我是新手,麻烦各位高手帮忙解决一下:以下两个表是二元logit模型的回归结果,McFadden R-squared=0.16--0.17的结果是否可用?如果能用,那个结果更优?拜托了!!
Dependent Variable: Y |
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Method: ML - Binary Logit (Quadratic hill climbing) |
Sample: 1 196 |
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Included observations: 196 |
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Variable | Coefficient | Std. Error | z-Statistic | Prob. |
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X1 | -0.030412 | 0.312168 | -0.097422 | 0.9224 |
X2 | 0.622584 | 0.323493 | 1.924565 | 0.0543* |
X3 | 0.179662 | 0.199605 | 0.900086 | 0.3681 |
X4 | -0.285319 | 0.475618 | -0.599891 | 0.5486 |
X5 | -0.626208 | 0.370960 | -1.688072 | 0.0914* |
X6 | 1.162410 | 0.615764 | 1.887751 | 0.0591* |
X7 | 0.795024 | 0.239383 | 3.321139 | 0.0009** |
X8 | -0.815326 | 0.367591 | -2.218022 | 0.0266** |
X9 | -0.265208 | 0.335939 | -0.789454 | 0.4298 |
C | -4.133874 | 2.106255 | -1.962665 | 0.0497 |
Mean dependent var | 0.132653 | S.D. dependent var | 0.340068 |
S.E. of regression | 0.315952 | Akaike info criterion | 0.750864 |
Sum squared resid | 18.56759 | Schwarz criterion | 0.918115 |
Log likelihood | -63.58465 | Hannan-Quinn criter. | 0.818575 |
Restr. log likelihood | -76.71423 | Avg. log likelihood | -0.324411 |
LR statistic (9 df) | 26.25916 | McFadden R-squared | 0.171149 |
Probability(LR stat) | 0.001853 |
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Obs with Dep=0 | 170 | Total obs | 196 |
Obs with Dep=1 | 26 |
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Dependent Variable: Y |
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Method: ML - Binary Logit (Quadratic hill climbing) |
Sample: 1 196 |
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Included observations: 196 |
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Variable | Coefficient | Std. Error | z-Statistic | Prob. |
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X1 | 0.067735 | 0.229847 | 0.294696 | 0.7682 |
X2 | 1.005201 | 0.255160 | 3.939494 | 0.0001*** |
X3 | 0.094375 | 0.150722 | 0.626153 | 0.5312 |
X4 | 0.242213 | 0.339781 | 0.712850 | 0.4759 |
X5 | -0.622816 | 0.295129 | -2.110316 | 0.0348** |
X6 | 0.561632 | 0.462936 | 1.213196 | 0.2251 |
X7 | 0.590912 | 0.179412 | 3.293606 | 0.0010*** |
X8 | -0.619435 | 0.277995 | -2.228223 | 0.0259** |
X9 | -0.028483 | 0.248594 | -0.114575 | 0.9088 |
C | -4.782454 | 1.606787 | -2.976407 | 0.0029 |
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Mean dependent var | 0.280612 | S.D. dependent var | 0.450449 |
S.E. of regression | 0.413533 | Akaike info criterion | 1.089146 |
Sum squared resid | 31.80782 | Schwarz criterion | 1.256397 |
Log likelihood | -96.73631 | Hannan-Quinn criter. | 1.156857 |
Restr. log likelihood | -116.3320 | Avg. log likelihood | -0.493553 |
LR statistic (9 df) | 39.19139 | McFadden R-squared | 0.168446 |
Probability(LR stat) | 1.06E-05 |
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Obs with Dep=0 | 141 | Total obs | 196 |
Obs with Dep=1 | 55 |
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[em14]