用STATA做XTTBOIT回归,得到的回归结果prob>chi2=0.000
用的命令为xtset countries years
xttobit YE ETI SI TI DT GI EP COAL OIL GAS,ll(0) ul(1)
得出来的回归结果为
Random-effects tobit regression Number of obs = 72
Group variable: countrys Number of groups = 6
Random effects u_i ~ Gaussian Obs per group: min = 12
avg = 12.0
max = 12
Wald chi2(9) = 47.58
Log likelihood = 28.456379 Prob > chi2 = 0.0000
YE Coef. Std. Err. z P>z [95% Conf. Interval]
ETI -.580723 .3707184 -1.57 0.117 -1.307318 .1458717
SI .8187731 .3800392 2.15 0.031 .07391 1.563636
TI 1.971095 .4908132 4.02 0.000 1.009119 2.933072
DT -.0801201 .0902316 -0.89 0.375 -.2569708 .0967306
GI -2.488226 .7965752 -3.12 0.002 -4.049484 -.9269669
EP .0000177 .0000104 1.70 0.090 -2.74e-06 .0000381
COAL -.2853555 .3319666 -0.86 0.390 -.935998 .365287
OIL -1.726945 .6622505 -2.61 0.009 -3.024932 -.4289578
GAS -1.74431 .8143522 -2.14 0.032 -3.340411 -.1482088
_cons 1.066237 .4377629 2.44 0.015 .2082378 1.924237
/sigma_u .5160509 .2462873 2.10 0.036 .0333368 .998765
/sigma_e .0781292 .0088406 8.84 0.000 .0608018 .0954565
rho .9775922 .0226609 .8796361 .9977414
请问各位大神 这个回归结果合适否,prob>chi2=0.000 是存在异方差嘛,这个结果能用吗???