Ivreg2 last estimates not found. In the command pane: Aug 22, 2023 · For ivreg2 I installed using ssc install ivreg2. ster not found; • last estimates not found; • 求助 使用循环命令显示last estimates not found怎么办; • 新手求教，请问输入rvfplot，yline（0）之后报错显示last estimates not found; • 用stata估计残差的时候，出现last estimates not found是为 The last two sections provide a summary of ivreg2 estimation options and syntax diagrams for all programs in the extended ivreg2 suite. I can save residuals from reghdfe without a problem. last estimates not found r(301); I then installed -dmexogxt- and tried: dmexogxt lreptextg but got the following error: dmexogxt only works after xtivreg, fe last estimates not found r(301); Something similar seems to occur when I try to use the -overid, all- command, although for me this is not essential, I only use it as a check. I am so glad you pointed this out. ssc install github. The spirit is right, but you need to pass the contents of depvar as well. Hope For simple status reports, set verbose to 1. This module estimates the structural quantile functions defined by Chernozhukov and Hansen (2008) using the method of Machado and Santos Silva (forthcoming in the Journal of Econometrics ). Oct 14, 2019 · Thank you. particularly useful when the user has a rank-deficient estimate of the covariance matrix of orthogonality conditions (common with the cluster option and single-ton dummy variables). Weak identification test (Cragg-Donald Wald F statistic): 31. As you point out, it takes some effort or experimentation to extract this information from the - ivreg2- help file. Mar 7, 2007 · Abstract. Andrew Musau. I think the "last estimates not found" error I'm getting traces to a reghdfe, requirements call. aweights are not allowed with the jackknife prefix; see[R] jackknife. For this reason, marginsplot needs. net install reghdfe, from(https://raw. You can help adding them by using this form . perfect and coeflegend do not appear in the dialog box. Try this demo: That is, . 187 (not significant) 2. 2. I have literally the exact same lines of code above in my question. 这是加了absorb的↓这是不加的↓,经管之家 (原人大经济论坛) As the default for ivreg2 is to produce large sample estimates, your test results and standard errors will not be affected by the transformation. ivreg2 cinf unem, bw(3) > . -ivregress- is "too new" for -overid-. Alternatively, you can explain the issue, and then discuss dy/dx2 at different values of x1. When installing ivreg2 the first time, I used find it and then installed one of the available options. This seems to be related to line 2285 in the ivreghdfe. In the meantime, you can use ivreg or ivreg2 to do the estimation. You can browse but not post. r(199); Edit: the same model is estimated with no problems in Stata 14. Check out the help file examples of -ivreg2-, and you'll see an example in the list of how to mimic a Durbin-Wu-Hausman endogeneity test using this option. LIML, OLS and IV/2SLS are examples of k-class estimators. 19 Sep 2015, 03:30. eststo model_1: regress short_phys ever_attend_tk, vce (robust) May 12, 2020 · As the description of xtivreg2 says, it is the wrapper of ivreg2. However, you have an easy alternative, which is to use the -orthog()- option of -xtivreg2- to conduct your endogeneity tests. Here is an example: In this example, the differences between the two sets of estimates are minimal. fitted. Sep 8, 2016 · Problem with ivreg2 (struct ms_vcvorthog undefined) 08 Sep 2016, 08:24. It seems ivhettest does not handle factor variables. 93. As the default for > ivreg2 > is to produce large sample estimates, your test results and standard > errors > will not be affected by the transformation. 12 and livreg2 Mata library 1. 5e+08 Prob > F = 0. It provides additional features, such as testing for endogeneity, weak instruments, and overidentification. Try dropping one or more estimation results using -estimates drop-, using the -savefprefix- option, or using shorter variable names. I've tried uninstalling everything (ftools, reghdfe, ivreghdfe) and reinstalling from github to no avail. ivhettest not working after ivreg2 02 Jan 2017, 17:02. this, just add a required argument to ajuste. ivreg2 cinf unem . ivreg28 supports the same command syntax as official ivreg and supports (almost) all of its options. The F-stat is usually compared to critical value thresholds given in Stock and Yogo (2005), which are helpfully provided in the output of ivreghdfe/ivreg2, rather than reported as a p-value. time it shows the elapsed time at different