各位朋友,我用Eviews对面板数据进行了随机效应模型的回归,回归结果有很多项,麻烦知道的朋友能够指点一下,哪些指标需要分析,而这些指标又是什么意义?
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| | | | |
| | | | |
C | -2.614549 | 1.253398 | -2.085968 | 0.0416 |
X1? | 2.187263 | 0.830658 | 2.633169 | 0.0110 |
X2? | -4.338995 | 1.094658 | -3.963791 | 0.0002 |
X3? | 0.594178 | 0.140613 | 4.225612 | 0.0001 |
X4? | 0.462420 | 1.449238 | 0.319078 | 0.7509 |
Z5? | 0.317115 | 0.102644 | 3.089448 | 0.0031 |
Random Effects (Cross) | | | | |
个体1--C | 0.017797 | | | |
个体2--C | -0.055316 | | | |
个体3--C | 0.086809 | | | |
个体4--C | -0.012911 | | | |
个体5--C | -0.212807 | | | |
个体6--C | 0.116322 | | | |
个体7--C | -0.078912 | | | |
个体8--C | -0.159228 | | | |
个体9--C | 0.100017 | | | |
个体10--C | 0.153024 | | | |
个体11--C | -0.254161 | | | |
个体12--C | -0.076299 | | | |
个体13--C | 0.410313 | | | |
个体14--C | -0.119569 | | | |
个体15--C | 0.001779 | | | |
个体16--C | 0.083143 | | | |
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| | | | |
| Effects Specification | | |
| | | S.D. | Rho |
| | | | |
| | | | |
Cross-section random | 0.250051 | 0.2037 |
Idiosyncratic random | 0.494359 | 0.7963 |
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| | | | |
| Weighted Statistics | | |
| | | | |
| | | | |
R-squared | 0.471884 | Mean dependent var | 1.746580 |
Adjusted R-squared | 0.423873 | S.D. dependent var | 0.685540 |
S.E. of regression | 0.517212 | Sum squared resid | 14.71294 |
F-statistic | 9.828752 | Durbin-Watson stat | 1.841365 |
Prob(F-statistic) | 0.000001 | | | |
| | | | |
| | | | |
| Unweighted Statistics | | |
| | | | |
| | | | |
R-squared | 0.575745 | Mean dependent var | 2.457628 |
Sum squared resid | 17.81996 | Durbin-Watson stat | 1.520311 |
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