各位大佬好,我有以下两个问题:1、我的回归结果Adj.R-Square比较小,才0.2不到,请问有什么办法可以提高吗?我之前控制变量有十几个,但结果很不显著,所以删了几个不怎么重要的控制变量后结果才很显著。2、我的回归系数很小,不到0.001,但结果很显著,这样会影响到时候送审吗?那么要如何提高回归系数呢?(下面分别是回归结果和描述性统计)
(1) (2) (3) (4)
rd1 rd1 rd1 rd1
nx4 0.000** 0.000** 0.000*** -0.002***
(2.98) (3.01) (5.43) (-4.23)
roa 0.002 0.006*** -0.005 0.016**
(0.72) (8.65) (-1.40) (3.03)
age 0.021*** 0.016** 0.013* -0.043***
(5.04) (2.33) (1.98) (-6.93)
lev 0.003 0.003 0.006 -0.002
(0.76) (0.70) (0.45) (-0.17)
soe -0.006*** -0.001 -0.007*** 0.000
(-8.30) (-0.41) (-7.57) (.)
size -0.006*** -0.006*** -0.006** -0.000
(-24.47) (-23.42) (-3.09) (-0.03)
dual -0.000 -0.002 -0.001 0.007
(-0.94) (-1.60) (-0.70) (1.17)
top1 -0.019*** -0.023*** -0.013 -0.074**
(-7.12) (-6.62) (-0.94) (-2.58)
hold -0.003 -0.005 -0.002 0.025
(-0.89) (-1.04) (-0.23) (1.07)
board0.001*** 0.001 0.002*** -0.004*
(5.47) (1.15) (6.58) (-2.26)
_IYear_2014 -0.005*** -0.006*** -0.001 0.006
(-12.70) (-4.98) (-0.40) (1.47)
_IYear_2015 -0.009*** -0.010*** -0.002 0.012***
(-7.84) (-8.32) (-0.56) (3.61)
_IYear_2016 -0.013*** -0.013*** -0.004 0.021***
(-5.50) (-4.69) (-0.86) (4.20)
_IYear_2017 -0.015*** -0.014*** -0.007 0.025***
(-4.38) (-3.83) (-0.91) (4.26)
_IYear_2018 -0.014*** -0.013** -0.004 0.035***
(-3.67) (-2.96) (-0.49) (5.08)
o.soe 0.000
(.)
_cons 0.126*** 0.146*** 0.124** 0.120**
(18.79) (22.26) (2.82) (2.42)
N 1164 641 410 113
R-Square 0.140 0.164 0.197 0.671
Adj.R-Square 0.13 0.14 0.17 0.62
描述性统计
VarName Obs Mean SD Min Median Max
rd1 1164 0.03 0.02 .001682 .021402 .089774
nx4 1164 2.67 6.26 .012643 .7611105 42.98302
roa 1164 0.02 0.11 -1.387341 .0352205 .378931
age 1164 1.67 0.31 .9490805 1.689481 2.215574
lev 1164 0.32 0.18 .020836 .302939 1.037239
soe 1164 0.05 0.21 0 0 1
size 1164 21.53 0.78 19.0072 21.45804 24.76087
dual 1164 1.62 0.49 1 2 2
top1 1164 0.29 0.12 .0408 .2768 .6517
hold 1164 0.14 0.16 0 .0620004 .7435812
board 1164 7.99 1.40 4 8.5 13