做hausman检验 Prob>chi2 = 0.0000,选择了fe回归
Fixed-effects (within) regression Number of obs = 3730
Group variable: COMPANY Number of groups = 373
R-sq: within = 0.0700 Obs per group: min = 10
between = 0.2478 avg = 10.0
overall = 0.1335 max = 10
F(11,3346) = 22.91
corr(u_i, Xb) = -0.0084 Prob > F = 0.0000
------------------------------------------------------------------------------
IND | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
STATE | 0 (omitted)
AUD | .0388304 .0261176 1.49 0.137 -.0123777 .0900385
FIRST | .3176368 .1358847 2.34 0.019 .0512113 .5840624
GROW | -.0000766 .000142 -0.54 0.590 -.000355 .0002018
LEV | -.0402233 .0499669 -0.80 0.421 -.138192 .0577455
LZHY | -.0342539 .0441019 -0.78 0.437 -.1207234 .0522156
OPT | -.3742742 .0588828 -6.36 0.000 -.489724 -.2588243
ROE | .2036735 .0509869 3.99 0.000 .1037049 .3036421
STRU | -.0067506 .0501231 -0.13 0.893 -.1050256 .0915244
PC | .0312042 .0359938 0.87 0.386 -.0393679 .1017762
MAR | .0899194 .0172915 5.20 0.000 .0560165 .1238223
SIZE | .0840992 .0187464 4.49 0.000 .0473436 .1208547
_cons | .221229 .3536766 0.63 0.532 -.4722152 .9146732
-------------+----------------------------------------------------------------
sigma_u | .32478232
sigma_e | .51121395
rho | .28755961 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(372, 3346) = 3.42 Prob > F = 0.0000
回归结果,自变量是PC和MAR,这样PC就不显著了问题:1请问下面板数据一定要选择下固定效应还是随机效应,然后回归么,随机效应回归的结果都显著?2.是否有其他回归方法?3.state被Omitted怎么回事,是共线性么,是否可以判断是和哪个变量由共线性问题?4.另外想问下R方怎么看?