结果如下:
. xttest1
Tests for the error component model:
lgdp[province_new,t] = Xb + u[province_new] + v[province_new,t]
v[province_new,t] = lambda v[province_new,(t-1)] + e[province_new,t]
Estimated results:
| Var sd = sqrt(Var)
---------+-----------------------------
lgdp | .2966825 .5446857
e | .0090004 .09487065
u | .1823635 .42704038
Tests:
Random Effects, Two Sided:
ALM(Var(u)=0) = 155.65 Pr>chi2(1) = 0.0000
Random Effects, One Sided:
ALM(Var(u)=0) = 12.48 Pr>N(0,1) = 0.0000
Serial Correlation:
ALM(lambda=0) = 0.26 Pr>chi2(1) = 0.6127
Joint Test:
LM(Var(u)=0,lambda=0) = 273.17 Pr>chi2(2) = 0.0000
.
Pr>N(0,1) = 0.0000到底是接受随机效应还是不接受,还有 Pr>chi2(1) = 0.6127到底是接受序列相关还是序列不相关。大家帮帮忙!!paper马上要上交了