面板模型，h检验的p值为1什么意思？

6987

收藏 2015-09-01

各位大神，面板模型，我之前进行F检验的p值为0，拒绝原假设，选择固定效应模型。但H检验的p值为1，如下图，请问这是是什么意思？应该如何修正？急求！！非常感谢！！！！

Correlated Random Effects - Hausman Test
Pool: ZXN
Test cross-section random effects


Test Summary		Chi-Sq. Statistic	Chi-Sq. d.f.	Prob.


Cross-section random		0.000000	8	1.0000


* Cross-section test variance is invalid. Hausman statistic set to zero.

Cross-section random effects test comparisons:

Variable	Fixed	Random	Var(Diff.)	Prob.


ASSET?	-0.009793	-0.019106	0.000007	0.0006
DEBT?	-0.015423	0.000413	0.000041	0.0134
TA?	0.857428	-0.110009	0.055739	0.0000
ROAA?	0.599668	0.561643	0.034652	0.8381
EQTA?	-0.132804	-0.111052	0.000327	0.2287
CPI?	0.073064	-0.025682	0.000597	0.0001
M2?	0.015701	0.004672	0.000010	0.0004
SSCI?	0.000418	-0.000042	0.000000	0.2605