steps of the estimation. ivreg cinf unem > . Description. And I have two questions when implementing this: (1) Negative Delta. These are reported by the Stata program ivreg2 when the ffirst option is specified, and include the partial R2 and first-stage F-statistics on excluded instruments. The call to clear prior to calling estimates use drops the dataset from memory. Hi all Feb 2, 2022 · When I run ivreg2 y (x=z), small in Stata the results seem alike. Schaffer and Steven Stillman}, journal={Statistical Software Components}, year={2006 Jun 13, 2022 · Estimates efficient for homoskedasticity only Statistics robust to heteroskedasticity and clustering on ts and kernel-robust to common correlated disturbances (Driscoll-Kraay) kernel=Bartlett; bandwidth=1 time variable (t): ts group variable (i): id Number of clusters (ts) = 40 Number of obs = 578 F( 88, 39) = 1. used to produce the margins results. . I am trying to produce a table with outreg2 for estimates using xtivreg2 (on Stata 13. 3). Corpus ID: 117279769; XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor @article{Schaffer2006XTOVERIDSM, title={XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor}, author={Mark E. Something for my (unfeasibly long) to-do list. 2 IV and GMM estimation GMM was introduced in Hansen (1982). May 24, 2023 · You are not logged in. Then estmate using -ivreg2-, and test using -ivhettest-. I have a panel with the following structure: N=6 T=53 (monthly data). parameter estimates. reg cinf unem > > all yield exactly the same coefficient estimates. However, the overidentification statistic and the Durbin-Wu-Hausman statistic can’t be reported because. Show. 使用ivregdhfe,不加absorb命令可以正常回归，但是加上之后一直报错，请各位老师帮忙看看这是怎么回事呢！. The main extensions 1. Mar 6, 2024 · 发表回复. ) By contrast, if we run . reghdfe is a generalization of areg (and xtreg,fe, xtivreg,fe) for multiple levels of fixed effects (including heterogeneous slopes), alternative estimators (2sls, gmm2s, liml), and additional robust standard errors (multi-way clustering, HAC standard errors, etc). 074 (ie. That is, the do-file needs to see two arguments. *! actest9 2. I switched back to reghdfe 5. regression. corr. ivreg2 cinf unem > . I'm not quite sure how to tell the version of each package, but here are the distribution dates from the ado describe command: For ivreghdfe the distribution date was 20211214. residuals. The resulting estimates are saved in the ereturn list and as a set of estimates named GenInst. We limit our exposition here to the linear case, which is what ivreg2 Sep 8, 2021 · I reran -ivregress- without the cluster option, and you were right, SEs are almost the same as that with -ivreghdfe-, which proves my suspicion that the command "vce (cluster id )" of -ivreghdfe- fail to implement what it is supposed to do. I did both of these today on Stata version 18. it to work properly with svy bootstrap. ivreg cinf unem . 1 and ivreg2 3. I am trying to estimate the impact of opinion polls over the frequency of tweets about inequality by 6 parties. e. 0000 Total (centered) SS = 2033. In other words, can I still include fixed effect with cross-section group without using dummy variable approach with xi:ivreg2 Sep 17, 2014 · Hmm, not sure why this didn't work for me the first time, but thanks. ajuste should not be using the svy prefix if you want. 8995 May 2, 2002 · But analysts’ optimism and use of less sophisticated valuation methods have been found to impede target price informativeness. Hello everyone, I use this code using the data panel, but the results don't come out and it says that Unable to display first-stage estimates; macro e (first) is missing. But you don't show us the exact command you used or the output provided by ivregress. All Time Today Last Week Last Month. Note that, unlike the command ivqreg written by Do Won Kwak, ivqreg2 does not implement the estimator Martin and Mark, many thanks for the kind explanation. 11 22Nov2019 *! authors cfb & mes *! see end of file for version comments * Variable naming: * lhs = LHS endogenous * endo = X1, RHS endogenous (instrumented) = #K1 * inexog = X2 = Z2 = included exogenous (instruments) = #K2 = #L2 * exexog = Z1 = excluded exogenous (instruments) = #L1 * iv = {inexog exexog} = all instruments * rhs = {endo inexog} = RHS regressors * no 0 or 1 at Aug 5, 2019 · Note this doesn't change the estimates substantively. 1. github. Schaffer, v1. 