请教高手帮忙看一下hausman检验的结果，能不能解释一下什么意思。

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

<P>Correlated Random Effects - Hausman Test    <BR>Pool: JIAO4    <BR>Test cross-section random effects    <BR>    <BR>Test Summary  Chi-Sq. Statistic Chi-Sq. d.f. Prob. <BR>    <BR>Cross-section random  2.9346284032485 1 0.0866986112249927<BR>    <BR>    <BR>Cross-section random effects test comparisons:    <BR>    <BR>Variable Fixed   Random  Var(Diff.)  Prob. <BR>    <BR>LOG(CWZ?) -0.00112711254185253 0.163717388252284 0.00925967642512697 0.0866986112249901<BR>    <BR>    <BR>Cross-section random effects test equation:    <BR>Dependent Variable: LOG(WDS?)    <BR>Method: Panel Least Squares    <BR>Date: 07/03/07   Time: 11:47    <BR>Sample: 2000 2005    <BR>Included observations: 6    <BR>Cross-sections included: 21    <BR>Total pool (unbalanced) observations: 124    <BR>    <BR>Variable Coefficient Std. Error t-Statistic Prob.  <BR>    <BR>C 7.86167736414809 1.88887583824168 4.16209324349576 6.59841299251525e-05<BR>LOG(CWZ?) -0.00112711254185253 0.281661010649622 -0.00400166334436195 0.996814950543024<BR>    <BR> Effects Specification   <BR>    <BR>Cross-section fixed (dummy variables)    <BR>    <BR>R-squared 0.309886987317373     Mean dependent var  7.85412615883068<BR>Adjusted R-squared 0.16780489647095     S.D. dependent var  1.02275345529651<BR>S.E. of regression 0.933004059757444     Akaike info criterion  2.85871557006578<BR>Sum squared resid 88.7906507034349     Schwarz criterion  3.35908810589893<BR>Log likelihood -155.240365344079     F-statistic  2.18104185736069<BR>Durbin-Watson stat 2.72372161635713     Prob(F-statistic)  0.00531751256759309<BR>    <BR></P>

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Hausman检验 hausman ausman 请教高手 SMA equation Random

该检验的原假设可以认为是随机效应模型更优