Dependent Variable: ROA? | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | -3.761848 | 2.291913 | -1.641357 | 0.1115 |
CAR? | 0.024945 | 0.019441 | 1.283088 | 0.2096 |
LTA? | 0.26672 | 0.18376 | 1.451463 | 0.0774 |
INF? | -0.002264 | 0.003774 | -0.599874 | 0.0532 |
RNI? | -0.000969 | 0.002996 | -0.323321 | 0.7488 |
LIQUIDITY? | 0.035294 | 0.020033 | 1.761794 | 0.0886 |
DLR? | 0.013798 | 0.008976 | 1.537184 | 0.1351 |
SHARE? | -0.04846 | 0.031427 | -1.541973 | 0.0339 |
LAR? | 0.004532 | 0.007628 | 0.594084 | 0.5571 |
NPL? | 2.54E-05 | 0.01264 | 0.002013 | 0.9984 |
GDP? | 0.020595 | 0.025292 | 0.814269 | 0.4221 |
CPI? | 0.017425 | 0.019167 | 0.909115 | 0.3708 |
Fixed Effects (Cross) | ||||
GS--C | 0.127192 | |||
NY--C | -0.200558 | |||
ZG--C | -0.013157 | |||
JS--C | 0.086523 | |||
Cross-section fixed (dummy variables) | ||||
R-squared | 0.887013 | F-statistic | 16.26197 | |
Adjusted R-squared | 0.832468 | Durbin-Watson stat | 2.177835 | |
Prob(F-statistic) | 0 |
|
下一步要列出方程,但是系数对应的t检验的p值有很多都大于0.1,在建立方程时是不是应该把这些大于0.1的都剔除?
我现在发现两种版本,一种是根据t检验的p值来剔除大于0.1的系数,另一种是计算t值是否大于临界值t0.025(?)=?来选择
谁能给我讲一下,我现在正糊涂中。
这是个面板数据回归结果