第一次学习使用Stata做了OLS分析,数据只有不到100个,数据较少,经检验发现有异方差,就进行了robust检验,现在结果出来了:
Prob > F = 0.0044
R-squared = 0.2001
Root MSE = .08898
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| Robust
inv | Coef. Std. Err. t P>|t| [95% Conf. Interval]
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age | -.0031538 .0016484 -1.91 0.059 -.0064349 .0001273
q | .0087358 .0117132 0.75 0.458 -.0145787 .0320502
lev | .0903122 .0745303 1.21 0.229 -.0580366 .238661
cash | -.0044918 .0724548 -0.06 0.951 -.1487095 .1397259
lnsize | .0057002 .0111438 0.51 0.610 -.016481 .0278813
loss | -.0244206 .0423748 -0.58 0.566 -.1087656 .0599244
risk | -.1227288 .2385544 -0.51 0.608 -.5975594 .3521018
pe | -.0000507 .0000228 -2.22 0.029 -.0000961 -5.34e-06
fcf | -.0613992 .1018854 -0.60 0.548 -.2641971 .1413986
top | .0610632 .0630344 0.97 0.336 -.0644036 .1865299
board | -.0053391 .0037415 -1.43 0.158 -.0127864 .0021082
outdir | .0033123 .0133697 0.25 0.805 -.0232994 .0299239
lnpay | .000031 .0000385 0.80 0.423 -.0000456 .0001076
soe | -.0014435 .0227704 -0.06 0.950 -.0467668 .0438798
pc | .0130332 .0208102 0.63 0.533 -.0283884 .0544548
ip | -.0064044 .0106904 -0.60 0.551 -.0276831 .0148743
_cons | .0197089 .1089195 0.18 0.857 -.1970899 .2365077
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置信度在99%以上,但是拟合优度不高,解释变量中有几个是虚拟变量,如PC、IP、SOE等,请问这是否意味着参数不行?或者模型不行?一般做完 OLS robust回归后,还需要做哪些检验呢?