不过，就如同我 May 29, 2019 · I'm running ivreghdfe with 3 fixed effects and trying to save the residuals. y = Xβ + u, u ∼ (0, Ω) with X (N × k) and define a matrix Z (N × `) where ` ≥ k. I The newest version of ivreg2 incorporates additional code to compute eigenvalues of G T before reporting other estimates. Thu, 15 Jul 2010 16:36:51 -0500. However, when I try to run the DMEXOGXT command after running the XTIVREG2, which I use insteda of XTIVREG, since I want to use robust and cluster, DMEXOGXT does not work and I get the following message; dmexogxt only works after xtivreg, fe last estimates not found r(301); 2) Is there an equivalent command for IVHETTEST for panel data after Jan 1, 2010 · Estimates indicate that a child's exposure to higher NC Pre-K funding was positively associated with that child's academic achievement 6 years later. I then installed ivregdhfe and everything worked perfect. To get around. But they are very large in more complex examples. Jun 4, 2015 · First, the title should have read xtivreg2 instead of ivreg2. ivreg2 may be used with time-series or panel data, in which case the data must be tsset before using ivreg2; see help tsset. Most time is usually spent on three steps: map_precompute (), map_solve () and the regression step. what's the reason? > > Once again, many thanks. It works for the above (#20) two sets of 2SLS regressions (attachment Result#22). LIML is a k-class estimator with k=the LIML eigenvalue lambda; 2SLS is a k-class estimator with k=1; OLS is a k-class esimator with k=0. prais cinf unem we obtain different estimates and standard errors. Dec 16, 2014 · marginsplot looks for formats, labels, and value labels attached to the variables. LM statistic): 58. This means that svy thinks that you want it to replay. 07 *! see end of file for version comments program define actest9, rclass sortpreserve version 9. (1) 2SLS, IVs: iv_prefect0522 iv_05prob2 eststo clear foreach var of varlist y* I'm using Stata 13. If you want to be sure, run two regressions, one with the variable as endogenous and one with it as exogenous, and do a difference-in-Sargan (or difference-in-J) by hand. hascons, vce(), noheader, depname(), and weights are not allowed with the svy prefix; see[SVY] svy. And by "post" it means that it'd only work if there was an estimation performed in the first place. 3. The plot also appears to show a curve. Dear fellow Stata users, I installed Stata in a new computer. Warning: estimated covariance matrix of moment conditions not of full rank. My main research interests are in Empirical Banking and Corporate Finance. 6 weight. com > wrote: > Dear all, I am using -ivhettest- by Mark E. 13. Additional features include: Andrea, -ivendog- isn't equipped (yet?) to handle -xtivreg2-. overidentification test. It is now a mainstay of both econometric practice and econometrics textbooks. values. Here is a work-around using Clint's example: . Best. ) By contrast, if > we run > > . ivreg2 cinf unem, bw(3) . In the command pane: rvfplot, yline(0) As the scatter of this plot is not uniform, it indicates heteroskedasticity in the model. DfBeta is a postestimation command. The overidentifying restrictions test reported after LIML estimation is the Anderson-Rubin (1950) overidentification statistic in a homoskedastic context. 0. Given that T>N, I discarded FE model in favour of Zellner's seemingly unrelated regressions (sureg). com/serg The estimates of 1, 2, 1, and 2 can be tested for consistency with a null hypothesis about 1, our parameter of interest. I have included several packages using the ssc install and find it commands. 回帖后跳转到最后一页. postestimation- informs that -estat overid- can be used to obtain the. 6 4Feb2007 from SSC with Stata 13. Besides, -help ivregress. the dataset you used to produce the margins results. May 26, 2023 · 26 May 2023, 05:22. It also allows you to accept potential citations to this item that we are uncertain about. If m is the number of lags you would specify in -newey- or - newey2-, then use m for the -ivregress, vce (hac nw m)- command, but n=m+1 for the -ivreg2, bw (n)- command. 2010/4/6 Martin Weiss <[email protected]>: > > <> > > > " By the way, what's the meaning of FSRs The residuals do not appear randomly distributed. Ben Jann's -center- command is very handy for demeaning. However, I get a different error code invsym(): matrix has Sep 14, 2021 · I would like to reconfirm my interpretation of the post estimationn results: 1. Jan 19, 2015 · In this version: ivreg2 now supports factor variables, and can be used for ordinary least squares (OLS) estimation using the same command syntax as Stata's official regress and newey. 