这个是在学校做出来的结果:
+-----------------------------------------------------------------------+
| Ordinary least squares regression Weighting variable = none |
| Dep. var. = P Mean= .1416666667 , S.D.= .3487886800 |
| Model size: Observations = 2160, Parameters = 10, Deg.Fr.= 2150 |
| Residuals: Sum of squares= 222.1533290 , Std.Dev.= .32145 |
| Fit: R-squared= .154185, Adjusted R-squared = .15064 |
| Model test: F[ 9, 2150] = 43.55, Prob value = .00000 |
| Diagnostic: Log-L = -608.4519, Restricted(b=0) Log-L = -789.3028 |
| LogAmemiyaPrCrt.= -2.265, Akaike Info. Crt.= .573 |
| Autocorrel: Durbin-Watson Statistic = 1.23044, Rho = .38478 |
+-----------------------------------------------------------------------+
+---------+--------------+----------------+--------+---------+----------+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] | Mean of X|
+---------+--------------+----------------+--------+---------+----------+
Constant 1.601583796 .21908134 7.310 .0000
X1 -.1185225351E-02 .54200411E-03 -2.187 .0288 -.46215278
X2 -.3222028924 .22654172E-01 -14.223 .0000 .44596296
X3 -.7991153292E-02 .61609828E-02 -1.297 .1946 1.5374861
X4 .6094792532E-02 .17242008E-02 3.535 .0004 9.1074074
X5 -.1351273443 .22521602E-01 -6.000 .0000 8.9764167
X6 .4481329790E-01 .15741503E-01 2.847 .0044 .83013796E-01
X7 -.1681142853 .69648120E-01 -2.414 .0158 .15427315
X8 -.1466655758 .67063745E-01 -2.187 .0287 .41250926
X9 -.1706733489 .62428635E-01 -2.734 .0063 .37686111
这个是从这里下载的LIMDEP在家做出来的结果:
+-----------------------------------------------------------------------+
| Ordinary least squares regression Weighting variable = none |
| Dep. var. = P Mean= .1416666667 , S.D.= .3487886800 |
| Model size: Observations = 2160, Parameters = 10, Deg.Fr.= 2150 |
| Residuals: Sum of squares= 223.1878437 , Std.Dev.= .32219 |
| Fit: R-squared= .150246, Adjusted R-squared = .14669 |
| Model test: F[ 9, 2150] = 42.24, Prob value = .00000 |
| Diagnostic: Log-L = -613.4696, Restricted(b=0) Log-L = -789.3028 |
| LogAmemiyaPrCrt.= -2.261, Akaike Info. Crt.= .577 |
| Autocorrel: Durbin-Watson Statistic = 1.21908, Rho = .39046 |
+-----------------------------------------------------------------------+
+---------+--------------+----------------+--------+---------+----------+
|Variable | Coefficient | Standard Error |b/St.Er.| P[|Z|>z] | Mean of X|
+---------+--------------+----------------+--------+---------+----------+
Constant 1.598049902 .21959086 7.277 .0000
X1 -.1223886248E-02 .54326464E-03 -2.253 .0243 -.46215278
X2 -.2660963900 .22706859E-01 -11.719 .0000 .44596296
X3 -.9485014737E-02 .61753112E-02 -1.536 .1245 1.5374861
X4 .5020542373E-02 .17282108E-02 2.905 .0037 9.1074074
X5 -.1398592265 .22573980E-01 -6.196 .0000 8.9764167
X6 .4809811782E-01 .15778113E-01 3.048 .0023 .83013796E-01
X7 -.1564699306 .69810099E-01 -2.241 .0250 .15427315
X8 -.1426104143 .67219714E-01 -2.122 .0339 .41250926
X9 -.9290335188E-01 .62573824E-01 -1.485 .1376 .37686111
尤其是这个X9的结果最不一样了....怎么会这样呢???