2SLS) regression
Source | SS df MS Number of obs = 97
-------------+------------------------------ F( 5, 91) = 1.66
Model | -25.0643575 5 -5.0128715 Prob > F = 0.1535
Residual | 42.3013548 91 .464850053 R-squared = .
-------------+------------------------------ Adj R-squared = .
Total | 17.2369973 96 .179552055 Root MSE = .6818
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lnprca | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnqtya | -.7623633 .2699582 -2.82 0.006 -1.298602 -.2261244
mon | -.4652058 .26553 -1.75 0.083 -.9926486 .062237
tues | -.628266 .3052095 -2.06 0.042 -1.234527 -.0220048
wed | -.3647018 .251836 -1.45 0.151 -.864943 .1355394
thurs | -.0730545 .2209143 -0.33 0.742 -.5118737 .3657646
_cons | 5.760957 2.146516 2.68 0.009 1.497166 10.02475
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Instrumented: lnqtya
Instruments: mon tues wed thurs lnwave2 lnwave3 lnspeed2 lnspeed3
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