用eviews进行回归分析,得到以下结果:
想问下,这个回归结果如何,R方很小,影响大么? 有几个虚拟变量的系数感觉很大,这是什么原因?多重共线的问题?这个需要去调整么?初学者,希望高手帮忙看看!谢谢啦!
Dependent Variable: ZROA
Method: Panel EGLS (Cross-section random effects)
Date: 07/02/13 Time: 15:49
Sample: 2005 2011
Periods included: 7
Cross-sections included: 82
Total panel (balanced) observations: 574
Swamy and Arora estimator of component variances
Coefficient Std. Error t-Statistic Prob.
ZLAS 0.207358 0.073308 2.828595 0.0048
ZLAGE -0.028096 0.056763 -0.494968 0.6208
ZDAR -0.465113 0.050319 -9.243270 0.0000
INDU02 0.920408 0.270292 3.405234 0.0007
INDU03 1.401591 0.365356 3.836236 0.0001
INDU04 0.692270 0.339212 2.040820 0.0417
INDU05 0.663085 0.295843 2.241345 0.0254
INDU06 1.499934 0.363948 4.121289 0.0000
ZID 0.125616 0.057650 2.178964 0.0297
ZHTD 0.109581 0.042113 2.602054 0.0095
ZHITD -0.086068 0.035600 -2.417629 0.0159
C -0.854433 0.247751 -3.448751 0.0006
Effects Specification
S.D. Rho
Cross-section random 0.600241 0.4512
Idiosyncratic random 0.661993 0.5488
Weighted Statistics
R-squared 0.187601 Mean dependent var 6.70E-08
Adjusted R-squared 0.171700 S.D. dependent var 0.730340
S.E. of regression 0.664690 Sum squared resid 248.2985
F-statistic 11.79801 Durbin-Watson stat 1.497243
Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.226718 Mean dependent var 1.74E-07
Sum squared resid 443.0908 Durbin-Watson stat 0.839023


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