初学者,半懂不懂的
做出来结果不知道什么意思
Pooled model with spatially lagged dependent variable and spatial fixed effects
Dependent Variable = lnc
R-squared = 0.9920
corr-squared = 0.8977
sigma^2 = 0.0151
Nobs,Nvar,#FE = 390, 4, 33
log-likelihood = 264.68301
# of iterations = 1
min and max rho = -1.0000, 1.0000
total time in secs = 24.6190
time for optimiz = 9.7680
time for lndet = 5.5750
time for t-stats = 0.0260
No lndet approximation used
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Variable Coefficient Asymptot t-stat z-probability
lngdp 1.678019 4.626174 0.000004
lngdp^2 -0.047845 -2.736372 0.006212
lnsi 0.663298 6.859955 0.000000
W*dep.var. 0.049986 0.831718 0.405568
LR-test joint significance spatial fixed effects, degrees of freedom and probability = 0.0000, 30, 1.0000
Pooled model with spatially lagged dependent variable and spatial random effects
Dependent Variable = lnc
R-squared = 0.9913
corr-squared = 0.4226
sigma^2 = 0.0163
Nobs,Nvar = 390, 5
log-likelihood = 147.41873
# of iterations = 4
min and max rho = -1.0000, 1.0000
total time in secs = 1.0800
time for optimiz = 0.9310
time for lndet = 0.1170
time for t-stats = 0.0200
No lndet approximation used
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Variable Coefficient Asymptot t-stat z-probability
intercept -12.242685 -7.017182 0.000000
lngdp 1.508878 4.039412 0.000054
lngdp^2 -0.041545 -2.295729 0.021691
lnsi 0.689047 6.908705 0.000000
W*dep.var. 0.103960 1.746019 0.080808
teta 0.034442 5.479974 0.000000
LR-test significance spatial random effects, degrees of freedom and probability = -234.5286, 1,104875532092361240000000000000000000000000000000000000000000000000000.0000
Hausman test-statistic, degrees of freedom and probability = -40.7659, 4, 0.0000
Pooled model with spatial error autocorrelation and spatial fixed effects
Dependent Variable = lnc
R-squared = 0.9920
corr-squared = 0.8981
sigma^2 = 0.0148
log-likelihood = 266.56585
Nobs,Nvar,#FE = 390, 3, 33
# iterations = 16
min and max rho = -0.9900, 0.9900
total time in secs = 0.4130
time for optimiz = 0.2300
time for lndet = 0.0610
time for t-stats = 0.0070
No lndet approximation used
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Variable Coefficient Asymptot t-stat z-probability
lngdp 1.741239 5.046371 0.000000
lngdp^2 -0.048768 -2.766944 0.005658
lnsi 0.661404 7.334337 0.000000
spat.aut. 0.155978 2.335956 0.019494
LR-test joint significance spatial fixed effects, degrees of freedom and probability = 1497.5043, 30, 0.0000
Pooled model with spatial error autocorrelation and spatial random effects
Dependent Variable = lnc
R-squared = 0.9915
corr-squared = 0.4197
sigma^2 = 0.0161
Nobs,Nvar = 390, 4
log-likelihood = 144.11052
# of iterations = 6
min and max rho = -1.6036, 1.0000
total time in secs = 0.7540
time for optimiz = 0.6830
time for eigs = 0.0050
time for t-stats = 0.0120
***************************************************************
Variable Coefficient Asymptot t-stat z-probability
intercept -13.474613 -8.221709 0.000000
lngdp 1.714316 4.779054 0.000002
lngdp^2 -0.047227 -2.577393 0.009955
lnsi 0.656939 7.029763 0.000000
spat.aut. 0.155750 2.241270 0.025009
teta 95.682443 4.334810 0.000015
LR-test significance spatial random effects, degrees of freedom and probability = 1252.5937, 1, 0.0000
Hausman test-statistic, degrees of freedom and probability = 0.4569, 4, 0.9776 (这个说明了什么)
每个后面都有的LR test,第二个不知道为何还出现很奇怪的数值,求指教,求解释,谢谢