网上能够找到的资料，是挺详细的，但是感觉总是没有对面板数据分析的步骤进行一个总结，大虾帮忙看看这个估计结果，目的是找出包含关键解释变量和若干个控制变量（不要求全部）与因变量之间的关系，之后怎么做（是检验么？）我却不是太明白，请大家帮帮大忙阿。

关键解释变量：B1 B2 B3

控制变量：A1-A6

Dependent Variable: LOG(Y?)
Method: Pooled EGLS (Cross-section weights)
Date: 05/05/07 Time: 23:58
Sample (adjusted): 1999 2002
Included observations: 4 after adjustments
Cross-sections included: 31
Total pool (balanced) observations: 124
Linear estimation after one-step weighting matrix

Variable Coefficient Std. Error t-Statistic Prob.

C -2.192409 0.233993 -9.369559 0.0000
LOG(A1?) 0.007109 0.005472 1.299098 0.1975
LOG(A2?) 0.019036 0.019325 0.985037 0.3275
LOG(A3?) 0.107398 0.029620 3.625802 0.0005
LOG(A4?) -0.067670 0.017860 -3.788954 0.0003
LOG(A5?) 0.051748 0.013152 3.934685 0.0002
LOG(A6?) 0.044209 0.015960 2.770056 0.0069
LOG(B1?) -0.114548 0.030281 -3.782802 0.0003
LOG(B2?(-1)) 0.082477 0.009948 8.290559 0.0000
LOG(B3?(-1)) 0.007113 0.002486 2.861395 0.0053
LOG(B1?)*LOG(B2?(-1)) -0.049544 0.005596 -8.854199 0.0000
Fixed Effects (Cross)
_BJ--C 0.440345
_TJ--C 1.173358
_HEBEI--C 0.537481
_SX--C 0.359762
_NM--C -1.049069
_LN--C 0.507958
_JL--C 0.488778
_HLJ--C 0.279224
_SH--C 1.111503
_JS--C 0.963413
_ZJ--C 0.199516
_AH--C 0.777349
_FJ--C -0.341404
_JX--C 0.002812
_SD--C 0.914942
_HENAN--C 0.835181
_HUBEI--C 0.376794
_HUNAN--C -0.020661
_GD--C 0.017109
_GX--C -0.004349
_HAINAN--C 0.443157
_CQ--C 0.552283
_SC--C -0.386365
_GZ--C 0.334886
_YN--C -0.171875
_XZ--C -3.819045
_SHANNXI--C 0.121997
_GS--C -0.395677
_QH--C -2.751795
_NX--C 0.448759
_XJ--C -1.946366

Effects Specification

Cross-section fixed (dummy variables)

Weighted Statistics

R-squared 0.999974 Mean dependent var -4.710148
Adjusted R-squared 0.999961 S.D. dependent var 4.739948
S.E. of regression 0.016474 Sum squared resid 0.022526
F-statistic 79331.64 Durbin-Watson stat 1.819818
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.999958 Mean dependent var -1.758172
Sum squared resid 0.036547 Durbin-Watson stat 2.003170

拟合优度在全部回归过程中都是99.99%左右徘徊，觉得不对劲，原因还请大侠们不吝赐教了！

感谢感谢！