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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
2700 1
2007-07-03
<P>Correlated Random Effects - Hausman Test    <BR>Pool: JIAO4    <BR>Test cross-section random effects    <BR>    <BR>Test Summary  Chi-Sq. Statistic Chi-Sq. d.f. Prob. <BR>    <BR>Cross-section random  2.9346284032485 1 0.0866986112249927<BR>    <BR>    <BR>Cross-section random effects test comparisons:    <BR>    <BR>Variable Fixed   Random  Var(Diff.)  Prob. <BR>    <BR>LOG(CWZ?) -0.00112711254185253 0.163717388252284 0.00925967642512697 0.0866986112249901<BR>    <BR>    <BR>Cross-section random effects test equation:    <BR>Dependent Variable: LOG(WDS?)    <BR>Method: Panel Least Squares    <BR>Date: 07/03/07   Time: 11:47    <BR>Sample: 2000 2005    <BR>Included observations: 6    <BR>Cross-sections included: 21    <BR>Total pool (unbalanced) observations: 124    <BR>    <BR>Variable Coefficient Std. Error t-Statistic Prob.  <BR>    <BR>C 7.86167736414809 1.88887583824168 4.16209324349576 6.59841299251525e-05<BR>LOG(CWZ?) -0.00112711254185253 0.281661010649622 -0.00400166334436195 0.996814950543024<BR>    <BR> Effects Specification   <BR>    <BR>Cross-section fixed (dummy variables)    <BR>    <BR>R-squared 0.309886987317373     Mean dependent var  7.85412615883068<BR>Adjusted R-squared 0.16780489647095     S.D. dependent var  1.02275345529651<BR>S.E. of regression 0.933004059757444     Akaike info criterion  2.85871557006578<BR>Sum squared resid 88.7906507034349     Schwarz criterion  3.35908810589893<BR>Log likelihood -155.240365344079     F-statistic  2.18104185736069<BR>Durbin-Watson stat 2.72372161635713     Prob(F-statistic)  0.00531751256759309<BR>    <BR></P>
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2012-12-12 10:04:38
该检验的原假设可以认为是随机效应模型更优
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