空间LM检验结果的解释

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发表于 2019-7-30 12:11:48 |AI写论文

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在作出了空间LM检验后，不知道该如何取舍模型，可以给解释一下回归结果吗

==============================================================================
*** Binary (0/1) Weight Matrix: 480x480 - NC=30 NT=16 (Non Normalized)
==============================================================================

initial:    log likelihood =  87.476877
rescale:    log likelihood =  87.476877
rescale eq: log likelihood =  87.476877
Iteration 0: log likelihood =  87.476877
Iteration 1: log likelihood =  101.57122
Iteration 2: log likelihood =  103.12768
Iteration 3: log likelihood =  103.12879
Iteration 4: log likelihood =  103.12879
==============================================================================
* MLE Spatial Lag Panel Normal Model (SAR)
==============================================================================
  eco = tax + lnfdi + lnpcs + fin + fd + erl + urb
------------------------------------------------------------------------------
  Sample Size    =       480 | Cross Sections Number =       30
  Wald Test       = 3663.4007 | P-Value > Chi2(7)    =    0.0000
  F-Test          = 523.3430 | P-Value > F(7 , 443) =    0.0000
(Buse 1973) R2    =    0.8859 | Raw Moments R2       =    0.9813
(Buse 1973) R2 Adj =    0.8766 | Raw Moments R2 Adj    =    0.9798
  Root MSE (Sigma)  =    0.0960 | Log Likelihood Function = 103.1288
------------------------------------------------------------------------------
- R2h= 0.4891 R2h Adj= 0.4476  F-Test = 64.56 P-Value > F(7 , 443) 0.0000
- R2v= 0.4577 R2v Adj= 0.4136  F-Test = 56.90 P-Value > F(7 , 443) 0.0000
------------------------------------------------------------------------------
      eco |    Coef. Std. Err.    z P>|z|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
eco       |
      tax |  -.2092549 .0521457 -4.01 0.000 -.3114586 -.1070511
   lnfdi | .0654107 .0110697    5.91 0.000    .0437146 .0871069
   lnpcs |  -.1332526 .0196252 -6.79 0.000 -.1717173 -.0947879
      fin |  -.0212455 .0150454 -1.41 0.158 -.0507339 .0082429
      fd | -.008306 .0053935 -1.54 0.124 -.0188772 .0022651
      erl |  -2.854247 .5129932 -5.56 0.000 -3.859696 -1.848799
      urb | .9162346 .1324721    6.92 0.000    .6565941 1.175875
   _cons | 1.626772    .16022 10.15 0.000    1.312747 1.940797
-------------+----------------------------------------------------------------
      /Rho | 1691.277 296.5319    5.70 0.000    1110.085 2272.469
   /Sigma | .1947604 .0062877 30.97 0.000    .1824366 .2070841
------------------------------------------------------------------------------
LR Test SAR vs. OLS (Rho=0):    32.5302 P-Value > Chi2(1) 0.0000
Acceptable Range for Rho:    -9.22e+03 < Rho <  8.4e+03
------------------------------------------------------------------------------

==============================================================================
*** Spatial Panel Aautocorrelation Tests
==============================================================================
  Ho: Error has No Spatial AutoCorrelation
  Ha: Error has Spatial AutoCorrelation

- GLOBAL Moran MI          = 0.1554    P-Value > Z( 4.051) 0.0001
- GLOBAL Geary GC          = 0.9433    P-Value > Z(-0.824) 0.4099
- GLOBAL Getis-Ords GO    =  -0.0000    P-Value > Z(-4.051) 0.0001
------------------------------------------------------------------------------
- Moran MI Error Test       = 6.30e+04    P-Value > Z( 1.6e+06) 0.0000
------------------------------------------------------------------------------
- LM Error (Burridge)       =  13.4157    P-Value > Chi2(1)    0.0002
- LM Error (Robust)       =  14.2632    P-Value > Chi2(1)    0.0002
------------------------------------------------------------------------------
  Ho: Spatial Lagged Dependent Variable has No Spatial AutoCorrelation
  Ha: Spatial Lagged Dependent Variable has Spatial AutoCorrelation

- LM Lag (Anselin)          = 0.0021    P-Value > Chi2(1)    0.9631
- LM Lag (Robust)          = 0.8496    P-Value > Chi2(1)    0.3567
------------------------------------------------------------------------------
  Ho: No General Spatial AutoCorrelation
  Ha: General Spatial AutoCorrelation

- LM SAC (LMErr+LMLag_R)    =  14.2653    P-Value > Chi2(2)    0.0008
- LM SAC (LMLag+LMErr_R)    =  14.2653    P-Value > Chi2(2)    0.0008
------------------------------------------------------------------------------

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