fantuanxiaot 发表于 2014-8-4 16:31 
用White或者Newey-west稳健方差
为了使需求模型更具有经济意义,我取对数做回归的结果变成这样,p值还是很大,t值又偏小,要怎么办?
Dependent Variable: LNY
Method: Least Squares
Date: 08/04/14 Time: 18:42
Sample: 1998 2012
Included observations: 15
Coefficient Std. Error t-Statistic Prob.
C 9.564802 19.35535 0.494168 0.6345
LOG(X1) 0.551183 0.804362 0.685243 0.5126
LOG(X2) -1.029647 2.806080 -0.366934 0.7232
LOG(X3) 0.720286 2.184634 0.329705 0.7501
LOG(X4) -2.502529 1.579394 -1.584487 0.1517
LOG(X5) 1.535717 1.294957 1.185922 0.2697
LOG(X6) -0.133194 0.267461 -0.497996 0.6319
R-squared 0.921120 Mean dependent var 4.988180
Adjusted R-squared 0.861960 S.D. dependent var 0.709724
S.E. of regression 0.263689 Akaike info criterion 0.476634
Sum squared resid 0.556256 Schwarz criterion 0.807057
Log likelihood 3.425248 Hannan-Quinn criter. 0.473114
F-statistic 15.56997 Durbin-Watson stat 3.056175
Prob(F-statistic) 0.000510