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
3007 2
2007-03-15

我用EVIEW hausman 检验结果如下,请教高手检验结果是什么意思啊,应该用什么模型啊???

Correlated Random Effects - Hausman Test
Pool: GROWTH
Test cross-section random effects

Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.

Cross-section random 0.000000 5 1.0000

* Cross-section test variance is invalid. Hausman statistic set to zero.
** Warning: robust standard errors may not be consistent with
assumptions of Hausman test variance calculation.

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

FDI? 0.537031 0.615760 -0.004625 NA
H? 47.733719 72.613749 -46.411392 NA
FDIH? -144.371892 -316.654325 -5389.533238 NA
GC? -1.094572 -0.497975 -0.032002 NA
Y0? 1.025828 1.034355 -0.000008 NA


Cross-section random effects test equation:
Dependent Variable: LNY?
Method: Panel Least Squares
Date: 03/15/07 Time: 20:58
Sample: 1993 2003
Included observations: 11
Cross-sections included: 29
Total pool (balanced) observations: 319
Cross-section SUR (PCSE) standard errors & covariance (d.f.
corrected)

Variable Coefficient Std. Error t-Statistic Prob.

C 0.351022 0.186342 1.883750 0.0607
FDI? 0.537031 0.251821 2.132589 0.0338
H? 47.73372 9.997561 4.774536 0.0000
FDIH? -144.3719 176.0432 -0.820094 0.4129
GC? -1.094572 0.240883 -4.544001 0.0000
Y0? 1.025828 0.025636 40.01503 0.0000

Effects Specification

Cross-section fixed (dummy variables)
Period fixed (dummy variables)

R-squared 0.969127 Mean dependent var 8.069561
Adjusted R-squared 0.964300 S.D. dependent var 0.595917
S.E. of regression 0.112596 Akaike info criterion -1.402585
Sum squared resid 3.486389 Schwarz criterion -0.883249
Log likelihood 267.7124 F-statistic 200.7559
Durbin-Watson stat 1.789136 Prob(F-statistic) 0.000000

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
2007-3-16 07:27:00
你做得有问题,共线太严重
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

2007-3-16 22:58:00
请大师明确说一下好吗,万分感谢
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