| Correlated Random Effects - Hausman Test |
| |||
| Pool: Untitled |
|
|
| |
| Test cross-section random effects |
| |||
|
|
|
|
|
|
|
|
|
|
|
|
| Test Summary | Chi-Sq. Statistic | Chi-Sq. d.f. | Prob. | |
|
|
|
|
|
|
|
|
|
|
|
|
| Cross-section random | 0.000000 | 4 | 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. |
|
|
|
|
|
|
|
|
|
|
|
|
| LNFIX? | -0.127038 | -0.149014 | 0.000046 | 0.0012 |
| LNPAT? | 0.273385 | 0.316497 | 0.000177 | 0.0012 |
| LNFDI? | -0.193657 | -0.256001 | 0.000369 | 0.0012 |
| LNFIN? | 0.046597 | 0.043844 | 0.000001 | 0.0012 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Cross-section random effects test equation: |
| |||
| Dependent Variable: LNEXPY? |
|
| ||
| Method: Panel Least Squares |
|
| ||
| Date: 04/18/18 Time: 21:27 |
|
| ||
| Sample: 2002 2016 |
|
| ||
| Included observations: 15 |
|
| ||
| Cross-sections included: 5 |
|
| ||
| Total pool (balanced) observations: 75 |
| |||
|
|
|
|
|
|
|
|
|
|
|
|
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
|
|
|
|
|
|
|
|
|
|
|
|
| C | 3.009872 | 0.853212 | 3.527697 | 0.0008 |
| LNFIX? | -0.127038 | 0.096029 | -1.322921 | 0.1904 |
| LNPAT? | 0.273385 | 0.075564 | 3.617923 | 0.0006 |
| LNFDI? | -0.193657 | 0.314802 | -0.615168 | 0.5406 |
| LNFIN? | 0.046597 | 0.039392 | 1.182926 | 0.2411 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Effects Specification |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
| Cross-section fixed (dummy variables) |
| |||
|
|
|
|
|
|
|
|
|
|
|
|
| R-squared | 0.991246 | Mean dependent var | 2.809861 | |
| Adjusted R-squared | 0.990185 | S.D. dependent var | 0.785454 | |
| S.E. of regression | 0.077815 | Akaike info criterion | -2.156787 | |
| Sum squared resid | 0.399646 | Schwarz criterion | -1.878689 | |
| Log likelihood | 89.87953 | Hannan-Quinn criter. | -2.045746 | |
| F-statistic | 934.1853 | Durbin-Watson stat | 0.733103 | |
| Prob(F-statistic) | 0.000000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|



雷达卡



京公网安备 11010802022788号







