[求助]帮忙看看结果，hausmans检验后是固定效应还是随机效应

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模型１

Redundant Fixed Effects Tests
Pool: POOL03
Test cross-section fixed effects
Effects Test		Statistic	d.f.	Prob.
Cross-section F		52.791346	(33,94)	0.0000
Cross-section Chi-square		404.207246	33	0.0000
Cross-section fixed effects test equation:
Dependent Variable: MYGSL?
Method: Panel Least Squares
Date: 10/05/06 Time: 17:12
Sample: 2000 2003
Included observations: 4
Cross-sections included: 34
Total pool (balanced) observations: 136
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	28.41898	3.991868	7.119217	0.0000
GYZJ?	-45.21094	8.935133	-5.059906	0.0000
LD?	8.16E-05	1.03E-05	7.900978	0.0000
YXL?	-6.686280	2.042181	-3.274087	0.0014
GYD?	-8.146223	2.313763	-3.520767	0.0006
JZL?	5.020511	1.358634	3.695264	0.0003
YH?	10.98827	22.50201	0.488324	0.6262
CY?	2.14E-06	7.53E-07	2.846325	0.0052
XL?	6.123704	1.343108	4.559352	0.0000
R-squared	0.518258	Mean dependent var		12.86588
Adjusted R-squared	0.487912	S.D. dependent var		10.79325
S.E. of regression	7.723687	Akaike info criterion		6.990346
Sum squared resid	7576.228	Schwarz criterion		7.183095
Log likelihood	-466.3435	F-statistic		17.07831
Durbin-Watson stat	0.271432	Prob(F-statistic)		0.000000

Correlated Random Effects - Hausman Test
Pool: POOL02
Test cross-section random effects
Test Summary		Chi-Sq. Statistic	Chi-Sq. d.f.	Prob.
Cross-section random		0.000000	8	1.0000
* Cross-section test variance is invalid. Hausman statistic set to zero.
Cross-section random effects test comparisons:
Variable	Fixed	Random	Var(Diff.)	Prob.
GYZJ?	35.947915	27.876180	333.502276	0.6585
LD?	-0.000050	-0.000032	0.000000	0.0000
YXL?	2.182024	1.008247	0.474005	0.0882
GYD?	0.963826	-0.840258	0.585270	0.0184
JZL?	0.862020	3.181538	0.867392	0.0128
YH?	-12.758414	5.063560	1105.374887	0.5919
CY?	-0.000004	-0.000001	0.000000	0.0576
XL?	3.226110	3.745656	0.014640	0.0000
Cross-section random effects test equation:
Dependent Variable: MYGSL?
Method: Panel Least Squares
Date: 10/05/06 Time: 17:12
Sample: 2000 2003
Included observations: 4
Cross-sections included: 34
Total pool (balanced) observations: 136
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	7.719445	7.610362	1.014333	0.3130
GYZJ?	35.94792	21.24852	1.691784	0.0940
LD?	-4.97E-05	7.99E-06	-6.220489	0.0000
YXL?	2.182024	1.547753	1.409802	0.1619
GYD?	0.963826	1.705353	0.565177	0.5733
JZL?	0.862020	1.628524	0.529326	0.5978
YH?	-12.75841	43.65171	-0.292278	0.7707
CY?	-4.23E-06	1.83E-06	-2.311892	0.0230
XL?	3.226110	0.403132	8.002607	0.0000
	Effects Specification
Cross-section fixed (dummy variables)
R-squared	0.975337	Mean dependent var		12.86588
Adjusted R-squared	0.964580	S.D. dependent var		10.79325
S.E. of regression	2.031312	Akaike info criterion		4.503528
Sum squared resid	387.8655	Schwarz criterion		5.403024
Log likelihood	-264.2399	F-statistic		90.66840
Durbin-Watson stat	1.305372	Prob(F-statistic)		0.000000

