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: 03/30/11Time: 12:37
 |   |   | 
| Sample: 1 96 |   |   |   | 
| Included observations: 96 |   |   | 
|   |   |   |   |   | 
|   |   |   |   |   | 
| 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 |   |   |   | 
|   |   |   |   |   | 
|   |   |   |   |   | 
| Dependent Variable: EE |   |   | 
| Method: ML - Censored Normal (TOBIT) (Quadratic hill climbing) | 
| Date: 03/30/11Time: 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 | 
|   |   |   |   |   | 
|   |   |   |   |   | 
| 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 | 
|   |   |   |   |   | 
|   |   |   |   |   | 
|   | Error Distribution |   |   | 
|   |   |   |   |   | 
|   |   |   |   |   | 
| SCALE:C(6) | 0.294812 | 0.022483 | 13.11248 | 0.0000 | 
|   |   |   |   |   | 
|   |   |   |   |   | 
| 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 |