请问各位大神,在面板数据回归选择模型时,先进行F检验,再进行豪斯曼检验,请问R语言如何看结果?
F检验结果:
F test for individual effects
data: form2
F = 308.39, df1 = 42, df2 = 548, p-value < 2.2e-16
alternative hypothesis: significant effects
豪斯曼检验结果:
Lagrange Multiplier Test - (Breusch-Pagan) for balanced panels
data: form2
chisq = 3000, df = 1, p-value < 2.2e-16
alternative hypothesis: significant effects
这是说明我应该选择固定效应模型吗?但是我的变量里有不随时间变化的值,用固定效应,这些变量会被omit啊。求大神指点。跪谢!