我已经做了hausman检验和bp检验,检验结果显示应使用随机模型。这个也符合我的预期。做序列相关检验(re模型)时,结果如下:
Estimated results:
Var sd = sqrt(Var)
---------+-----------------------------
icqw | 8470.127 92.03329
e | 4729.735 68.773066
u | 907.9322 30.131913
Tests:
Random Effects, Two Sided:
LM(Var(u)=0) = 30.31 Pr>chi2(1) = 0.0000
ALM(Var(u)=0) = 7.93 Pr>chi2(1) = 0.0049
Random Effects, One Sided:
LM(Var(u)=0) = 5.51 Pr>N(0,1) = 0.0000
ALM(Var(u)=0) = -2.82 Pr>N(0,1) = 0.9976
Serial Correlation:
LM(rho=0) = 76.28 Pr>chi2(1) = 0.0000
ALM(rho=0) = 53.90 Pr>chi2(1) = 0.0000
Joint Test:
LM(Var(u)=0,rho=0) = 84.21 Pr>chi2(2) = 0.0000
结果应该是存在序列自相关吧。那第二项的那个是什么东西呢,怎么一个0.00,一个0.99呢,是否需要处理呢?