另外想问一下,如果面板数据模型选择时F值不显著,只能做随机效应模型,该怎么修正啊,感觉做随机效应模型就没有太大的意义了。希望各位大神不吝赐教,在下不胜感激!
| Dependent Variable: RATE_DEPO_LOAN? |
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| Method: Pooled Least Squares |
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| Date: 03/17/13 Time: 20:19 |
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| Sample: 2005 2011 |
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| Included observations: 7 |
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| Cross-sections included: 16 |
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| Total pool (unbalanced) observations: 109 |
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| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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| C | 15.44250 | 14.98305 | 1.030665 | 0.3054 |
| CAR? | 0.100314 | 0.142958 | 0.701703 | 0.4847 |
| SIZE? | 2.799805 | 0.827333 | 3.384134 | 0.0011 |
| Fixed Effects (Cross) |
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| _BB--C | -6.126013 |
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| _ICBC--C | -15.83856 |
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| _GDB--C | 5.096841 |
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| _HXB--C | 4.347643 |
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| _CBC--C | -12.45764 |
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| _JTB--C | 0.665661 |
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| _MSB--C | 9.789459 |
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| _NJB--C | -1.749159 |
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| _NBB--C | 2.874802 |
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| _ABC--C | -19.26911 |
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| _PAB--C | 11.12887 |
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| _PFB--C | 4.411098 |
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| _XYB--C | 7.411393 |
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| _CMB--C | 3.835185 |
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| _CB--C | -6.893743 |
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| _ZXB--C | 4.515076 |
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| Effects Specification |
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| Cross-section fixed (dummy variables) |
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| R-squared | 0.787527 | Mean dependent var | 68.75193 | |
| Adjusted R-squared | 0.747835 | S.D. dependent var | 7.747367 | |
| S.E. of regression | 3.890424 | Akaike info criterion | 5.704700 | |
| Sum squared resid | 1377.321 | Schwarz criterion | 6.149143 | |
| Log likelihood | -292.9062 | Hannan-Quinn criter. | 5.884938 | |
| F-statistic | 19.84060 | Durbin-Watson stat | 1.059671 | |
| Prob(F-statistic) | 0.000000 |
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