Dependent Variable: LGPT?
Method: Pooled EGLS (Cross-section random effects)
Date: 02/16/16 Time: 12:34
Sample: 2004 2013
Included observations: 10
Cross-sections included: 5
Total pool (balanced) observations: 50
Swamy and Arora estimator of component variances
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-4.942136
0.664404
-7.438449
0.0000
LGRD?
1.809348
0.139409
12.97867
Random Effects (Cross)
PS--C
0.140097
AS--C
-0.402781
ETE--C
-0.287169
COE--C
0.281003
MEM--C
0.268849
Effects Specification
S.D.
Rho
Cross-section random
0.338786
0.6951
Idiosyncratic random
0.224383
0.3049
Weighted Statistics
R-squared
0.778812
Mean dependent var
0.705926
Adjusted R-squared
0.774204
S.D. dependent var
0.471418
S.E. of regression
0.224008
Sum squared resid
2.408627
F-statistic
169.0099
Durbin-Watson stat
0.520721
Prob(F-statistic)
0.000000
Unweighted Statistics
0.694118
3.443637
6.746605
0.185904
Weighted Statistics和
Unweighted Statistics中显示的
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胖胖小龟宝 发表于 2016-2-16 13:07 R方0.7也不能算很低了,对于时序模型来说这个应该是可以接受的。 我个人觉得回归的结果R方的重要性比较低 ...
huihuiweiwu 发表于 2016-2-16 13:12 谢谢!就我上面的那个检验结果来看,系数和模型总体的检验结果是否还行。。我第一次做这个,不是很清楚如 ...
胖胖小龟宝 发表于 2016-2-16 14:49 个人觉得结果还是可以接受的。