Correlated Random Effects - Hausman Test
Pool: BANK
Test cross-section random effects
Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.
Cross-section random 13.098497 6 0.0415
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
LTD? 0.149905 0.184276 0.000279 0.0398
INUM? 0.058642 -0.020302 0.001138 0.0193
ESIZE? -0.376169 -0.443771 0.001637 0.0947
GDP? 2.313347 2.043167 0.008401 0.0032
MS? -0.447453 -0.546990 0.162527 0.8050
LIST? -0.132688 -0.051837 0.000693 0.0021
Cross-section random effects test equation:
Dependent Variable: ROE?
Method: Panel Least Squares
Date: 03/07/08 Time: 20:28
Sample: 1995 2005
Included observations: 11
Cross-sections included: 13
Total pool (unbalanced) observations: 142
Variable Coefficient Std. Error t-Statistic Prob.
C -0.243330 0.130014 -1.871572 0.0636
LTD? 0.149905 0.070332 2.131379 0.0350
INUM? 0.058642 0.040992 1.430568 0.1551
ESIZE? -0.376169 0.162170 -2.319595 0.0220
GDP? 2.313347 0.653499 3.539942 0.0006
MS? -0.447453 0.484262 -0.923990 0.3573
LIST? -0.132688 0.035499 -3.737745 0.0003
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.599561 Mean dependent var 0.153931
Adjusted R-squared 0.540960 S.D. dependent var 0.115484
S.E. of regression 0.078243 Akaike info criterion -2.134027
Sum squared resid 0.753006 Schwarz criterion -1.738529
Log likelihood 170.5159 F-statistic 10.23126
Durbin-Watson stat 1.995249 Prob(F-statistic) 0.000000
这个是随机模型的结果,比较起来我应该选随机还是固定模型呢
大师们,指点一下我这个eviews白吃把