选择了5个环境变量对投入1的松弛变量进行计算,请问这个LR值有效吗,还能继续往下算吗。。
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.12008327E+05 0.99998712E+00 0.12008481E+05
beta 1 0.19392907E-01 0.16695055E-03 0.11615959E+03
beta 2 -0.54052227E+00 0.51849450E-02 -0.10424841E+03
beta 3 -0.21039381E+00 0.45683724E-02 -0.46054435E+02
beta 4 0.38950371E+01 0.62834723E-01 0.61988609E+02
beta 5 0.29193385E-03 0.26361244E-04 0.11074358E+02
sigma-squared 0.20147092E+06 0.10000000E+01 0.20147092E+06
gamma 0.99999999E+00 0.10767115E-02 0.92875389E+03
mu is restricted to be zero
eta is restricted to be zero
log likelihood function = -0.47233900E+02
LR test of the one-sided error = 0.43927956E+01
with number of restrictions = 1
[note that this statistic has a mixed chi-square distribution]


雷达卡





京公网安备 11010802022788号







