哪位牛人给作一下ＳＴＡＴＡ的结果分析

jsj1980962

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收藏 2007-12-10

<table cellspacing="0" cellpadding="0" width="567" border="0" style="WIDTH: 426pt; BORDER-COLLAPSE: collapse;"><colgroup><col width="72" style="WIDTH: 54pt;"></col><col width="88" style="WIDTH: 66pt; mso-width-source: userset; mso-width-alt: 2816;"></col><col width="66" style="WIDTH: 50pt; mso-width-source: userset; mso-width-alt: 2112;"></col><col span="2" width="85" style="WIDTH: 64pt; mso-width-source: userset; mso-width-alt: 2720;"></col><col width="99" style="WIDTH: 74pt; mso-width-source: userset; mso-width-alt: 3168;"></col><col width="72" style="WIDTH: 54pt;"></col></colgroup><tbody><tr height="19" style="HEIGHT: 14.25pt;"><td class="xl22" width="72" height="19" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext 0.5pt solid; BORDER-LEFT: windowtext 0.5pt solid; WIDTH: 54pt; BORDER-BOTTOM: windowtext 0.5pt solid; HEIGHT: 14.25pt; BACKGROUND-COLOR: transparent;">　</td><td class="xl22" width="154" colspan="2" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext 0.5pt solid; BORDER-LEFT: windowtext; WIDTH: 116pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">最小二乘法估计 </td><td class="xl22" width="170" colspan="2" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext 0.5pt solid; BORDER-LEFT: windowtext; WIDTH: 128pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">随机影响模型 </td><td class="xl22" width="171" colspan="2" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext 0.5pt solid; BORDER-LEFT: windowtext; WIDTH: 128pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">固定影响模型 </td></tr><tr height="19" style="HEIGHT: 14.25pt;"><td class="xl22" width="72" height="19" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext 0.5pt solid; WIDTH: 54pt; BORDER-BOTTOM: windowtext 0.5pt solid; HEIGHT: 14.25pt; BACKGROUND-COLOR: transparent;">　</td><td class="xl26" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">Coef.</td><td class="xl26" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">Std. Err.</td><td class="xl26" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">Coef.</td><td class="xl26" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">Std. Err.</td><td class="xl26" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">Coef.</td><td class="xl26" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">Std. Err.</td></tr><tr height="19" style="HEIGHT: 14.25pt;"><td class="xl25" height="19" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext 0.5pt solid; BORDER-BOTTOM: windowtext 0.5pt solid; HEIGHT: 14.25pt; BACKGROUND-COLOR: transparent;">FA</td><td class="xl23" width="88" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 66pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.0109535** </td><td class="xl23" width="66" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 50pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.005236</td><td class="xl23" width="85" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 64pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.0143958** </td><td class="xl23" width="85" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 64pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.007251</td><td class="xl23" width="99" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 74pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.012481</td><td class="xl23" width="72" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 54pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.008767</td></tr><tr height="19" style="HEIGHT: 14.25pt;"><td class="xl25" height="19" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext 0.5pt solid; BORDER-BOTTOM: windowtext 0.5pt solid; HEIGHT: 14.25pt; BACKGROUND-COLOR: transparent;">GDP</td><td class="xl23" width="88" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 66pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.3221427* </td><td class="xl23" width="66" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 50pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.049158</td><td class="xl23" width="85" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 64pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.2474036*</td><td class="xl23" width="85" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 64pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.06439</td><td class="xl23" width="99" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 74pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">-0.01593</td><td class="xl23" width="72" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 54pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.098031</td></tr><tr height="19" style="HEIGHT: 14.25pt;"><td class="xl25" height="19" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext 0.5pt solid; BORDER-BOTTOM: windowtext 0.5pt solid; HEIGHT: 14.25pt; BACKGROUND-COLOR: transparent;">EQ</td><td class="xl24" width="88" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 66pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">-0.0189586* </td><td class="xl23" width="66" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 50pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.003764</td><td class="xl24" width="85" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 64pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">-0.0116358* </td><td class="xl23" width="85" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 64pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.004914</td><td class="xl23" width="99" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 74pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.000791</td><td class="xl23" width="72" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 54pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.006349</td></tr><tr height="19" style="HEIGHT: 14.25pt;"><td class="xl25" height="19" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext 0.5pt solid; BORDER-BOTTOM: windowtext 0.5pt solid; HEIGHT: 14.25pt; BACKGROUND-COLOR: transparent;">ER</td><td class="xl23" width="88" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 66pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.0046617** </td><td class="xl23" width="66" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 50pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.002233</td><td class="xl23" width="85" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 64pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">-0.0002594</td><td class="xl23" width="85" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 64pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.002872</td><td class="xl23" width="99" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 74pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.013217</td><td class="xl23" width="72" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 54pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.004646</td></tr><tr height="19" style="HEIGHT: 14.25pt;"><td class="xl25" height="19" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext 0.5pt solid; BORDER-BOTTOM: windowtext 0.5pt solid; HEIGHT: 14.25pt; BACKGROUND-COLOR: transparent;">_cons</td><td class="xl23" width="88" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 66pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.0297233</td><td class="xl23" width="66" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 50pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.002905</td><td class="xl23" width="85" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 64pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.028147</td><td class="xl23" width="85" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 64pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.004205</td><td class="xl23" width="99" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 74pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.036328</td><td class="xl23" width="72" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext; WIDTH: 54pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">0.006432</td></tr><tr height="91" style="HEIGHT: 68.25pt; mso-height-source: userset;"><td class="xl27" height="184" rowspan="2" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext; BORDER-LEFT: windowtext 0.5pt solid; BORDER-BOTTOM: windowtext 0.5pt solid; HEIGHT: 138pt; BACKGROUND-COLOR: transparent;">检验</td><td class="xl28" colspan="2" rowspan="2" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext 0.5pt solid; BORDER-LEFT: windowtext 0.5pt solid; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">　</td><td class="xl23" width="170" colspan="2" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext 0.5pt solid; BORDER-LEFT: windowtext; WIDTH: 128pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">Breusch &Pagan LM test Test: Var(u) =0                     chi2(1) = 18.66                Prob > chi2= 0.0000            拒绝原假设,REM优于OLS</td><td class="xl23" width="171" colspan="2" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext 0.5pt solid; BORDER-LEFT: windowtext; WIDTH: 128pt; BORDER-BOTTOM: windowtext 0.5pt solid; BACKGROUND-COLOR: transparent;">F test that all u_i=0              F(7, 43) =8.07                          Prob >F= 0.0000                    拒绝原假设,则FEM优于OLS</td></tr><tr height="93" style="HEIGHT: 69.75pt; mso-height-source: userset;"><td class="xl29" width="341" colspan="4" height="93" style="BORDER-RIGHT: windowtext 0.5pt solid; BORDER-TOP: windowtext 0.5pt solid; BORDER-LEFT: windowtext; WIDTH: 256pt; BORDER-BOTTOM: windowtext 0.5pt solid; HEIGHT: 69.75pt; BACKGROUND-COLOR: transparent;">Hausman specification test                                               Test: Ho: difference in coefficients not systematic         chi2(4)= (b-B)'[S^(-1)](b-B),                                     S=(S_fe-S_re)= 12.98                                             Prob>chi2 =0.0114 接受原假设,则REM优于FEM</td></tr></tbody></table>