进行panel的截面相关检验,结果如下怎么看,
. xtcsd, frees
Frees' test of cross sectional independence = 8.778
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Critical values from Frees' Q distribution
alpha = 0.10 : 0.2333
alpha = 0.05 : 0.3103
alpha = 0.01 : 0.4649
其他两个有现成的P值,
xtcsd,pesaran
Pesaran's test of cross sectionalindependence = 0.983, Pr = 0.3254
. xtcsd,friedman abs
Friedman's test of cross sectionalindependence = 16.505, Pr = 1.0000
Average absolute value of the off-diagonalelements = 0.465