有如下分析结果,关键解释变量B1 B2 B3,控制变量A1-A6。
目的是求得解释变量对因变量的影响程度。
几个难题请大家帮忙解决:
1.DW值超过2,但由于引入了变量B2?(-1),是否从DW值仍可判断自相关?
2.三个关键解释变量均有统计学意义,但是B3的符号与经济学意义相反,怎么调整呢?
请大家帮帮忙,谢谢!
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Dependent Variable: DLOG(AGRIAREA?)
Method: Pooled EGLS (Cross-section weights)
Sample (adjusted): 2000 2002
Included observations: 3 after adjustments
Cross-sections included: 31
Total pool (balanced) observations: 93
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C -0.016610 0.002280 -7.286049 0.0000
DLOG(A1?) 0.007214 0.004227 1.706637 0.0937
DLOG(A2?) -0.125493 0.015048 -8.339441 0.0000
DLOG(A3?) 0.115760 0.021278 5.440387 0.0000
DLOG(A4?) -0.043815 0.033614 -1.303474 0.1980
DLOG(A5?) 0.055073 0.014327 3.844041 0.0003
DLOG(A6?) 0.008969 0.007990 1.122588 0 .2667
DLOG(B1?) -0.034674 0.012510 -2.771690 0.0077
DLOG(B2?(-1)) -0.008383 0.001076 -7.788456 0.0000
DLOG(B3?) -0.003419 0.001701 -2.010312 0.0495
Fixed Effects (Cross)
……
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.923611 Mean dependent var -0.033125
Adjusted R-squared 0.867400 S.D. dependent var 0.058017
S.E. of regression 0.020690 Sum squared resid 0.022687
F-statistic 16.43117 Durbin-Watson stat 2.710867
Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.902062 Mean dependent var -0.011384
Sum squared resid 0.029087 Durbin-Watson stat 3.044500