随机效应估计
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 0.048791 | 0.504852 | 0.096644 | 0.9233 |
CAR? | -0.315277 | 2.085716 | -0.151160 | 0.8803 |
LNSIZE? | -0.000964 | 0.036321 | -0.026529 | 0.9789 |
Random Effects (Cross) | | | | |
PA--C | -0.009159 | | | |
PF--C | -0.010797 | | | |
GS--C | -0.123645 | | | |
ZG--C | -0.501934 | | | |
JS--C | -0.096475 | | | |
JT--C | -0.204901 | | | |
ZX--C | 0.009393 | | | |
MS--C | 0.158863 | | | |
ZS--C | 0.204041 | | | |
HX--C | -0.571998 | | | |
XY--C | 0.387799 | | | |
BJ--C | 0.059675 | | | |
NB--C | 0.434269 | | | |
NJ--C | 0.264869 | | | |
Correlated Random Effects - Hausman Test
Pool: A1
Test cross-section random effects
Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.
Cross-section random 3.176547 2 0.2043
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
CAR? -0.803698 -0.315277 0.129239 0.1743
LNSIZE? -0.007217 -0.000964 0.000013 0.0857
Cross-section random effects test equation:
Dependent Variable: ZF?
Method: Panel Least Squares
Date: 05/16/14 Time: 14:05
Sample: 2008 2012
Included observations: 5
Cross-sections included: 14
Total pool (balanced) observations: 70
Variable Coefficient Std. Error t-Statistic Prob.
C 0.170933 0.502656 0.340059 0.7351
CAR? -0.803698 2.116471 -0.379735 0.7056
LNSIZE? -0.007217 0.036502 -0.197700 0.8440
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.543702 Mean dependent var -1.52E-07
Adjusted R-squared 0.416953 S.D. dependent var 0.495265
S.E. of regression 0.378172 Akaike info criterion 1.090696
Sum squared resid 7.722759 Schwarz criterion 1.604638
Log likelihood -22.17437 Hannan-Quinn criter. 1.294840
F-statistic 4.289587 Durbin-Watson stat 1.983250
Prob(F-statistic) 0.000037
做出来是随机效应的,帮我看看线性关系显著么?哪个值 单位根不平稳可以做这个么?
我的论文要黄了啊 国内数据做出来是悖论,如果显著的话关系式是什么
在线等 谢谢