哪位高手帮我看看这个面板数据的回归结果,我用的是固定效应变系数模型,总的拟合优度还行,但好像很多变量不显著,出现这个问题主要原因是什么呀?怎么修正呢?还有这个DW值符合要求么?如果我就用这个模型去拟合了,勉强行得通么?多谢啦!
Dependent Variable: WW?
Method: Pooled Least Squares
Date: 03/27/09 Time: 20:17
Sample: 1999 2007
Included observations: 9
Cross-sections included: 8
Total pool (balanced) observations: 72
Variable Coefficient Std. Error t-Statistic Prob.
C 2.317660 2.973681 0.779391 0.4403
_NY--F_NY 0.122773 0.246017 0.499042 0.6205
_CK--F_CK 0.444597 0.164797 2.697846 0.0102
_ZZ--F_ZZ 1.615792 0.162293 9.956006 0.0000
_DL--F_DL 0.116506 0.235481 0.494757 0.6235
_JZ--F_JZ 0.238332 0.268542 0.887501 0.3801
_JT--F_JT 0.282922 0.139882 2.022570 0.0498
_JY--F_JY 0.042585 0.071304 0.597239 0.5537
_FC--F_FC 0.118416 0.160095 0.739660 0.4638
_NY--LL_NY -1.161591 1.782326 -0.651728 0.5183
_CK--LL_CK 2.721954 0.689683 3.946674 0.0003
_ZZ--LL_ZZ 2.360475 5.033054 0.468995 0.6416
_DL--LL_DL 9.757209 3.872483 2.519626 0.0158
_JZ--LL_JZ -0.125118 0.789121 -0.158553 0.8748
_JT--LL_JT - 4.552023 1.129475 -4.030213 0.0002
_JY--LL_JY 4.377424 1.215506 3.601320 0.0009
_FC--LL_FC 0.200286 1.217612 0.164491 0.8702
_NY--HH_NY -2.060720 2.265334 -0.909676 0.3684
_CK--HH_CK -4.950350 0.492397 -10.05357 0.0000
_ZZ--HH_ZZ 0.263177 7.265132 0.036225 0.9713
_DL--HH_DL 3.615439 2.461200 1.468974 0.1497
_JZ--HH_JZ 3.100122 0.915241 3.387217 0.0016
_JT--HH_JT 0.129587 0.668780 0.193766 0.8473
_JY--HH_JY -13.62258 1.700134 -8.012650 0.0000
_FC--HH_FC 1.289139 1.239094 1.040388 0.3044
Fixed Effects (Cross)
_NY--C 21.09448
_CK--C 6.661744
_ZZ--C -37.82406
_DL--C -64.32616
_JZ--C -10.52029
_JT--C 32.74047
_JY--C 51.62461
_FC--C 0.549218
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.980170 Mean dependent var 9.579662
Adjusted R-squared 0.964801 S.D. dependent var 0.487454
S.E. of regression 0.091453 Akaike info criterion -1.644890
Sum squared resid 0.334543 Schwarz criterion -0.633038
Log likelihood 91.21602 F-statistic 63.77840
Durbin-Watson stat 2.431790 Prob(F-statistic) 0.000000