随机效应模型结果
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
39.33848
2.048080
19.20749
0.0000
RAILDMD?
-128.6272
27.75405
-4.634539
RKMD?
0.015721
0.003777
4.162320
0.0001
RKMD?^2
-2.09E-06
6.46E-07
-3.241216
0.0015
RAILDMD?*RKMDLOW?
186.4388
41.87258
4.452527
RAILDMD?*RKMDMID?
246.4897
41.47251
5.943447
Y10?
0.611274
0.171687
3.560394
0.0005
Y11?
1.869566
0.194564
9.608993
Y12?
1.697030
0.235178
7.215934
Random Effects (Cross)
Weighted Statistics
R-squared
0.596551
Mean dependent var
1.616036
Adjusted R-squared
0.574444
S.D. dependent var
1.402253
S.E. of regression
0.914754
Sum squared resid
122.1692
F-statistic
26.98498
Durbin-Watson stat
0.713433
Prob(F-statistic)
0.000000
Unweighted Statistics
0.199044
45.99749
32111.11
0.002714
53.37039
2.004775
26.62164
-46.42311
30.65097
-1.514572
0.1326
-0.024007
0.005706
-4.207358
2.20E-06
7.86E-07
2.805688
0.0059
70.96628
46.09965
1.539410
0.1264
133.6071
46.07277
2.899914
0.0045
0.911087
0.175806
5.182360
2.324370
0.203085
11.44530
2.342008
0.250159
9.362072
Fixed Effects (Cross)
Cross-section fixed (dummy variables)
0.998597
0.998137
16.13477
0.696423
Akaike info criterion
2.327671
56.26053
Schwarz criterion
3.093436
Log likelihood
-141.3945
Hannan-Quinn criter.
2.638708
2172.237
1.073600
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越冬小熊 发表于 2015-6-22 12:45 Hausman检验p值是1,应该用随机效应模型么?
祝贺人大 发表于 2015-6-22 22:27 进行F检验了吗?会不会是混合效应呢?
lautaylor 发表于 2016-1-22 10:26 面板数据所使用的模型主要有混合效应模型、固定效应模型和随机效应模型,而F检验是用来判断是用混合效应模型 ...