我是新手,麻烦各位高手帮忙解决一下:以下两个表是二元logit模型的回归结果,McFadden R-squared=0.16--0.17的结果是否可用?如果能用,那个结果更优?拜托了!!
Dependent Variable: Y Method: ML - Binary Logit (Quadratic hill climbing) Sample: 1 196 Included observations: 196 Variable Coefficient Std. Error z-Statistic Prob. X1 -0.030412 0.312168 -0.097422 0.9224 X2 0.622584 0.323493 1.924565 0.0543* X3 0.179662 0.199605 0.900086 0.3681 X4 -0.285319 0.475618 -0.599891 0.5486 X5 -0.626208 0.370960 -1.688072 0.0914* X6 1.162410 0.615764 1.887751 0.0591* X7 0.795024 0.239383 3.321139 0.0009** X8 -0.815326 0.367591 -2.218022 0.0266** X9 -0.265208 0.335939 -0.789454 0.4298 C -4.133874 2.106255 -1.962665 0.0497 Mean dependent var 0.132653 S.D. dependent var 0.340068 S.E. of regression 0.315952 Akaike info criterion 0.750864 Sum squared resid 18.56759 Schwarz criterion 0.918115 Log likelihood -63.58465 Hannan-Quinn criter. 0.818575 Restr. log likelihood -76.71423 Avg. log likelihood -0.324411 LR statistic (9 df) 26.25916 McFadden R-squared 0.171149 Probability(LR stat) 0.001853 Obs with Dep=0 170 Total obs 196 Obs with Dep=1 26
Dependent Variable: Y Method: ML - Binary Logit (Quadratic hill climbing) Sample: 1 196 Included observations: 196 Variable Coefficient Std. Error z-Statistic Prob. X1 0.067735 0.229847 0.294696 0.7682 X2 1.005201 0.255160 3.939494 0.0001*** X3 0.094375 0.150722 0.626153 0.5312 X4 0.242213 0.339781 0.712850 0.4759 X5 -0.622816 0.295129 -2.110316 0.0348** X6 0.561632 0.462936 1.213196 0.2251 X7 0.590912 0.179412 3.293606 0.0010*** X8 -0.619435 0.277995 -2.228223 0.0259** X9 -0.028483 0.248594 -0.114575 0.9088 C -4.782454 1.606787 -2.976407 0.0029 Mean dependent var 0.280612 S.D. dependent var 0.450449 S.E. of regression 0.413533 Akaike info criterion 1.089146 Sum squared resid 31.80782 Schwarz criterion 1.256397 Log likelihood -96.73631 Hannan-Quinn criter. 1.156857 Restr. log likelihood -116.3320 Avg. log likelihood -0.493553 LR statistic (9 df) 39.19139 McFadden R-squared 0.168446 Probability(LR stat) 1.06E-05 Obs with Dep=0 141 Total obs 196 Obs with Dep=1 55
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