0 and it worked! Try to install an earlier version of reghdfe if you don't use Stata 16. Specifically, I am using psacalc for this practice. (The standard errors are a little different across most but not all of these. The standard regression functionality (parameter estimation, inference, robust covariances, predictions, etc. Sep 19, 2015 · ivreg2 with partial option. Tags: None. a vector of residuals. Last edited by Marry Lee; 06 Oct 2023, 03:21 . (In practice, the exogenous covariates X2 are partialled out for simplicity. ivreg2: As a user-created command, ivreg2 extends the functionality of ivregress. " OVERID: Stata module to conduct postestimation tests of overidentification ," Statistical Software Components S396902, Boston College Department of Economics, revised 29 Sep 2020. But the "savefirst“ option of ivreg2 could actually store the first stage result, so it's easy for ivreg2 to export it. (The standard errors > are a little different across most but not all of these. ivreg2, xtivreg2, ranktest and xtoverid, and a new program Not sure what the problem is. Underidentification test (Anderson canon. file? I am using regsave for the second stage coefficients, but even after reading similar post here on Statalist I can't find out how to do it for the first stage? I had the same sets of code for 4 different sets of residuals I was trying to create and all ran until the last one and it is now stuck on 2008 and 2009 like the above code was. 9. ) an indicator that is 1 for 1 and 1 for 2. I use Stata. To match the HAC SE estimates of -newey- or -newey2 That is, > > . For ftools the distribution date was Austin, Thank you for your reply! Yes, I was under that impresssion. ado file where it references that command. So I will show you my example, including the command and its output, which doesn't have this problem. We consider the model. version (#) reghdfe has had so far two large rewrites, from version 3 to 4, and version 5 to version 6. The k variables in varlist1 and varlist2 comprise X. May 20, 2020 · Dear Andrew: Thank you! Even if I use outreg2 and ivreg2 I get into trouble. aweights, fweights, iweights, and pweights are allowed; see [U] 11. Jun 11, 2014 · The call to ajuste looks like replay syntax to svy. However, I like to implement three-way clustering, but ivregdhfe only supports two-way clustering because it is based on ivreg2. 0000. Saved Results reported. ) is derived from and supersedes the Aug 3, 2022 · 1. bvid1 to create a dummy for each groups, it is not very feasible. Although I estimate a simple 2SLS exemplar with ivregress (or ivreg) and ivreg2, I get dissimilar estimates. When calculating the delta for beta=0, the command I use is: psacalc delta variable_of_interest. Both matrices by default include a units vector. In any case, when you have such interactions, you' may want to use margins to examine the influence of dy/x2 (which is b2 + b3*x1) at different values of x1. is the last version of ivreg2 which runs on Stata 8. Here is an Christopher F Baum & Vince Wiggins & Steven Stillman & Mark E Schaffer & Frank Windmeijer, 1999. Dear Mark, Thank you for your prompt answer I updated my versions of ivreg2 and ranktest as you suggested. As you note, the saved first-stage estimation with ivreg2 creates an esample() variable: storage display value variable name type format label variable label ----- _est__ivreg2_ys byte %8. Oct 6, 2023 · I got the following error: Code: command ivreg2 is unrecognized. prais cinf unem > > we obtain different estimates and standard errors. Jun 29, 2017 · Hi, Is there any way of saving the first stage coefficients from ivreg2 to a dta. 2 syntax [varlist(default=none ts)] [if] [in] [aw fw pw iw] /// [, LAGs(numlist integer>0 sort) STRICTexog q0 bp small /// Robust CLuster(varlist) BW(string) kernel Jul 4, 2019 · I worked it out by two ways: mata and chi2 test: Here's my codes: *. 0g esample() from estimates store And savefirst with xtivreg2 does not create a corresponding variable. This will not work for estimating a random effects iv model. 0 after uninstalling every package. 08. I am trying to replicate the ivreg output of a regression performing manually the first stage, predicting the instrument after the first stage and running the second stage regression with the instrument in place of the endogenous regressor in the structural model. 