各位大虾,请教一个模型结果显著性的问题。
本人
使用Eviews7.2软件对2007-2014年农村居民工资性收入、家庭经营收入及财产性收入、转移性收入与城乡居民收入差距之间的关系进行了估计。计量结果如下:
表 农村居民收入结构变化对城乡居民收入差距的影响
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| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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| C | 3388.668 | 2643.457 | 1.281908 | 0.2900 |
| r1 | 0.328193 | 0.124390 | 2.638422 | 0.0778 |
| r2 | 2.521845 | 1.720137 | 1.466072 | 0.2389 |
| r3 | 0.343727 | 0.563764 | 0.609700 | 0.5851 |
| r4 | -2.101552 | 2.032048 | -1.034204 | 0.3771 |
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| R-squared | 0.968292 | Mean dependent var | 10833.63 |
| Adjusted R-squared | 0.926015 | S.D. dependent var | 1160.663 |
| S.E. of regression | 315.7021 | Akaike info criterion | 14.61665 |
| Sum squared resid | 299003.4 | Schwarz criterion | 14.66630 |
| Log likelihood | -53.46658 | Hannan-Quinn criter. | 14.28177 |
| F-statistic | 22.90352 | Durbin-Watson stat | 1.787364 |
| Prob(F-statistic) | 0.013847 | | | |
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模型回归的结果为:
gap=3388.67+0.33*r1+2.52*r2+0.34*r3-2.10*r4
(1.28)(2.64)(1.47) (0.61) (-1.03)
R2=0.968 F=22.90<F0.01(4,3)=28.71
从模型的拟合优度看,R2为0.956,满足面板数据的估计精度要求,但模型没有通过F检验,F值为“F-statistic 22.9035”,F的P值为“Prob(F-statistic) 0.0138”, F=22.90<F0.01(4,3)=28.71不显著。 <v:shape id="_x0000_i1025" type="#_x0000_t75" style="width:259.5pt; height:13.5pt" equationxml="12gapt=尾0+尾1r1t+尾2r2t+尾<3r3t+尾4r4t+渭it">
<v:shape id="_x0000_i1025" type="#_x0000_t75" style="width:259.5pt; height:13.5pt" equationxml="12gapt=尾0+尾1r1t+尾2r2t+尾<3r3t+尾4r4t+渭it">
现在的问题是,在R2不显著,F又不显著的情况下,应该怎么处理?宣布模型设计失败吗?