数据是16家银行2005年-2011年的数据,用的是固定效应模型。因变量是存贷比,自变量是资本充足率CAR和控制变量SIZE。不知道这个结果该怎么看?应该重点看哪些值呢?
另外想问一下,如果面板数据模型选择时F值不显著,只能做随机效应模型,该怎么修正啊,感觉做随机效应模型就没有太大的意义了。希望各位大神不吝赐教,在下不胜感激!
| Dependent Variable: RATE_DEPO_LOAN? | |
| Method: Pooled Least Squares | | |
| Date: 03/17/13 Time: 20:19 | | |
| Sample: 2005 2011 | | |
| Included observations: 7 | | |
| Cross-sections included: 16 | | |
| Total pool (unbalanced) observations: 109 | |
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| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| | | | | |
| | | | | |
| C | 15.44250 | 14.98305 | 1.030665 | 0.3054 |
| CAR? | 0.100314 | 0.142958 | 0.701703 | 0.4847 |
| SIZE? | 2.799805 | 0.827333 | 3.384134 | 0.0011 |
| Fixed Effects (Cross) | | | | |
| _BB--C | -6.126013 | | | |
| _ICBC--C | -15.83856 | | | |
| _GDB--C | 5.096841 | | | |
| _HXB--C | 4.347643 | | | |
| _CBC--C | -12.45764 | | | |
| _JTB--C | 0.665661 | | | |
| _MSB--C | 9.789459 | | | |
| _NJB--C | -1.749159 | | | |
| _NBB--C | 2.874802 | | | |
| _ABC--C | -19.26911 | | | |
| _PAB--C | 11.12887 | | | |
| _PFB--C | 4.411098 | | | |
| _XYB--C | 7.411393 | | | |
| _CMB--C | 3.835185 | | | |
| _CB--C | -6.893743 | | | |
| _ZXB--C | 4.515076 | | | |
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| | Effects Specification | | |
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| Cross-section fixed (dummy variables) | |
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| R-squared | 0.787527 | Mean dependent var | 68.75193 |
| Adjusted R-squared | 0.747835 | S.D. dependent var | 7.747367 |
| S.E. of regression | 3.890424 | Akaike info criterion | 5.704700 |
| Sum squared resid | 1377.321 | Schwarz criterion | 6.149143 |
| Log likelihood | -292.9062 | Hannan-Quinn criter. | 5.884938 |
| F-statistic | 19.84060 | Durbin-Watson stat | 1.059671 |
| Prob(F-statistic) | 0.000000 | | | |