空间和时间

固定效应模型

时间和空间固定

效应模型纠偏估计

空间随机效应和

时间固定效应模型

X

2.8259^*** (14.5647)

2.8033^*** (13.9519)

2.8337^*** (14.1022)

M

−2.2641^*** (−9.0235)

−2.2402^*** (−8.6201)

−2.2525^*** (−8.6763)

W*X

−0.5622 (−1.3623)

−0.7757^* (−1.8376)

−0.3288 (−0.7665)

W*M

0.2402 (0.4447)

0.4169 (0.7489)

0.1054 (0.18849)

W*GDP

0.5503^*** (13.0194)

0.6136^*** (15.9406)

0.4973^*** (11.0262)

R-squared

0.9446

0.9456

0.9139

corr-squared

0.5437

0.5437

0.5489

log-likelihood

−4711.1883

−4711.2200

−4786.8904

Wald_spatial_lag

13.4719^***

20.1483^***

5.0775^*

Wald_spatial_error

12.6306^***

10.4771^***

17.5971^***

LR_spatial_lag

2.4884

2.5403

4.7101^*

LR_spatial_error

2.7502

2.7296

11.8253^***

Hausman检验

79.3895^***

X的直接效应

3.0182^*** (13.7904)

3.0036^*** (12.7594)

2.9873^*** (14.1258)

X的间接效应

2.05887^** (2.3643)

2.3142^** (2.2319)

2.0299^** (2.6577)

X的总效应

5.0770^*** (5.1260)

5.3178^*** (4.5127)

5.0172^*** (5.7567)

M的直接效应

−2.4662^*** (−8.7113)

−2.4471^*** (−7.9736)

−2.3970^*** (−8.6656)

M的间接效应

−2.0984^* (−1.7708)

−2.3613 (−1.6756)

−1.9153^* (−1.8435)

M的总效应

−4.5647^*** (−3.4003)

−4.8085^*** (−3.0059)

−4.3123^*** (−3.6497)