空间面板广义矩估计结果如何解释，请各位大神明示，或者可以看什么书能了解。-经管之家官网！

经济学管理学金融学统计学

您当前的位置> 考研考博>>

空间面板广义矩估计结果如何解释，请各位大神明示，或者可以看什么书能了解。

发布：352897834 | 分类：考研

关于本站

人大经济论坛-经管之家：分享大学、考研、论文、会计、留学、数据、经济学、金融学、管理学、统计学、博弈论、统计年鉴、行业分析包括等相关资源。
经管之家是国内活跃的在线教育咨询平台!

提供"微信号、微博、抖音、快手、头条、小红书、百家号、企鹅号、UC号、一点资讯"等虚拟账号交易，真正实现买卖双方的共赢。【请点击这里访问】

TOP热门关键词

专题页面精选

坛友互助群

扫码加入各岗位、行业、专业交流群

==============================================================================
*** Binary (0/1) Weight Matrix: 49x49 - NC=7 NT=7 (Non Normalized)
==============================================================================
==============================================================================
* Spatial Panel Autoregressive Generalized Method of Moments (SPGMM)
==============================================================================
y = x1 + x2
------------------------------------------------------------------------------
Sample Size = 49 | Cross Sections Number = 7
Wald Test = 45.3388 | P-Value > Chi2(2) = 0.0000
F-Test = 22.6694 | P-Value > F(2 , 40) = 0.0000
(Buse 1973) R2 = 0.7748 | Raw Moments R2 = 0.9590
(Buse 1973) R2 Adj = 0.7297 | Raw Moments R2 Adj = 0.9509
Root MSE (Sigma)= 8.6984 | Log Likelihood Function = -170.5500
------------------------------------------------------------------------------
- R2h= 0.5500 R2h Adj= 0.4600F-Test = 28.11 P-Value > F(2 , 40)0.0000
- R2v= 0.4508 R2v Adj= 0.3410F-Test = 18.88 P-Value > F(2 , 40)0.0000
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x1 |-.2904423 .0941184 -3.09 0.004 -.4806627 -.1002219
x2 |-1.323453 .3309552 -4.00 0.000 -1.992338 -.6545673
_cons | 64.47419 5.091475 12.66 0.000 54.18394 74.76445
------------------------------------------------------------------------------
==============================================================================
* Panel Model Selection Diagnostic Criteria
==============================================================================
- Log Likelihood Function LLF = -170.5500
---------------------------------------------------------------------------
- Akaike Information Criterion (1974) AIC = 69.8112
- Akaike Information Criterion (1973) Log AIC = 4.2458
---------------------------------------------------------------------------
- Schwarz Criterion (1978) SC = 78.3840
- Schwarz Criterion (1978) Log SC= 4.3616
---------------------------------------------------------------------------
- Amemiya Prediction Criterion (1969) FPE = 80.2952
- Hannan-Quinn Criterion (1979) HQ = 72.9474
- Rice Criterion (1984) Rice = 70.3840
- Shibata Criterion (1981) Shibata = 69.3287
- Craven-Wahba Generalized Cross Validation (1979) GCV = 70.0846
------------------------------------------------------------------------------
==============================================================================
*** Spatial Panel Aautocorrelation Tests
==============================================================================
Ho: Error has No Spatial AutoCorrelation
Ha: Error has Spatial AutoCorrelation
- GLOBAL Moran MI = 0.0594 P-Value > Z( 0.705) 0.4805
- GLOBAL Geary GC = 0.8831 P-Value > Z(-0.828) 0.4076
- GLOBAL Getis-Ords GO =-0.1698 P-Value > Z(-0.705) 0.4805
------------------------------------------------------------------------------
- Moran MI Error Test = 0.3779 P-Value > Z(3.505) 0.7055
------------------------------------------------------------------------------
- LM Error (Burridge) = 0.1647 P-Value > Chi2(1) 0.6849
- LM Error (Robust) = 0.6335 P-Value > Chi2(1) 0.4261
------------------------------------------------------------------------------
Ho: Spatial Lagged Dependent Variable has No Spatial AutoCorrelation
Ha: Spatial Lagged Dependent Variable has Spatial AutoCorrelation
- LM Lag (Anselin) = 0.3204 P-Value > Chi2(1) 0.5714
- LM Lag (Robust) = 0.7891 P-Value > Chi2(1) 0.3744
------------------------------------------------------------------------------
Ho: No General Spatial AutoCorrelation
Ha: General Spatial AutoCorrelation
- LM SAC (LMErr+LMLag_R) = 0.9539 P-Value > Chi2(2) 0.6207
- LM SAC (LMLag+LMErr_R) = 0.9539 P-Value > Chi2(2) 0.6207
------------------------------------------------------------------------------
==============================================================================
*** Panel Heteroscedasticity Tests
==============================================================================
Ho: Panel Homoscedasticity - Ha: Panel Heteroscedasticity
- Engle LM ARCH Test AR(1): E2 = E2_1 = 0.5025 P-Value > Chi2(1)0.4784
------------------------------------------------------------------------------
- Hall-Pagan LM Test: E2 = Yh = 0.0254 P-Value > Chi2(1)0.8734
- Hall-Pagan LM Test: E2 = Yh2 = 0.0000 P-Value > Chi2(1)0.9968
