13第十三讲 面板数据模型分析.docVIP

第十三讲 面板数据模型分析 Dependent Variable: CP? Method: Pooled Least Squares Date: 07/20/11 Time: 16:49 Sample: 1996 2002 Included observations: 7 Cross-sections included: 15 Total pool (balanced) observations: 105 Variable Coefficient Std. Error t-Statistic Prob.?? C 129.6313 63.69259 2.035265 0.0444 IP? 0.758726 0.009522 79.68189 0.0000 R-squared 0.984036 ????Mean dependent var 4917.608 Adjusted R-squared 0.983881 ????S.D. dependent var 1704.704 S.E. of regression 216.4270 ????Akaike info criterion 13.61125 Sum squared resid 4824588. ????Schwarz criterion 13.66180 Log likelihood -712.5905 ????Hannan-Quinn criter. 13.63173 F-statistic 6349.204 ????Durbin-Watson stat 0.784107 Prob(F-statistic) 0.000000  Dependent Variable: CP? Method: Pooled Least Squares Date: 07/20/11 Time: 16:52 Sample: 1996 2002 Included observations: 7 Cross-sections included: 15 Total pool (balanced) observations: 105 Variable Coefficient Std. Error t-Statistic Prob.?? C 515.6142 81.59665 6.319061 0.0000 IP? 0.697561 0.012692 54.96029 0.0000 Fixed Effects (Cross) AH--C -36.30583 BJ--C 537.5660 FJ--C -47.64515 HB--C -154.2367 HLJ--C -169.7015 JL--C 24.50427 JS--C -35.19587 JX--C -319.6960 LN--C 106.4273 NMG--C -209.5484 SD--C -134.1145 SH--C 266.9859 SX--C -74.88901 TJ--C 47.22940 ZJ--C 198.6202 Effects Specification Cross-section fixed (dummy variables) R-squared 0.992488 ????Mean dependent var 4917.608 Adjusted R-squared 0.991222 ????S.D. dependent var 1704.704 S.E. of regression 159.7184 ????Akaike info criterion 13.12414 Sum squared resid 2270386. ????Schwarz criterion 13.52855 Log likelihood -673.0173 ????Hannan-Quinn criter. 13.28802 F-statistic 783.8902 ????Durbin-Watson stat 1.609517 Prob(F-statistic) 0.000000  Dependent Variable: CP?