大家好,之前在论坛中学习到,先对模型进行xtreg y x,re回归,然后BP检验:xttest0,得出的结果是p=0.107,这是不是说明,我的数据是混合面板数据?
请问高手们,我接下来应该做什么??也进行了xtgls回归,可是几个重要变量open log_fdi log_fix_capital都不显著
xi:xtgls log_export log_under_senior log_college_graduate open log_exg_product log_fix_capit_invest log_fdi_ser_accumulation i.year,panels(he) corr(psar1)
i.year _Iyear_2002-2008 (naturally coded; _Iyear_2002 omitted)
note: _Iyear_2008 omitted because of collinearity
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 5 Number of obs = 35
Estimated autocorrelations = 5 Number of groups = 5
Estimated coefficients = 12 Time periods = 7
Wald chi2(11) = 2897.17
Prob > chi2 = 0.0000
log_export Coef. Std. Err. z P>z [95% Conf. Interval]
log_un~enior 1.295066 .0944403 13.71 0.000 1.109967 1.480166
log_colleg~e -1.068661 .0720881 -14.82 0.000 -1.209952 -.9273713
open .3807779 .5160598 0.74 0.461 -.6306808 1.392237
log_exg_pr~t .9031414 .2499611 3.61 0.000 .4132268 1.393056
log_fix_ca~t .0149382 .0877015 0.17 0.865 -.1569536 .18683
log_fdi_se~n .0894295 .1031565 0.87 0.386 -.1127535 .2916125
_Iyear_2003 -.0177337 .1064351 -0.17 0.868 -.2263427 .1908754
_Iyear_2004 -.1889676 .114632 -1.65 0.099 -.4136423 .0357071
_Iyear_2005 .1375438 .1090396 1.26 0.207 -.0761699 .3512575
_Iyear_2006 .0091872 .0965418 0.10 0.924 -.1800312 .1984056
_Iyear_2007 .0386858 .0874702 0.44 0.658 -.1327525 .2101242
_Iyear_2008 (omitted)
_cons -10.19636 5.202034 -1.96 0.050 -20.39216 -.000558
请问大家,我还需要做什么检验吗???
我想对数据进行异方差、自相关的检验,是否有必要啊??
因为很紧急要给导师汇报数据情况,所以没时间看书啊!!感谢大家!