豪斯曼检验时出现这种问题,请问应该怎么解决-经管之家官网!

人大经济论坛-经管之家 收藏本站
您当前的位置> 统计>>

统计库

>>

豪斯曼检验时出现这种问题,请问应该怎么解决

豪斯曼检验时出现这种问题,请问应该怎么解决

发布:zicheng0852 | 分类:统计库

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!

经管之家新媒体交易平台

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】

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】

我在做豪斯曼检验时候最后做出来结果不显著,应该用随机效应模型,但是看文献都用固定效应模型,而且还出现了红字的部分,这个应该怎么解决呢,急,急!!!请大神帮忙解决!xtregTENUMOUTPINPGDPDEPMORURBMIC,feFix ...
坛友互助群


扫码加入各岗位、行业、专业交流群


我在做豪斯曼检验时候最后做出来结果不显著,应该用随机效应模型,但是看文献都用固定效应模型,而且还出现了红字的部分,这个应该怎么解决呢,急,急!!!请大神帮忙解决!
xtreg TE NUM OUTP INP GDP DEP MOR URB MIC,fe
Fixed-effects (within) regression Number of obs = 217
Group variable: province Number of groups = 31
R-sq:within= 0.2478 Obs per group: min = 7
between = 0.0024 avg = 7.0
overall = 0.0101 max = 7
F(8,178) = 7.33
corr(u_i, Xb)= -0.1811 Prob > F = 0.0000
------------------------------------------------------------------------------
TE | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
NUM | .0017666 .0006055 2.92 0.004 .0005716 .0029616
OUTP |-.0049714 .0016831 -2.95 0.004 -.0082928 -.00165
INP | .0012163 .0013924 0.87 0.384 -.0015315 .003964
GDP | 3.82e-07 3.84e-07 1.00 0.321 -3.75e-07 1.14e-06
DEP |-.0007537 .0011897 -0.63 0.527 -.0031014 .001594
MOR | .0053692 .0073359 0.73 0.465 -.0091073 .0198456
URB |-.0000119 .0015732 -0.01 0.994 -.0031164 .0030927
MIC | .0000542 .0001701 0.32 0.751 -.0002815 .0003898
_cons | .8690972 .0841274 10.33 0.000 .7030819 1.035113
-------------+----------------------------------------------------------------
sigma_u |.09799362
sigma_e |.02405531
rho |.94316525 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(30, 178) = 66.35 Prob > F = 0.0000
. estimates store FE
. xtreg TE NUM OUTP INP GDP DEP MOR URB MIC,re
Random-effects GLS regression Number of obs = 217
Group variable: province Number of groups = 31
R-sq:within= 0.2393 Obs per group: min = 7
between = 0.1155 avg = 7.0
overall = 0.1185 max = 7
Wald chi2(8) = 56.61
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
TE | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
NUM | .0018485 .0005661 3.27 0.001 .0007391 .002958
OUTP | -.00461 .0017029 -2.71 0.007 -.0079476 -.0012723
INP | .0013576 .0013886 0.98 0.328 -.001364 .0040792
GDP | 2.42e-07 3.68e-07 0.66 0.512 -4.81e-07 9.64e-07
DEP | .0007683 .0010968 0.70 0.484 -.0013815 .002918
MOR | .0041228 .0072149 0.57 0.568 -.0100181 .0182636
URB |-.0009316 .0010725 -0.87 0.385 -.0030338 .0011706
MIC | .0000728 .0001746 0.42 0.677 -.0002694 .0004149
_cons | .8701319 .0767427 11.34 0.000 .719719 1.020545
-------------+----------------------------------------------------------------
sigma_u |.07280207
sigma_e |.02405531
rho |.90156872 (fraction of variance due to u_i)
------------------------------------------------------------------------------
. estimates store RE
. hausman FE RE,constant sigmamore
Note: the rank of the differenced variance matrix (8) does not equal the number
of coefficients being tested (9); be sure this is what you expect, or
there may be problems computing the test.Examine the output of your
estimators for anything unexpected and possibly consider scaling your
variables so that the coefficients are on a similar scale.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| FE RE Difference S.E.
-------------+----------------------------------------------------------------
NUM | .0017666 .0018485 -.0000819 .0002807
OUTP | -.0049714 -.00461 -.0003614 .000429
INP | .0012163 .0013576 -.0001413 .0004272
GDP | 3.82e-07 2.42e-07 1.41e-07 1.57e-07
DEP | -.0007537 .0007683 -.001522 .0005813
MOR | .0053692 .0041228 .0012464 .0025559
URB | -.0000119 -.0009316 .0009197 .0012426
MIC | .0000542 .0000728 -.0000186 .0000318
_cons | .8690972 .8701319 -.0010347 .0426087
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtreg
Test:Ho:difference in coefficients not systematic
chi2(8) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 14.96
Prob>chi2 = 0.0599
(V_b-V_B is not positive definite)
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-6586432-1-1.html

人气文章

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。
经管之家 人大经济论坛 大学 专业 手机版