Dependent Variable: Y
Method: Stepwise Regression
Date: 08/10/14 Time: 09:34
Sample: 1996 2012
Included observations: 17
Number of always included regressors: 9
No search regressors
Selection method: Stepwise forwards
Stopping criterion: p-value forwards/backwards = 0.5/0.5
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-2.902777904945752
1.595016031598335
-1.819905159220835
0.1062675133594453
X1
-15.19075505295807
5.79562841198927
-2.62107125804224
0.03059951442482895
X4
14.90998351985597
6.00440329837424
2.483174893314214
0.03792351175655636
X6
-2.20332330478486
0.817691209765369
-2.694566455492519
0.02730282344509906
X7
2.242001282856666
0.9297423556114865
2.411422120682147
0.04241397617000654
X10
5.123924159141203
1.761429726649069
2.90895746882217
0.01962042551322548
X11
-0.009665552500189941
0.01690758299896306
-0.5716696763093064
0.5832465565163327
X12
-0.08719104244261944
0.1508875162260928
-0.5778545808386869
0.5792594703982772
X14
-0.8306021453721821
0.3355397841616477
-2.475420753599924
0.03838468704328235
R-squared
0.9777944999322928
Mean dependent var
1.834821614154192
Adjusted R-squared
0.9555889998645855
S.D. dependent var
0.1826189320988048
S.E. of regression
0.03848496320068803
Akaike info criterion
-3.372046566945558
Sum squared resid
0.0118487391404665
Schwarz criterion
-2.930933620092266
Log likelihood
37.66239581903724
Hannan-Quinn criter.
-3.328199070125201
F-statistic
44.03388786340671
Durbin-Watson stat
2.085673942932662
Prob(F-statistic)
8.064455821192328e-06
Selection Summary
No regressors were chosen by the stepwise routine
请注明:姓名-公司-职位
以便审核进群资格,未注明则拒绝
zgw137025 发表于 2014-8-10 09:46 其中x11和x12做单独回归时是1%水平显著的,但在多元回归中就变不显著了,应怎样处理?