模型２

Redundant Fixed Effects Tests
Pool: POOL03
Test cross-section fixed effects
Effects Test		Statistic	d.f.	Prob.
Cross-section F		37.324892	(33,94)	0.0000
Cross-section Chi-square		359.912751	33	0.0000
Cross-section fixed effects test equation:
Dependent Variable: MYGSL?
Method: Panel Least Squares
Date: 10/04/06 Time: 18:47
Sample: 2000 2003
Included observations: 4
Cross-sections included: 34
Total pool (balanced) observations: 136
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	2.709272	2.156222	1.256490	0.2112
DW?	0.000603	0.000202	2.984735	0.0034
CK?	0.159939	0.245146	0.652423	0.5153
JK?	-1.162242	1.073831	-1.082333	0.2812
ZB?	-1.95E-05	8.79E-06	-2.218089	0.0283
ZZC?	107.5403	11.39962	9.433677	0.0000
LS?	-7.77E-11	3.02E-11	-2.571018	0.0113
GYQY?	1.754670	3.922756	0.447305	0.6554
XH?	0.976589	1.044945	0.934584	0.3518
R-squared	0.452125	Mean dependent var		12.86588
Adjusted R-squared	0.417613	S.D. dependent var		10.79325
S.E. of regression	8.236790	Akaike info criterion		7.118984
Sum squared resid	8616.278	Schwarz criterion		7.311733
Log likelihood	-475.0909	F-statistic		13.10060
Durbin-Watson stat	0.203756	Prob(F-statistic)		0.000000

Correlated Random Effects - Hausman Test
Pool: POOL02
Test cross-section random effects
Test Summary		Chi-Sq. Statistic	Chi-Sq. d.f.	Prob.
Cross-section random		44.525549	8	0.0000
Cross-section random effects test comparisons:
Variable	Fixed	Random	Var(Diff.)	Prob.
DW?	-0.000738	0.000006	0.000000	0.0994
CK?	0.052037	0.052416	0.000163	0.9763
JK?	0.404542	0.363673	0.000982	0.1921
ZB?	-0.000000	-0.000021	0.000000	0.0344
ZZC?	-12.493212	25.501736	190.014085	0.0058
LS?	-0.000000	-0.000000	0.000000	0.0113
GYQY?	27.614334	18.702648	28.323529	0.0940
XH?	-0.014392	0.345714	0.010348	0.0004
Cross-section random effects test equation:
Dependent Variable: MYGSL?
Method: Panel Least Squares
Date: 10/04/06 Time: 18:47
Sample: 2000 2003
Included observations: 4
Cross-sections included: 34
Total pool (balanced) observations: 136
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	7.716194	5.860828	1.316571	0.1912
DW?	-0.000738	0.000543	-1.360737	0.1769
CK?	0.052037	0.089806	0.579443	0.5637
JK?	0.404542	0.374408	1.080485	0.2827
ZB?	-8.86E-08	1.40E-05	-0.006348	0.9949
ZZC?	-12.49321	19.38425	-0.644503	0.5208
LS?	-4.88E-11	1.40E-11	-3.489182	0.0007
GYQY?	27.61433	6.878183	4.014772	0.0001
XH?	-0.014392	0.460894	-0.031226	0.9752
	Effects Specification
Cross-section fixed (dummy variables)
R-squared	0.961153	Mean dependent var		12.86588
Adjusted R-squared	0.944209	S.D. dependent var		10.79325
S.E. of regression	2.549375	Akaike info criterion		4.957860
Sum squared resid	610.9354	Schwarz criterion		5.857357
Log likelihood	-295.1345	F-statistic		56.72567
Durbin-Watson stat	1.193720	Prob(F-statistic)		0.000000

模型３

Redundant Fixed Effects Tests
Pool: POOL03
Test cross-section fixed effects
Effects Test		Statistic	d.f.	Prob.
Cross-section F		42.972222	(33,86)	0.0000
Cross-section Chi-square		389.176460	33	0.0000
Cross-section fixed effects test equation:
Dependent Variable: MYGSL?
Method: Panel Least Squares
Date: 10/05/06 Time: 17:31
Sample: 2000 2003
Included observations: 4
Cross-sections included: 34
Total pool (balanced) observations: 136
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	18.88851	4.351262	4.340927	0.0000
GYZJ?	-62.30121	10.80275	-5.767164	0.0000
LD?	-1.03E-05	2.32E-05	-0.446112	0.6563
YXL?	-2.967859	2.074178	-1.430860	0.1551
GYD?	-5.582556	2.244259	-2.487482	0.0143
JZL?	3.981493	1.483819	2.683275	0.0083
YH?	-13.58341	22.18204	-0.612360	0.5415
CY?	2.41E-06	1.34E-06	1.794009	0.0754
DW?	7.96E-05	0.000320	0.248508	0.8042
CK?	-0.078136	0.208940	-0.373964	0.7091
JK?	-0.348557	0.923380	-0.377480	0.7065
ZB?	-1.94E-06	9.18E-06	-0.211756	0.8327
ZZC?	156.2044	29.33069	5.325631	0.0000
LS?	-2.52E-11	3.33E-11	-0.756998	0.4505
GYQY?	3.349023	4.762963	0.703139	0.4833
XH?	-0.093982	0.898568	-0.104591	0.9169
XL?	4.900051	1.412539	3.468968	0.0007
R-squared	0.654005	Mean dependent var		12.86588
Adjusted R-squared	0.607484	S.D. dependent var		10.79325
S.E. of regression	6.762088	Akaike info criterion		6.777009
Sum squared resid	5441.374	Schwarz criterion		7.141091
Log likelihood	-443.8366	F-statistic		14.05845
Durbin-Watson stat	0.279479	Prob(F-statistic)		0.000000

