我想问点了eviews5.1中的view菜单的fixed/random effects testing中的hausman test以后,出来了结果,把固定效应和随机效应放在了一起。他们后边的p值和单独做fixed或random时候好像不一样,比单独做时候显著多了。这是怎么一回事呢? 我把结果放在了附件中,hausman检验后的R平方怎么0.9呢?拟合度有那么好吗?
Hausman test result | | |
Correlated Random Effects - Hausman Test |
Pool: Untitled | | | |
Test period random effects | | |
| | | | |
Test Summary | Chi-Sq. Statistic | Chi-Sq. d.f. | Prob. |
| | | | |
Period random | 156.513 | 28 | 0 |
| | | | |
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Period random effects test comparisons: |
| | | | |
Variable | Fixed | Random | Var(Diff.) | Prob. |
| | | | |
1--V1 | -0.00477 | -0.00376 | 0 | 0 |
2--V2 | 0.005793 | 0.006349 | 0 | 0 |
3--V3 | -0.01804 | -0.01776 | 0 | 0 |
4--V4 | -0.02557 | -0.02525 | 0 | 0.0004 |
5--V5 | 0.004104 | 0.005025 | 0 | 0 |
6--V6 | 0.009208 | 0.010019 | 0 | 0 |
7--V7 | 0.000145 | 0.000816 | 0 | 0 |
8--V8 | 0.000991 | 0.001054 | 0 | 0.0496 |
9--V9 | 0.052397 | 0.053066 | 0 | 0 |
10--V10 | 0.011705 | 0.012427 | 0 | 0 |
11--V11 | -0.00285 | -0.00197 | 0 | 0 |
12--V12 | 0.017872 | 0.01797 | 0 | 0.1645 |
13--V13 | -0.00192 | -0.00192 | 0 | 0.7392 |
14--V14 | -0.00952 | -0.00921 | 0 | 0 |
15--V15 | 0.006455 | 0.008052 | 0 | 0 |
16--V16 | -0.00325 | -0.00317 | 0 | 0.0351 |
17--V17 | 0.005248 | 0.005611 | 0 | 0 |
18--V18 | 0.013954 | 0.014929 | 0 | 0 |
19--V19 | 0.002387 | 0.002889 | 0 | 0 |
20--V20 | 0.002448 | 0.002463 | 0 | 0.8654 |
21--V21 | 0.012247 | 0.012807 | 0 | 0 |
22--V22 | 0.016078 | 0.017227 | 0 | 0 |
23--V23 | 0.001003 | 0.001981 | 0 | 0 |
24--V24 | -0.00503 | -0.00476 | 0 | 0 |
25--V25 | -0.0029 | -0.00269 | 0 | 0.0003 |
26--V26 | 0.008157 | 0.008817 | 0 | 0 |
27--V27 | -0.00477 | -0.00449 | 0 | 0.0001 |
28--V28 | 0.003081 | 0.003361 | 0 | 0 |
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Period random effects test equation: |
Dependent Variable: I? | | |
Method: Panel Least Squares | |
Date: 05/26/07 Time: 20:13 | |
Sample: 1 67 | | | |
Included observations: 67 | | |
Cross-sections included: 28 | |
Total pool (unbalanced) observations: 1851 |
| | | | |
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| | | | |
C | 0.010665 | 0.000377 | 28.31502 | 0 |
1--V1 | -0.00477 | 0.010527 | -0.45272 | 0.6508 |
2--V2 | 0.005793 | 0.009119 | 0.63528 | 0.5253 |
3--V3 | -0.01804 | 0.006325 | -2.85254 | 0.0044 |
4--V4 | -0.02557 | 0.008662 | -2.95158 | 0.0032 |
5--V5 | 0.004104 | 0.01136 | 0.361277 | 0.7179 |
6--V6 | 0.009208 | 0.011371 | 0.80981 | 0.4182 |
7--V7 | 0.000145 | 0.01073 | 0.013483 | 0.9892 |
8--V8 | 0.000991 | 0.003203 | 0.309505 | 0.757 |
9--V9 | 0.052397 | 0.00942 | 5.562133 | 0 |
10--V10 | 0.011705 | 0.009971 | 1.1739 | 0.2406 |
11--V11 | -0.00285 | 0.011366 | -0.25053 | 0.8022 |
12--V12 | 0.017872 | 0.007151 | 2.49931 | 0.0125 |
13--V13 | -0.00192 | 0.001574 | -1.22177 | 0.222 |
14--V14 | -0.00952 | 0.006055 | -1.57143 | 0.1163 |
15--V15 | 0.006455 | 0.015341 | 0.420785 | 0.674 |
16--V16 | -0.00325 | 0.003416 | -0.95021 | 0.3421 |
17--V17 | 0.005248 | 0.005261 | 0.997383 | 0.3187 |
18--V18 | 0.013954 | 0.010911 | 1.278942 | 0.2011 |
19--V19 | 0.002387 | 0.00766 | 0.311633 | 0.7554 |
20--V20 | 0.002448 | 0.008701 | 0.281369 | 0.7785 |
21--V21 | 0.012247 | 0.006881 | 1.779831 | 0.0753 |
22--V22 | 0.016078 | 0.012707 | 1.265297 | 0.2059 |
23--V23 | 0.001003 | 0.011153 | 0.089959 | 0.9283 |
24--V24 | -0.00503 | 0.002984 | -1.68649 | 0.0919 |
25--V25 | -0.0029 | 0.005667 | -0.51124 | 0.6093 |
26--V26 | 0.008157 | 0.011087 | 0.735738 | 0.462 |
27--V27 | -0.00477 | 0.007072 | -0.67457 | 0.5 |
28--V28 | 0.003081 | 0.004805 | 0.641315 | 0.5214 |
| | | | |
| Effects Specification | |
| | | | |
Period fixed (dummy variables) | |
| | | | |
R-squared | 0.977945 | Mean dependent var | 0.010772 |
Adjusted R-squared | 0.976764 | S.D. dependent var | 0.105197 |
S.E. of regression | 0.016035 | Akaike info criterion | -5.37807 |
Sum squared resid | 0.451528 | Schwarz criterion | -5.09459 |
Log likelihood | 5072.408 | F-statistic | 828.3292 |
Durbin-Watson stat | 2.111484 | Prob(F-statistic) | 0 |
怎么又出来个虚拟变量呢?怎么回事哦??