各位大神帮我解答一下,在做第二阶段SFA的时候LR不显著,但是T值显著,还可以使用这个模型吗?
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.39883405E+04 0.11136121E+01 -0.35814452E+04
beta 1 0.96576017E+01 0.59014864E+01 0.16364694E+01
beta 2 0.17274951E+03 0.33250906E+01 0.51953326E+02
beta 3 0.52415849E+03 0.10749040E+01 0.48763285E+03
beta 4 0.39392733E+02 0.22095628E+01 0.17828293E+02
beta 5 -0.79606703E+02 0.37253941E+01 -0.21368666E+02
beta 6 0.15501201E+04 0.15213411E+01 0.10189169E+04
sigma-squared 0.52071698E+06 0.10000004E+01 0.52071675E+06
gamma 0.63318753E-01 0.84359711E-01 0.75058048E+00
mu is restricted to be zero
eta is restricted to be zero
log likelihood function = -0.11967870E+04
LR test of the one-sided error = 0.70994479E+00