LIITE 7. TULOKSET PANEELIAINEISTOLLE ESTIMOIDUISTA FUNKTIOISTA
PaneeliaineistoIle estimoitujen funktioiden tulokset on esitetty seuraavasti:
Taulukossa L7.1 on esitetty tulokset PNS-estimoinnista, taulukossa L7.2 dummy-
muuttujamallista ja taulukossa L7.3
Satunnaisten vaikutusten mallista.
LIMDEP Estimation Results
Current sample contains 288 observations
Taulukko L7.1 OLS Without Group Dummy Variables
Ordinary least squares regression Weighting variable = ONE
Dependent variable is VOLA Mean = 25.13677, S.D. = 3.7025
Model size: Observations = 288, Parameters = 3, Deg.Fr. = 285
Residuals: Sum of squares= 3196.91 Std.Dev. = 3.34921
Fit: R-Squared = 0.18741, Adjusted R-squared = 0.18171
Model test: F[ 2, 285] = 32.87, Prob value = 0.00000
Diagnostic: Log-L = -755.2594, Restricted (a=0) Log-L = -785.1440
Amemiya Pr. Crt.= 11.334, Akaike Info. Crt.= 5.266
Panel Data Analysis of VOLA [ONE way]
Unconditional ANOVA (No regressors)
Source |
Variation |
Deg. Free. |
Mean Square |
Between |
2464.17 |
23 |
107.138 |
Residual |
1470.07 |
264 |
5.56844 |
Total |
3934.24 |
287 |
13.7081 |
Variable |
Coefficient |
Standard Error |
t-ratio |
P[ ITI >t] |
Mean of X |
MERKH |
-0.17749E-01 |
0.3491 IE-02 |
-5.084 |
0.00000 |
1000 |
MATUR |
-0.52738E-01 |
0.89539E-02 |
-5.890 |
0.00000 |
46.50 |
Constant |
45.346 |
3.4899 |
12.993 |
0.00000 |
Taulukko L7.2 Least Squares with Group Dummy Variables
Ordinary least squares regression Weighting variable = ONE
Dependent variable is VOLA Mean = 25.13677, S.D. = 3.7025
Model size: Observations = 288, Parameters = 26, Deg.Fr. = 262
Residuals: Sum of squares= 1269.20 Std.Dev. = 2.20097
Fit: R-squared = 0.67740, Adjusted R-squared = 0.64661
Model test: F[ 25, 262] = 22.01, Prob value = 0.00000
Diagnostic: Log-L = -622.2324, Restricted(a=O) Log-L = -785.1440
Amemiya Pr. Crt.= 5.282, Akaike Info. Crt.= 4.502
Estd. Autocorrelation of e(i,t) 0.216229
Estd. Autocorrelation of e(i,t) 0.216229
Variable Coefficient
MERKH -0.12770E-01
MATUR -0.19057E-01
Standard Error t-ratio P[ ITI >t] Mean of X
0.23219E-02 -5.500 0.00000 1000
0.61829E-02 -3.082 0.00226 46.5