鄙人系菜鸟,做面板模型时为了检验是否存在横截面相关,就是用xtcsd命令,利用pesaran's test做了检验,结果却很是奇怪,Pesaran's test of cross sectional independence = - 0.565, 而概率既然为Pr = 1.4280;但是我在用frees命令时结果却显示是正常的,如下
Frees' test of cross sectional independence = 10.969
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Critical values from Frees' Q distribution
alpha = 0.10 : 0.5822
alpha = 0.05 : 0.8391
alpha = 0.01 : 1.4211
请教版主及各位达人,这是什么问题引起的呢?不胜感激!