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雷达卡
初学者，谁能解释一下，怎么解释这个结果呢。要详细的啊详细，会有奖励的嗯。
Pooled model with spatially lagged dependent variable and spatial fixed effects 固定效应下的滞后模型
Dependent Variable = add
R-squared = 0.9500
corr-squared = 0.7036
sigma^2 = 811130.4714
Nobs,Nvar,#FE = 300, 7, 36
log-likelihood = -2469.4431
# of iterations = 1
min and max rho = -1.0000, 1.0000
total time in secs = 0.3610
time for optimiz = 0.1020
time for lndet = 0.0600
time for t-stats = 0.0070
No lndet approximation used
***************************************************************
Variable Coefficient Asymptot t-stat z-probability
invest -2027.950266 -3.159600 0.001580
edu 1991.796605 7.102372 0.000000
open -6002.771467 -9.336998 0.000000
urban 0.018877 0.484395 0.628105
road 1986.210709 4.241994 0.000022
rev -6910.091637 -1.015223 0.310000
W*dep.var. 0.275986 4.847697 0.000001
LR-test joint significance spatial fixed effects, degrees of freedom and probability = 697.8255, 30, 0.0000
Wrong # of variable names in prt_sp -- check vnames argument
will use generic variable names
Pooled model with spatially lagged dependent variable and spatial random effects 随机效应下的滞后模型
R-squared = 0.9439
corr-squared = 0.0864
sigma^2 = 909281.2632
Nobs,Nvar = 300, 8
log-likelihood = -2563.4538
# of iterations = 20
min and max rho = -1.0000, 1.0000
total time in secs = 0.7550
time for optimiz = 0.7280
time for lndet = 0.0130
time for t-stats = 0.0070
No lndet approximation used
***************************************************************
Variable Coefficient Asymptot t-stat z-probability
variable 1 -12995.086473 -6.235692 0.000000
variable 2 -2427.723355 -3.744017 0.000181
variable 3 2074.821450 7.301941 0.000000
variable 4 -5197.996894 -8.304558 0.000000
variable 5 0.022498 0.546150 0.584963
variable 6 2237.515032 4.638121 0.000004
variable 7 -5341.480447 -0.761681 0.446250
W*dep.var. 0.263976 4.509915 0.000006
teta 0.076461 5.490011 0.000000
LR-test significance spatial random effects, degrees of freedom and probability = 509.8041, 1, 0.0000
Hausman test-statistic, degrees of freedom and probability = -10.6511, 7, 0.1546
Pooled model with spatial error autocorrelation and spatial fixed effects
Dependent Variable = add
R-squared = 0.9313
corr-squared = 0.6503
sigma^2 = 756005.6625
log-likelihood = -2466.4997
Nobs,Nvar,#FE = 300, 6, 36
# iterations = 15
min and max rho = -0.9900, 0.9900
total time in secs = 0.1280
time for optimiz = 0.0810
time for lndet = 0.0130
time for t-stats = 0.0030
No lndet approximation used
***************************************************************
Variable Coefficient Asymptot t-stat z-probability
invest -3509.551762 -5.056699 0.000000
edu 2189.835619 7.702876 0.000000
open -6462.947431 -10.146626 0.000000
urban 0.030806 0.842731 0.399379
road 3174.540710 5.311221 0.000000
rev -10411.950287 -1.560580 0.118623
spat.aut. 0.503967 8.750803 0.000000
LR-test joint significance spatial fixed effects, degrees of freedom and probability = 703.7123, 30, 0.0000
Wrong # of variable names in prt_sp -- check vnames argument
will use generic variable names
Pooled model with spatial error autocorrelation and spatial random effects 误差模型
R-squared = 0.9490
corr-squared = 0.1566
sigma^2 = 827014.0509
Nobs,Nvar = 300, 7
log-likelihood = -2554.4318
# of iterations = 33
min and max rho = -1.6036, 1.0000
total time in secs = 0.9020
time for optimiz = 0.8810
time for eigs = 0.0030
time for t-stats = 0.0060
***************************************************************
Variable Coefficient Asymptot t-stat z-probability
variable 1 -11330.359742 -5.194685 0.000000
variable 2 -4467.543049 -6.537985 0.000000
variable 3 2121.816584 7.659306 0.000000
variable 4 -5426.260669 -9.339305 0.000000
variable 5 0.036787 0.969098 0.332496
variable 6 3870.382049 6.503920 0.000000
variable 7 -15247.216535 -2.240597 0.025052
spat.aut. 0.582588 10.705764 0.000000
teta 11.773816 4.140074 0.000035
LR-test significance spatial random effects, degrees of freedom and probability = 527.8482, 1, 0.0000
Hausman test-statistic, degrees of freedom and probability = -5.2676, 7, 0.6273
Ordinary Least-squares Estimates
Dependent Variable = add
R-squared = 0.7062
Rbar-squared = 0.7012
sigma^2 = 923150.7413
Durbin-Watson = 1.3789
Nobs, Nvars = 300, 6
***************************************************************
Variable Coefficient t-statistic t-probability
invest -1692.634656 -2.473601 0.013941
edu 2215.384124 7.699270 0.000000
open -6578.193907 -9.784070 0.000000
urban -0.013458 -0.324415 0.745854
road 2380.550405 4.974014 0.000001
rev 8846.654700 1.244084 0.214460
loglikfe =
-2.4830e+003
LM test no spatial lag, probability = 36.4030, 0.000
robust LM test no spatial lag, probability = 7.8777, 0.005
LM test no spatial error, probability = 29.0751, 0.000
robust LM test no spatial error, probability = 0.5498, 0.458
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