如题,我想做dy为因变量,dl,dk,dt,为自变量,各变量差分后,做的变系数行业面板回归,想得到每个行业截面的系数,可是结果是下面这样,求解?
Dependent Variable: DY?
Method: Pooled Least Squares
Date: 06/15/15 Time: 21:34
Sample (adjusted): 2005 2013
Included observations: 117 after adjustments
Cross-sections included: 1
Total pool (balanced) observations: 117
Cross sections without valid observations dropped
Variable Coefficient Std. Error t-Statistic Prob.
_A--DL_A 0.424070 0.084832 4.998947 0.0000
_A--DK_A 0.113661 0.066026 1.721454 0.0879
_A--DT_A -0.085425 0.075680 -1.128763 0.2614
R-squared 0.208332 Mean dependent var -0.000804
Adjusted R-squared 0.194443 S.D. dependent var 0.349384
S.E. of regression 0.313582 Akaike info criterion 0.543796
Sum squared resid 11.21005 Schwarz criterion 0.614621
Log likelihood -28.81205 Hannan-Quinn criter. 0.572550
Durbin-Watson stat 2.710869