hausman test,请教大家!

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我用EVIEW hausman 检验结果如下,请教高手检验结果是什么意思啊,应该用什么模型啊???

Correlated Random Effects - Hausman Test
Pool: GROWTH
Test cross-section random effects

Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.

Cross-section random 0.000000 5 1.0000

* Cross-section test variance is invalid. Hausman statistic set to zero.
** Warning: robust standard errors may not be consistent with
assumptions of Hausman test variance calculation.

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

FDI? 0.537031 0.615760 -0.004625 NA
H? 47.733719 72.613749 -46.411392 NA
FDIH? -144.371892 -316.654325 -5389.533238 NA
GC? -1.094572 -0.497975 -0.032002 NA
Y0? 1.025828 1.034355 -0.000008 NA


Cross-section random effects test equation:
Dependent Variable: LNY?
Method: Panel Least Squares
Date: 03/15/07 Time: 20:58
Sample: 1993 2003
Included observations: 11
Cross-sections included: 29
Total pool (balanced) observations: 319
Cross-section SUR (PCSE) standard errors & covariance (d.f.
corrected)

Variable Coefficient Std. Error t-Statistic Prob.

C 0.351022 0.186342 1.883750 0.0607
FDI? 0.537031 0.251821 2.132589 0.0338
H? 47.73372 9.997561 4.774536 0.0000
FDIH? -144.3719 176.0432 -0.820094 0.4129
GC? -1.094572 0.240883 -4.544001 0.0000
Y0? 1.025828 0.025636 40.01503 0.0000

Effects Specification

Cross-section fixed (dummy variables)
Period fixed (dummy variables)

R-squared 0.969127 Mean dependent var 8.069561
Adjusted R-squared 0.964300 S.D. dependent var 0.595917
S.E. of regression 0.112596 Akaike info criterion -1.402585
Sum squared resid 3.486389 Schwarz criterion -0.883249
Log likelihood 267.7124 F-statistic 200.7559
Durbin-Watson stat 1.789136 Prob(F-statistic) 0.000000

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关键词：hausman ausman test Aus SMA 请教 test hausman

发到hnsx@126.com，可以看看for you

固定效应模型可能会好一些。看抽样情况，以及要说明的问题，这是一个经验做法。