1 and 2 are treatments, 3 is control. Anyway, this works. ivreg28 provides extensions to Stata's official ivreg and newey. Date. All varlists may contain time-series operators, but factor variables are not currently supported; see help varlist. There may be insufficient room to store results using -estimates store-, or names of endogenous regressors may be too long to store the results. Therefore I create (ib3. With -ivreg2- it runs ok! but the answer is not entirely satisfactory: > ivhettest supports ivreg, ivreg2 and regress but not ivregress (see the > help file Apr 22, 2024 · Stata Commands for Instrumental Variables. I am an Economist at the Federal Reserve Board. Re: st: overid after ivregress. Oct 17, 2021 · That suggests that something went wrong in the first-stage regression, perhaps. ivreg2 is compatible with Stata version 10. This one's easy to answer, but the answer is not entirely satisfactory: ivhettest supports ivreg, ivreg2 and regress but not ivregress (see the help file). Simplifying your code as suggested by @Nick Cox is best, however, to answer your question the solution is below: main do-file. • Several advanced options, including options that will speed up estimation using ivreg2 by suppressing the calculation of various checks and statistics. 12. 13 22Jan2015 *! based on actest 2. Let’s add a line to confirm. This allows to link your profile to this item. Its main capabilities: two-step feasible GMM estimation; continuously updated GMM estimation (CUE); LIML and k-class estimation; automatic 面板数据DWH的命令不是这个吧，stata提示：ivendog works only after ivreg, ivreg2; use dmexogxt after 1. Dec 3, 2023 · • 运行“estimates use mvmeta ” 出现 file mvmeta. weights. The same update includes other useful routines, like two-way clustering. Feb 20, 2010 · Luckily, a routine for first-stage F-stats in models with multiple endogenous variables is now programmed in ivreg2 . Just in case you need it, here is what I did: *download the zip file from the repository. Whatever you put in -orthog ()- is what -xtivreg2- will treat as endogenous in the comparator regression. Nov 12, 2023 · ivreghdfe is crashing on me unless I revert to reghdfe version 5. Feb 6, 2019 · However, I have more than 3000 groups, if I simply use i. "estimation result not found" (Should have mentioned that) My instrument is a variable with 3 values (1, 2, 3). stata用ivreghdfe命令的时候报错last estimates not found,求助！. 0 and I am getting two errors 1) return code 111, that is one of the independent variables in the previously issued estimation command is not found during the execution of -ivhettest-. foreach r of local rep { foreach f of local fgn { capture regress weight length if rep78==`r' & foreign==`f' if _rc != 0 display "FAILURE rep78 `r' foreign `f' return code " _rc else { quietly predict temp May 31, 2021 · The ivreg package (by John Fox , Christian Kleiber, and Achim Zeileis) provides a comprehensive implementation of instrumental variables regression using two-stage least-squares (2SLS) estimation. When MYSELF estimate a simple 2SLS model with ivregress (or ivreg) and ivreg2, I gain discrepant estimates. Naturally, the standard errors of my second stage regression do aweights are not allowed with the jackknife prefix; see[R] jackknife. > > Phil > > > > 2010/4/6 Kit Baum <[email protected]>: > > <> > > Phil said > > > > > > I used the following ivreg2 to estimate an IV-regression, but could > > not produce the first-stage The issue was the most recent version of the reghdfe (6. Although user could add "savefirst" option in xtivreg2 command, and it runs without an error, it still no result is stored like "ivreg2 xxx, savefirst" does. I am very new to Stata and have worked through the book "Data Analysis Using Stata" and read tons of info online but I am still not clear on a lot of things. On Thu, Jul 15, 2010 at 10:20 AM, xueliansharon < xuelianstata@gmail. Jul 2, 2019 · Unable to display all first-stage regressions. 1 - Windows machine). ivreg2+reghdfe) - Issues · sergiocorreia/ivreghdfe Nov 22, 2019 · Problem with sureg: last estimates not found. Dear all, I’m doing a IV regression with the endog (varlist_en) option and cluster at country level. | Robust. ivreg returns an object of class "ivreg", with the following components: coefficients. The results should be very close to C Mar 12, 2020 · The p-value of the F-stat (Cragg-Donald or Kleibergen-Paap), is, I think, not available. Stata 9 Andrea, -ivendog- isn't equipped (yet?) to handle -xtivreg2-. Unlike ivreg2 or ivregress, ivreg2h allows the syntax ivreg2h depvar exogvar (endogvar=), as after augmentation with the generated regressors, the order condition for identification will be satisfied. Prob > F = 0. (I only can export result of first stage with ivregress2 by outreg2, I did search and read a lot on the internet but I still can't do with ivreg2 and ivregress by estout package ) I'm after Stata 13. ivreg2 provides extensions to Stata's official ivregress and newey. 