请问:1.面板数据的变量如果具多重共线性是不是会影响回归结果?该如何用eviews6.0检验面板数据的多重功效线性问题呢?
2.运用面板数据做回归时,须做哪些检验,通过了才能做回归吗?
3.面板数据得出的回归结果,该看哪些指标来看回归结果的优异啊?(比如,这个结果怎么看?)
本人初次接触面板数据,请指教啊,谢谢!
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| Effects Specification | | |
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Cross-section fixed (dummy variables) | |
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R-squared | 0.808920 | Mean dependent var | 0.014797 |
Adjusted R-squared | 0.748578 | S.D. dependent var | 0.956680 |
S.E. of regression | 0.479698 | Akaike info criterion | 1.579343 |
Sum squared resid | 17.48839 | Schwarz criterion | 2.226650 |
Log likelihood | -54.75683 | Hannan-Quinn criter. | 1.841392 |
F-statistic | 13.40577 | Durbin-Watson stat | 1.603222 |
Prob(F-statistic) | 0.000000 | | | |
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