小女第一次接触面板数据,两眼一摸黑阿,但是又着急用,只好急求各位高手了!
我使用eviews5.1,做2个截面10年的年数据;
做pool estimation的时候,cross-secti选择fixed,period选择random,但是方程式应该是怎样的呀?接下来我该怎么做呢?
这是我做的回归结果:
Dependent Variable: ?Y
Method: Pooled EGLS (Period random effects)
Date: 08/20/08 Time: 22:27
Sample: 1997 2006
Included observations: 10
Cross-sections included: 2
Total pool (balanced) observations: 20
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
C 17055.55 2158.923 7.900028 0.0000
?X1 -0.018049 0.006372 -2.832365 0.0151
?X2 1454.884 55.69850 26.12071 0.0000
?X3 -3.782102 0.092689 -40.80435 0.0000
?X4 -60.99772 5.007149 -12.18213 0.0000
?X5 0.578933 0.059055 9.803343 0.0000
?X6 0.466772 0.275715 1.692950 0.1162
Fixed Effects (Cross)
CHI--C 6784.234
IND--C -6784.234
Random Effects (Period)
1997--C 135.8253
1998--C -792.2430
1999--C -402.5589
2000--C 14.55103
2001--C 508.1887
2002--C 831.3315
2003--C -192.2856
2004--C -391.1419
2005--C -653.4675
2006--C 941.8005
Effects Specification
S.D. Rho
Cross-section fixed (dummy variables)
Period random 162.7112 0.4292
Idiosyncratic random 187.6425 0.5708
Weighted Statistics
R-squared 0.976377 Mean dependent var 5804.112
Adjusted R-squared 0.962598 S.D. dependent var 7164.288
S.E. of regression 1385.551 Sum squared resid 23037014
F-statistic 70.85563 Durbin-Watson stat 1.953060
Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.973052 Mean dependent var 5804.112
Sum squared resid 33898250 Durbin-Watson stat 1.868734