系数和模型都是显著的,而且系数可以用经济意义解释。就是R方,不知道到底报哪个?还有,请高手帮忙看看这样的R方是不是代表模型没什么解释意义?如果这样的话,有没有什么推荐的可以提高R方的方法?大谢~~
Random-effects GLS regression Number of obs = 318
Group variable: country Number of groups = 33
R-sq: within = 0.0176 Obs per group: min = 7
between = 0.2886 avg = 9.6
overall = 0.2514 max = 10
Random effects u_i ~ Gaussian Wald chi2(3) = 69.49
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
(Std. Err. adjusted for 33 clusters in country)
------------------------------------------------------------------------------
| Robust
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x2 | .5847291 .2167874 2.70 0.007 .1598336 1.009625
x8 | 1.462859 .5494034 2.66 0.008 .3860483 2.53967
x9 | .0357363 .0196694 1.82 0.069 -.0028151 .0742877
_cons | .687585 .0692716 9.93 0.000 .5518153 .8233548
-------------+----------------------------------------------------------------
sigma_u | .31723048
sigma_e | .15105868
rho | .81516401 (fraction of variance due to u_i)
------------------------------------------------------------------------------


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