1 or later. *! ivreg2 4. More information below: New versions of and extensions to the Baum-Schaffer-Stillman packages. See my revised answer. F( 6, 62) = 1045. When used, absorb() will also activate the small, noconstant and nopartialsmall options of ivreg2 (basically to force small sample adjustments, which are required as we might have a substantial number of fixed effects). The discrepancies vanish when I use the noconstant option. Jun 5, 2017 · Dear All, I am recently learning Oster (2016)'s approach for robustness checks with respect to unobservable selection bias. If I want to make a MS Word Table of four sets of 2SLS regressions, It would not work. lclogit2 and nlcom - "last estimates not found" 24 May 2023, 07:19. ivregress: ivregress is a built-in command provided by Stata for instrumental variables regression. This code just modifies ivreg2 adding an absorb() option that uses reghdfes Mata functions (see this link for the line-by-line differences). Jul 23, 2014 · When I estimate a simple 2SLS model with ivregress (or ivreg) and ivreg2, I get discrepant estimates. ) estat weakrobust performs tests of the form 1 = r1, where r1 is a constant vector of the same dimension as 1. One catch: as usual, when doing fixed effects using the demeaning transform, the reported standard errors and statistics using the demeaned data will have the wrong degrees of freedom because the program reporting the results doesn the command gmm estimates parameters by GMM you can specify the moment conditions as substitutable expressions a substitutable expression in Stata is like any mathematical expression, except that the parameters of the model are enclosed in braces {} alternatively, you may use command program to create a The ` variables in varlist1 and instlist comprise Z, the matrix of instruments. Let’s fit a predicted curve to this plot to further investigate. The estimators we have discussed are available from Baum, Schaffer and Stillman’s ivreg2 package (ssc describe ivreg2). See log below. Nov 18, 2023 · Run IV/2SLS with many levels of fixed effects (i. do. May 15, 2019 · // set up some example data sysuse auto, clear drop if missing(rep78) // run the regressions on the sample data levelsof rep78, local(rep) levelsof foreign, local(fgn) generate res = . estimation results instead of perform the estimation. 0 Aug 12, 2016 · Or instead if someone know how to export the results of instrumental variable regression both first and second stages with ivgress 2sls or ivreg2 please help me. So it seems the be driven by R always using small sample corrections while Stata only using those when explicitly asked for. Before discussing further the motivation for various weak instrument diagnostics, we define the setting for IV estimation as a Generalized Method of Moments (GMM) optimization problem. Handle: RePEc:boc:bocode:s396802. a vector of predicted means. We found no effect on special education If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. github install sergiocorreia/reghdfe, version ("5. The minimum eigenvalue should be compared to Dec 9, 2018 · Thanks to Kit Baum, ivqreg2 is now available in SSC. reg cinf unem all yield exactly the same coefficient estimates. This will not work for > estimating a random effects iv model. Here is to Cheers, Mark > Also, one mystery is that I used the same syntax in another > project last night, it did work. To get the first stage just need to tweak the above code as: estadd scalar APF=first[7,1]: first_iq ; est restore first_iq ; estout, c(b) stats(APF) ; – user1189728. FYI, official ivreg is still available in Stata 10 and Stata 11: -help ivreg Aug 23, 2018 · I also encountered a problem when trying to estimate IV with regdhfe. 988801 Centered R2 = 0. IV estimation as a GMM problem. My apologies. We have no bibliographic references for this item. Writing an xtivreg2 program which does this all automatically is on my to-do list but I am not sure how soon I will have time to do it. thank you in advance. >10 and greater than all critical values) 3. 非常感谢，我有点忘了，稍微再看一下该指令说明， 再对应楼主是问"面板"情况，您说的应该是对的 (我当初可能没注意楼主问的是面板资料情况)。. 2. sw zt xw lv ps cw bc le nv ka