- Hall-Pagan LM Test: E2 = LYh2 = 0.2283 P-Value > Chi2(1)0.6328
------------------------------------------------------------------------------
- Harvey LM Test: LogE2 = X = 2.4753 P-Value > Chi2(2)0.2901
- Wald Test: LogE2 = X = 6.1075 P-Value > Chi2(1)0.0135
- Glejser LM Test: |E| = X = 8.3688 P-Value > Chi2(2)0.0152
- Breusch-Godfrey Test:E = E_1 X =10.9753 P-Value > Chi2(1)0.0009
------------------------------------------------------------------------------
- Machado-Santos-Silva Test: Ev=Yh Yh2= 0.2531 P-Value > Chi2(2)0.8811
- Machado-Santos-Silva Test: Ev=X = 7.2616 P-Value > Chi2(2)0.0265
------------------------------------------------------------------------------
- White Test - Koenker(R2): E2 = X = 9.8517 P-Value > Chi2(2)0.0073
- White Test - B-P-G (SSR): E2 = X =14.2397 P-Value > Chi2(2)0.0008
------------------------------------------------------------------------------
- White Test - Koenker(R2): E2 = X X2 =11.7997 P-Value > Chi2(4)0.0189
- White Test - B-P-G (SSR): E2 = X X2 =17.0553 P-Value > Chi2(4)0.0019
------------------------------------------------------------------------------
- White Test - Koenker(R2): E2 = X X2 XX=24.9319 P-Value > Chi2(5)0.0001
- White Test - B-P-G (SSR): E2 = X X2 XX=36.0364 P-Value > Chi2(5)0.0000
------------------------------------------------------------------------------
- Cook-Weisberg LM Test: E2/S2n = Yh = 0.0367 P-Value > Chi2(1)0.8481
- Cook-Weisberg LM Test: E2/S2n = X =14.2397 P-Value > Chi2(2)0.0008
------------------------------------------------------------------------------
*** Single Variable Tests (E2/Sig2):
- Cook-Weisberg LM Test: x1 = 4.1504 P-Value > Chi2(1) 0.0416
- Cook-Weisberg LM Test: x2 = 3.0020 P-Value > Chi2(1) 0.0832
------------------------------------------------------------------------------
*** Single Variable Tests:
- King LM Test: x1 = 0.3196 P-Value > Chi2(1) 0.5718
- King LM Test: x2 = 2.9761 P-Value > Chi2(1) 0.0845
------------------------------------------------------------------------------
==============================================================================
* Panel Groupwise Heteroscedasticity Tests
==============================================================================
Ho: Panel Homoscedasticity - Ha: Panel Groupwise Heteroscedasticity
- Lagrange Multiplier LM Test = 7.3373 P-Value > Chi2(6) 0.2908
- Likelihood Ratio LR Test = 7.1253 P-Value > Chi2(6) 0.3094
- Wald Test =12.4812 P-Value > Chi2(7) 0.0858
------------------------------------------------------------------------------
==============================================================================
* Panel Non Normality Tests
==============================================================================
Ho: Normality - Ha: Non Normality
------------------------------------------------------------------------------
*** Non Normality Tests:
- Jarque-Bera LM Test = 1.8192 P-Value > Chi2(2) 0.4027
- White IM Test =11.9460 P-Value > Chi2(2) 0.0025
- Doornik-Hansen LM Test = 4.7489 P-Value > Chi2(2) 0.0931
- Geary LM Test =-0.7192 P-Value > Chi2(2) 0.6980
- Anderson-Darling Z Test = 0.3559 P > Z( 0.087) 0.5346
- D'Agostino-Pearson LM Test = 2.6169 P-Value > Chi2(2) 0.2702
------------------------------------------------------------------------------
*** Skewness Tests:
- Srivastava LM Skewness Test = 0.1992 P-Value > Chi2(1) 0.6554
- Small LM Skewness Test = 0.2464 P-Value > Chi2(1) 0.6196
- Skewness Z Test =-0.4964 P-Value > Chi2(1) 0.6196
------------------------------------------------------------------------------
*** Kurtosis Tests:
- SrivastavaZ Kurtosis Test = 1.2728 P-Value > Z(0,1)0.2031
- Small LM Kurtosis Test = 2.3705 P-Value > Chi2(1) 0.1236
- Kurtosis Z Test = 1.5396 P-Value > Chi2(1) 0.1236
------------------------------------------------------------------------------
Skewness Coefficient = -0.1562 - Standard Deviation =0.3398
Kurtosis Coefficient =3.8908 - Standard Deviation =0.6681
------------------------------------------------------------------------------
Runs Test: (23) Runs -(24) Positives - (25) Negatives
Standard Deviation Runs Sig(k) =3.4619 , Mean Runs E(k) = 25.4898
95% Conf. Interval [E(k)+/- 1.96* Sig(k)] = (18.7045 , 32.2751 )
------------------------------------------------------------------------------
* Marginal Effect - Elasticity: Linear *
+---------------------------------------------------------------------------+
| Variable | Marginal_Effect(B) | Elasticity(Es) | Mean |
|------------+--------------------+--------------------+--------------------|
| x1 | -0.2904 | -0.3178 | 38.4362 |
| x2 | -1.3235 | -0.5416 | 14.3749 |
+---------------------------------------------------------------------------+
Mean of Dependent Variable = 35.1288

