Dependent Variable: MVA? | | | ||
Method: Pooled Least Squares | | | ||
Sample: 1 4 | | | | |
Included observations: 4 | | | ||
Cross-sections included: 5 | | | ||
Total pool (balanced) observations: 20 | | |||
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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C | 39440766 | 33942247 | 1.161996 | 0.2722 |
COMME--MPSCOMME | 6.687405 | 2.253500 | 2.967564 | 0.0141 |
COMMU--MPSCOMMU | 24.66433 | 8.355357 | 2.951918 | 0.0145 |
FINAN--MPSFINAN | 23.67297 | 9.187248 | 2.576720 | 0.0276 |
SCIEN--MPSSCIEN | 22.21065 | 8.931223 | 2.486854 | 0.0322 |
TRANSP--MPSTRANSP | 5.222209 | 1.939505 | 2.692547 | 0.0226 |
Fixed Effects (Cross) | | | | |
COMME--C | -63446464 | | | |
COMMU--C | 40177422 | | | |
FINAN--C | -76626636 | | | |
SCIEN--C | 61452952 | | | |
TRANSP--C | 38442726 | | | |
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| Effects Specification | | | |
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Cross-section fixed (dummy variables) | | |||
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R-squared | 0.789889 | Mean dependent var | 1.97E+08 | |
Adjusted R-squared | 0.600790 | S.D. dependent var | 1.41E+08 | |
S.E. of regression | 89031262 | Akaike info criterion | 39.75373 | |
Sum squared resid | 7.93E+16 | Schwarz criterion | 40.25159 | |
Log likelihood | -387.5373 | F-statistic | 4.177110 | |
Durbin-Watson stat | 2.993201 | Prob(F-statistic) | 0.017945 |
主要是因为数据实在太少,所以采用面板数据分析方法
重点关注comme、commu、finan、scien和transp对MVA的贡献
[此贴子已经被作者于2007-7-30 17:53:21编辑过]