请高手帮我看下,我的数据是面板数据,这样的hausman 检验后能用固定模型吗,我这样最后得到的回归结果能用吗,如果其中某个变量不显著,一定得删除吗
还有就是想回归时显示调整R平方怎么办呢,我用的是
xtreg var1 var2 var3, fe
Hausman 检验---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
var1 | -.132524 -.1900192 .0517668 .0284982
var2 | .0414575 .009875 .0318818 .0028363
var3 | .3210128 .3310197 -.0230069 .
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b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtreg
Test: Ho: difference in coefficients not systematic
chi2(6) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 49.75
Prob>chi2 = 0.0000
(V_b-V_B is not positive definite)
固定模型回归结果
Fixed-effects (within) regression Number of obs = 1062
Group variable: company Number of groups = 82
R-sq: within = 0.4326 Obs per group: min = 8
between = 0.5443 avg = 13.0
overall = 0.4349 max = 14
F(6,974) = 90.86
corr(u_i, Xb) = -0.4908 Prob > F = 0.0000
(Std. Err. adjusted for clustering on company)
------------------------------------------------------------------------------
| Robust
dis | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
var1 | -.132524 .0519624 -3.05 0.002 -.2602236 -.0562813
var2| 0414575 .0289725 12.70 0.000 .3111571 .42486850414575
var3| .3210128 02897254.84 0.000 .0102984 .0243407
_cons | .6021928 .0347549 17.33 0.000 .5339896 .6703959
-------------+----------------------------------------------------------------
sigma_u | .0949388
sigma_e | .12915659
rho | .35078596 (fraction of variance due to u_i)
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