做了hausman 检验，请问结果怎么分析

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Correlated Random Effects - Hausman Test    
Pool: POOL01    
Test cross-section random effects    
    
Test Summary  Chi-Sq. Statistic Chi-Sq. d.f. Prob.
    
Cross-section random  0.000000 3 1.0000
    
* Cross-section test variance is invalid. Hausman statistic set to zero.    
    
Cross-section random effects test comparisons:    
    
Variable Fixed   Random  Var(Diff.)  Prob.
    
YEAR 0.172064 0.166497 0.000002 0.0001
LNK? 0.060819 0.160592 0.000653 0.0001
LNL? 0.402045 0.397203 0.000364 0.7997
    
    
Cross-section random effects test equation:    
Dependent Variable: LNY?    
Method: Panel Least Squares    
Date: 06/19/08   Time: 19:09    
Sample: 1 8    
Included observations: 8    
Cross-sections included: 7    
Total pool (balanced) observations: 56    
    
Variable Coefficient Std. Error t-Statistic Prob. 
    
C 3.670070 0.417161 8.797728 0.0000
YEAR 0.172064 0.005442 31.61662 0.0000
LNK? 0.060819 0.096474 0.630414 0.5315
LNL? 0.402045 0.108557 3.703552 0.0006
    
 Effects Specification   
    
Cross-section fixed (dummy variables)    
    
R-squared 0.993573     Mean dependent var  6.993069
Adjusted R-squared 0.992316     S.D. dependent var  0.794311
S.E. of regression 0.069628     Akaike info criterion  -2.330866
Sum squared resid 0.223011     Schwarz criterion  -1.969196
Log likelihood 75.26425     F-statistic  790.1928
Durbin-Watson stat 1.163857     Prob(F-statistic)  0.000000
    
是选用固定效应还是随机效应啊》我不会看结果。

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：hausman ausman Man Aus SMA 检验 结果 hausman

Test Summary  Chi-Sq. Statistic Chi-Sq. d.f. Prob.
   
Cross-section random  0.000000 3 1.0000

这个数字似乎有问题。

实际上这个概率如果很小，就说明存在固定效益，随机效益可以拒绝。应该是用eviews做的吧