那位大哥帮我看看啊,为什么解释变量这么不显著啊!!!
请帮我仔细解释下Error Distribution 是怎么回事导致的啊!!
请一定详细些,我是菜鸟,谢谢了!
这是最小二乘法的结果,下面是Tobit的结果
Dependent Variable: EE | | |
Method: Least Squares | | |
Date: 03/30/11
Time: 12:37 | | |
Sample: 1 96 | | | |
Included observations: 96 | | |
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| | | | |
| | | | |
C | 0.030982 | 0.110753 | 0.279736 | 0.7803 |
X1 | 0.404181 | 0.456648 | 0.885105 | 0.3784 |
X2 | 0.040065 | 0.050415 | 0.794704 | 0.4289 |
X3 | 0.101808 | 0.160958 | 0.632513 | 0.5286 |
X4 | 1.721806 | 0.365216 | 4.714487 | 0.0000 |
| | | | |
| | | | |
R-squared | 0.207599 | Mean dependent var | 0.268382 |
Adjusted R-squared | 0.172768 | S.D. dependent var | 0.313648 |
S.E. of regression | 0.285271 | Akaike info criterion | 0.379921 |
Sum squared resid | 7.405515 | Schwarz criterion | 0.513480 |
Log likelihood | -13.23618 | Hannan-Quinn criter. | 0.433908 |
F-statistic | 5.960195 | Durbin-Watson stat | 1.945527 |
Prob(F-statistic) | 0.000264 | | | |
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| | | | |
Dependent Variable: EE | | |
Method: ML - Censored Normal (TOBIT) (Quadratic hill climbing) |
Date: 03/30/11
Time: 12:42 | | |
Sample: 1 96 | | | |
Included observations: 96 | | |
Left censoring (value) series: 0 | |
Right censoring (value) series: 1 | |
Convergence achieved after 4 iterations | |
Covariance matrix computed using second derivatives |
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| | | | |
Variable | Coefficient | Std. Error | z-Statistic | Prob. |
| | | | |
| | | | |
C | 0.046475 | 0.114787 | 0.404879 | 0.6856 |
X1 | 0.368450 | 0.472233 | 0.780230 | 0.4353 |
X2 | 0.036032 | 0.052173 | 0.690624 | 0.4898 |
X3 | 0.090369 | 0.166736 | 0.541992 | 0.5878 |
X4 | 1.755298 | 0.377800 | 4.646105 | 0.0000 |
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| Error Distribution | | |
| | | | |
| | | | |
SCALE:C(6) | 0.294812 | 0.022483 | 13.11248 | 0.0000 |
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| | | | |
Mean dependent var | 0.268382 | S.D. dependent var | 0.313648 |
S.E. of regression | 0.290142 | Akaike info criterion | 0.683589 |
Sum squared resid | 7.660612 | Schwarz criterion | 0.843861 |
Log likelihood | -26.81226 | Hannan-Quinn criter. | 0.748373 |
Avg. log likelihood | -0.279294 | | | |
| | | | |
| | | | |
Left censored obs | 0 | Right censored obs | 6 |
Uncensored obs | 90 | Total obs | 96 |