the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.25673654E+01 0.88283036E+00 0.29081072E+01
beta 1 0.29838202E+00 0.22614219E+00 0.13194443E+01
beta 2 0.78510259E+00 0.15850715E+00 0.49531052E+01
sigma-squared 0.39119976E+01 0.14769085E+01 0.26487745E+01
gamma 0.79060262E+00 0.94749217E-01 0.83441599E+01
mu -0.35172919E+01 0.16952382E+01 -0.20748069E+01
eta -0.27919190E+00 0.10992745E+00 -0.25397831E+01
log likelihood function = -0.15718049E+03
LR test of the one-sided error = 0.92592926E+01
with number of restrictions = 3
[note that this statistic has a mixed chi-square distribution]
有没有高人帮我解释一下,为什么T值都那么小,没有一个达到显著性水平的······悲剧!
我看了一下软件中附带的例子,T也很小···不解,求助···不胜感激啊