扫码或添加微信号：坛友素质互助

「经管之家」APP：经管人学习、答疑、交友，就上经管之家！
免流量费下载资料----在经管之家app可以下载论坛上的所有资源，并且不额外收取下载高峰期的论坛币。
涵盖所有经管领域的优秀内容----覆盖经济、管理、金融投资、计量统计、数据分析、国贸、财会等专业的学习宝库，各类资料应有尽有。
来自五湖四海的经管达人----已经有上千万的经管人来到这里，你可以找到任何学科方向、有共同话题的朋友。
经管之家（原人大经济论坛），跨越高校的围墙，带你走进经管知识的新世界。
扫描下方二维码下载并注册APP

本文关键词：

本文论坛网址：https://bbs.pinggu.org/thread-3495992-1-1.html

上一篇 | 怎么用STATA直接算预测值啊？

下一篇 | 请问Super-SBM模型可以用哪些软件来进行分 ...

考研精彩帖子推荐更多

您可能感兴趣的文章

本站推荐的文章

人气文章

本文标题：空间面板广义矩估计结果如何解释，请各位大神明示，或者可以看什么书能了解。

本文链接网址：https://bbs.pinggu.org/jg/kaoyankaobo_kaoyan_3495992_1.html

1.凡人大经济论坛-经管之家转载的文章,均出自其它媒体或其他官网介绍,目的在于传递更多的信息,并不代表本站赞同其观点和其真实性负责；
2.转载的文章仅代表原创作者观点,与本站无关。其原创性以及文中陈述文字和内容未经本站证实,本站对该文以及其中全部或者部分内容、文字的真实性、完整性、及时性，不作出任何保证或承若；
3.如本站转载稿涉及版权等问题,请作者及时联系本站,我们会及时处理。

空间面板广义矩估计结果如何解释，请各位大神明示，或者可以看什么书能了解。-经管之家官网！

考研