问题描述
我正在编码众多面板回归以选择最佳回归-我想选择系数,置信区间和标准误差最显着的回归。但是,我是这个领域的新手,我不知道如何确定最佳模型。
hor3.2.1 <- lp_lin_panel(data_set = panel_exog3,data_sample = "Full",endog_data = "E.tertiary",cumul_mult = TRUE,shock = "lv18_bank_c",diff_shock = FALSE,iv_reg = FALSE,instrum = NULL,panel_model = "within",panel_effect = "individual",robust_cov = "vcovSCC",use_gmm = FALSE,gmm_model = "onestep",gmm_transformation = "d",c_exog_data = control_variables,l_exog_data = NULL,confint = 1.96,hor = 2 )
和
hor3.2.2 <- lp_lin_panel(data_set = panel_exog3,confint = 1.65,hor = 2 )
在这两者之间,如何根据系数,置信区间和标准误知道哪一个是最好的?为什么?
> hor3.2.1
irf_panel_mean
[,1] [,2]
[1,] 0.01985058 -0.9002348
$irf_panel_low
[,1] [,] -1.500735 -2.434239
$irf_panel_up
[,] 1.540436 0.6337696
$reg_summaries
$reg_summaries[[1]]
t test of coefficients:
Estimate Std. Error t value Pr(>|t|)
lv18_bank_c 1.9851e-02 7.7581e-01 0.0256 0.979627
Expense -5.9330e-02 6.7785e-02 -0.8753 0.383097
Credit.private -5.9755e-02 1.6717e-02 -3.5746 0.000498 ***
GC.DOD.TOTL.GD.ZS -3.1708e-02 2.0548e-02 -1.5431 0.125317
GDPpc.LCU 4.6142e-07 4.2205e-07 1.0933 0.276350
Expenditure.educGDP 9.5923e-01 3.5630e-01 2.6922 0.008063 **
Unemployment -4.8990e-02 1.9000e-01 -0.2578 0.796948
polity2 1.6398e-01 1.5014e-01 1.0922 0.276839
lv18_cur_c 5.2604e-01 5.6454e-01 0.9318 0.353218
lv18_sovdebt_c_def 1.8917e+00 6.7538e-01 2.8009 0.005900 **
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
reg_summaries[[2]]
t test of coefficients:
Estimate Std. Error t value Pr(>|t|)
lv18_bank_c -9.0023e-01 7.8266e-01 -1.1502 0.252210
Expense -9.1372e-02 1.3160e-01 -0.6943 0.488750
Credit.private -1.6540e-01 3.6601e-02 -4.5189 1.405e-05 ***
GC.DOD.TOTL.GD.ZS -6.0242e-02 3.9635e-02 -1.5199 0.131014
GDPpc.LCU 1.0925e-06 6.5987e-07 1.6557 0.100260
Expenditure.educGDP 1.9691e+00 6.3030e-01 3.1240 0.002211 **
Unemployment -4.7595e-02 3.2122e-01 -0.1482 0.882446
polity2 2.2510e-01 2.1623e-01 1.0410 0.299844
lv18_cur_c 6.1469e-01 1.3746e+00 0.4472 0.655516
lv18_sovdebt_c_def -4.2490e-01 6.2113e-01 -0.6841 0.495174
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
第二个功能的结果:
> hor3.2.2
$irf_panel_mean
[,] -1.260234 -2.191616
$irf_panel_up
[,] 1.299935 0.3911465
$reg_summaries
$reg_summaries[[1]]
t test of coefficients:
Estimate Std. Error t value Pr(>|t|)
lv18_bank_c 1.9851e-02 7.7581e-01 0.0256 0.979627
Expense -5.9330e-02 6.7785e-02 -0.8753 0.383097
Credit.private -5.9755e-02 1.6717e-02 -3.5746 0.000498 ***
GC.DOD.TOTL.GD.ZS -3.1708e-02 2.0548e-02 -1.5431 0.125317
GDPpc.LCU 4.6142e-07 4.2205e-07 1.0933 0.276350
Expenditure.educGDP 9.5923e-01 3.5630e-01 2.6922 0.008063 **
Unemployment -4.8990e-02 1.9000e-01 -0.2578 0.796948
polity2 1.6398e-01 1.5014e-01 1.0922 0.276839
lv18_cur_c 5.2604e-01 5.6454e-01 0.9318 0.353218
lv18_sovdebt_c_def 1.8917e+00 6.7538e-01 2.8009 0.005900 **
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
$reg_summaries[[2]]
t test of coefficients:
Estimate Std. Error t value Pr(>|t|)
lv18_bank_c -9.0023e-01 7.8266e-01 -1.1502 0.252210
Expense -9.1372e-02 1.3160e-01 -0.6943 0.488750
Credit.private -1.6540e-01 3.6601e-02 -4.5189 1.405e-05 ***
GC.DOD.TOTL.GD.ZS -6.0242e-02 3.9635e-02 -1.5199 0.131014
GDPpc.LCU 1.0925e-06 6.5987e-07 1.6557 0.100260
Expenditure.educGDP 1.9691e+00 6.3030e-01 3.1240 0.002211 **
Unemployment -4.7595e-02 3.2122e-01 -0.1482 0.882446
polity2 2.2510e-01 2.1623e-01 1.0410 0.299844
lv18_cur_c 6.1469e-01 1.3746e+00 0.4472 0.655516
lv18_sovdebt_c_def -4.2490e-01 6.2113e-01 -0.6841 0.495174
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
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