做逐步回归时,本来有些变量是不显著的,例如
Variable
Coefficient
Std. Error
t-Statistic
Prob.
SER06
-0.091588
0.120852
-0.757852
0.4490
SER07
0.013280
0.010882
1.220424
0.2230
SER08
-0.000726
0.000915
-0.793181
0.4281
SER09
-0.001338
0.000730
-1.833692
0.0674
SER10
0.016444
0.042754
0.384608
0.7007
SER11
-0.006908
0.002271
-3.042138
0.0025
可最终一个也没有剔除,如下
Dependent Variable: FGDP
Method: Stepwise Regression
Date: 11/04/09
Time: 20:53
Sample: 2006 2008
Included observations: 440
Number of always included regressors: 35
No search regressors
Selection method: Stepwise forwards
Stopping criterion: p-value forwards/backwards = 0.5/0.5
请问是为什么呀,多谢