各位前辈大家好!我是eviews新手,做计量的时候进行hausman检验输出的结果如下,想请问大家怎么看,看哪些项,这次检验的结果到底是随机还是固定呢?先谢谢!
Correlated Random Effects - Hausman Test
Pool: POOL2
Test cross-section random effects
Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.
Cross-section random 23.130730 6 0.0008
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
DEFOR? 0.000101 -0.000084 0.000000 0.5976
CAR? -0.000120 -0.000324 0.000000 0.7584
SIZE? -0.043912 -0.013159 0.000055 0.0000
GDP? -0.088050 0.220419 0.005483 0.0000
EX? -0.088880 -0.308690 0.002516 0.0000
INFLA? 0.419912 0.124383 0.004798 0.0000
Cross-section random effects test equation:
Dependent Variable: TOBINQ?
Method: Panel Least Squares
Date: 05/06/14 Time: 19:00
Sample: 2006 2013
Included observations: 8
Cross-sections included: 16
Total pool (unbalanced) observations: 112
Variable Coefficient Std. Error t-Statistic Prob.
C 2.278390 0.232797 9.787035 0.0000
DEFOR? 0.000101 0.000461 0.218893 0.8272
CAR? -0.000120 0.001141 -0.105171 0.9165
SIZE? -0.043912 0.007869 -5.580415 0.0000
GDP? -0.088050 0.100783 -0.873653 0.3846
EX? -0.088880 0.087254 -1.018628 0.3111
INFLA? 0.419912 0.152961 2.745219 0.0073
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.646731 Mean dependent var 1.020407
Adjusted R-squared 0.564302 S.D. dependent var 0.037786
S.E. of regression 0.024942 Akaike info criterion -4.370378
Sum squared resid 0.055988 Schwarz criterion -3.836388
Log likelihood 266.7412 Hannan-Quinn criter. -4.153721
F-statistic 7.845890 Durbin-Watson stat 2.366293
Prob(F-statistic) 0.000000