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demoLMsarsem_panel
Ordinary Least-squares Estimates
Dependent Variable = Q
R-squared = 0.2722
Rbar-squared = 0.2627
sigma^2 = 0.0318
Durbin-Watson = 1.9185
Nobs, Nvars = 310, 5
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Variable Coefficient t-statistic t-probability
intercept 0.459713 5.736838 0.000000
lnC 0.101499 3.306377 0.001058
lnW -0.150284 -6.870688 0.000000
lnR 0.051961 2.503050 0.012836
lnZ 0.028687 1.505439 0.133246
loglikols =
97.2729
LM test no spatial lag, probability = 48.9555, 0.000
robust LM test no spatial lag, probability = 87.1760, 0.000
LM test no spatial error, probability = 14.3483, 0.000
robust LM test no spatial error, probability = 52.5689, 0.000
Ordinary Least-squares Estimates
Dependent Variable = Q
R-squared = 0.0143
Rbar-squared = 0.0046
sigma^2 = 0.0076
Durbin-Watson = 2.0414
Nobs, Nvars = 310, 4
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Variable Coefficient t-statistic t-probability
lnC -0.011186 -0.395823 0.692511
lnW 0.048591 1.085086 0.278738
lnR 0.069868 1.695274 0.091041
lnZ -0.016345 -0.883915 0.377436
FE_rsqr2 =
0.8254
loglikfe =
318.5432
LM test no spatial lag, probability = 1.0189, 0.313
robust LM test no spatial lag, probability = 5.7797, 0.016
LM test no spatial error, probability = 0.7416, 0.389
robust LM test no spatial error, probability = 5.5024, 0.019
Ordinary Least-squares Estimates
Dependent Variable = Q
R-squared = 0.0582
Rbar-squared = 0.0489
sigma^2 = 0.0068
Durbin-Watson = 2.1880
Nobs, Nvars = 310, 4
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Variable Coefficient t-statistic t-probability
lnC -0.113216 -3.047597 0.002508
lnW -0.026502 -0.578319 0.563474
lnR -0.111384 -1.868899 0.062592
lnZ -0.035469 -1.839335 0.066835
LM test no spatial lag, probability = 0.1417, 0.707
robust LM test no spatial lag, probability = 0.2026, 0.653
LM test no spatial error, probability = 0.0912, 0.763
robust LM test no spatial error, probability = 0.1521, 0.697
diary off
空间计量 理论知识不行 做到这步有点蒙了 求指导
这个到底是个检验还是得出来最终结论