看了好几本关于Hausman检验的书,但看到检验结果还是不会判断,请问是根据P值来断定结果吗?怎么判断呢?

Eview5 结果中给出了最佳适用模型,是吗?

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 5.814011 5 0.3247


Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

FDI? -0.041730 -0.009636 0.000301 0.0642
H? -0.487667 1.592093 2.641915 0.2007
FDIH? 38.149259 15.573252 276.972152 0.1749
GC? -0.186996 -0.158256 0.001368 0.4371
Y0? 0.004152 0.005683 0.000003 0.3505


Cross-section random effects test equation:
Dependent Variable: G?
Method: Panel Least Squares
Date: 03/15/07 Time: 21:42
Sample: 1993 2003
Included observations: 11
Cross-sections included: 29
Total pool (balanced) observations: 319

Variable Coefficient Std. Error t-Statistic Prob.

C 0.079415 0.049238 1.612868 0.1079
FDI? -0.041730 0.072821 -0.573044 0.5671
H? -0.487667 3.047892 -0.160001 0.8730
FDIH? 38.14926 51.53863 0.740207 0.4598
GC? -0.186996 0.071411 -2.618579 0.0093
Y0? 0.004152 0.006142 0.675934 0.4996

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.312203 Mean dependent var 0.085060
Adjusted R-squared 0.232564 S.D. dependent var 0.039218
S.E. of regression 0.034356 Akaike info criterion -3.803614
Sum squared resid 0.336396 Schwarz criterion -3.402308
Log likelihood 640.6764 F-statistic 3.920200
Durbin-Watson stat 1.880104 Prob(F-statistic) 0.000000