Correlated Random Effects - Hausman Test
Pool: POOL02
Test cross-section random effects
Test Summary		Chi-Sq. Statistic	Chi-Sq. d.f.	Prob.
Cross-section random		0.000000	16	1.0000
* Cross-section test variance is invalid. Hausman statistic set to zero.
Cross-section random effects test comparisons:
Variable	Fixed	Random	Var(Diff.)	Prob.
GYZJ?	-1.943179	-16.239541	361.930506	0.4524
LD?	-0.000050	-0.000043	0.000000	0.0637
YXL?	2.577033	2.142023	0.389007	0.4855
GYD?	0.137085	-0.469950	0.490937	0.3863
JZL?	0.547917	1.806818	0.657453	0.1205
YH?	-17.966723	-25.520908	1017.066772	0.8128
CY?	-0.000001	0.000001	0.000000	0.4510
DW?	-0.000818	-0.000185	0.000000	0.0745
CK?	0.019549	0.015787	0.000236	0.8066
JK?	0.177375	0.094400	0.001215	0.0173
ZB?	0.000020	0.000010	0.000000	0.1974
ZZC?	54.129183	84.661814	91.113711	0.0014
LS?	-0.000000	-0.000000	0.000000	0.2631
GYQY?	12.865206	7.352235	17.928677	0.1929
XH?	-0.380641	-0.250024	0.003575	0.0289
XL?	2.200803	3.056513	0.066123	0.0009
Cross-section random effects test equation:
Dependent Variable: MYGSL?
Method: Panel Least Squares
Date: 10/05/06 Time: 17:31
Sample: 2000 2003
Included observations: 4
Cross-sections included: 34
Total pool (balanced) observations: 136
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	6.518554	7.322446	0.890215	0.3758
GYZJ?	-1.943179	23.87829	-0.081378	0.9353
LD?	-5.05E-05	9.48E-06	-5.324149	0.0000
YXL?	2.577033	1.530011	1.684323	0.0957
GYD?	0.137085	1.680772	0.081561	0.9352
JZL?	0.547917	1.582037	0.346336	0.7299
YH?	-17.96672	43.54406	-0.412610	0.6809
CY?	-5.57E-07	2.13E-06	-0.262079	0.7939
DW?	-0.000818	0.000520	-1.573047	0.1194
CK?	0.019549	0.069397	0.281691	0.7789
JK?	0.177375	0.283951	0.624667	0.5338
ZB?	2.03E-05	1.23E-05	1.655988	0.1014
ZZC?	54.12918	19.35388	2.796813	0.0064
LS?	-2.89E-11	1.34E-11	-2.160853	0.0335
GYQY?	12.86521	6.291658	2.044804	0.0439
XH?	-0.380641	0.349975	-1.087626	0.2798
XL?	2.200803	0.601463	3.659084	0.0004
	Effects Specification
Cross-section fixed (dummy variables)
R-squared	0.980217	Mean dependent var		12.86588
Adjusted R-squared	0.968945	S.D. dependent var		10.79325
S.E. of regression	1.902034	Akaike info criterion		4.400712
Sum squared resid	311.1252	Schwarz criterion		5.471541
Log likelihood	-249.2484	F-statistic		86.96163
Durbin-Watson stat	1.415560	Prob(F-statistic)		0.000000

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关键词：hausmans hausman ausman 随机效应 固定效应 检验 结果 效应 随机 hausmans

打错了，是hausman检验。

R-square 小于0.9的话拟合效果不好