全部版块 我的主页
论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 EViews专版
1805 4
2012-04-05
eviews的Hausman检验做出的结果如图,看不懂啊,请问这个结果是适合使用固定效应模型还是随机效应啊。求助各位大拿了。谢谢。 abc123.jpg
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2012-4-5 16:19:03
可以参考一下eviews的用户手册的解释
Hausman Test for Correlated Random Effects
A central assumption in random effects estimation is the assumption that the random effects
are uncorrelated with the explanatory variables. One common method for testing this
assumption is to employ a Hausman (1978) test to compare the fixed and random effects
estimates of coefficients (for discussion see, for example Wooldridge (2002, p. 288), and
Baltagi (2005, p. 66)).
To perform the Hausman test, you must first estimate a model with your random effects
specification. Next, select View/Fixed/Random Effects Testing/Correlated Random
Effects - Hausman Test. EViews will automatically estimate the corresponding fixed effects
specifications, compute the test statistics, and display the results and auxiliary equations.
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section and period fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 113.351303 (17,303) 0.0000
Cross-section Chi-square 682.635958 17 0.0000
Period F 6.233849 (18,303) 0.0000
Period Chi-square 107.747064 18 0.0000
Cross-Section/Period F 55.955615 (35,303) 0.0000
Cross-Section/Period Chi-square 687.429282 35 0.0000
Panel Equation Testing—675
For example, Baltagi (2005) considers an example of Hausman testing (Example 1, p. 70), in
which the results for a Swamy-Arora random effects estimator for the Grunfeld data
(“Grunfeld_baltagi_panel.WF1”) are compared with those obtained from the corresponding
fixed effects estimator. To perform this test we must first estimate a random effects estimator,
obtaining the results:
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2012-4-5 21:38:34
原假设是选取随机效应模型,因为P值小于0.05,所以拒绝原假设,选取固定效应模型
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2012-4-6 13:31:24
英文的伤不起啊
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2012-4-6 13:39:46
我表示也是新手啊、、、
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群