在stata随机效应模型中,用xttest1命令检测是否有异方差,得出以下结果。求高人指点,结果怎么解释?1、是否有异方差?2、是否存在自相关? 3.ALM(Var(u)=0) =18.30是什么意思? 谢谢!!!!!
Tests for the error component model:
scale[province,t] = Xb + u[province] + v[province,t]
v[province,t] = lambda v[province,(t-1)] + e[province,t]
Estimated results:
| Var sd = sqrt(Var)
---------+-----------------------------
scale | 28936.41 170.1071
e | 5931.469 77.016033
u | 2290.756 47.861847
Tests:
Random Effects, Two Sided:
ALM(Var(u)=0) = 18.30 Pr>chi2(1) = 0.0000
Random Effects, One Sided:
ALM(Var(u)=0) = 4.28 Pr>N(0,1) = 0.0000
Serial Correlation:
ALM(lambda=0) = 1.06 Pr>chi2(1) = 0.3021
Joint Test:
LM(Var(u)=0,lambda=0) = 23.02 Pr>chi2(2) = 0.0000