Test Statistics for the Classical Model
Model Log-Likelihood
(ɪ) Constanttermonly
(2) Group effects only
(3) X - variables only
(4) X and group effects
-785.14400
-643.38923
-755.25940
-622.23240
Sum of Squares R-Squared
0.393424E+04 0.0000000
0.147007E+04 0.6263397
0.319691E÷04 0.1874127
0.126920E+04 0.6773963
|
Hypothesis Tests | |||||||
|
Likelihood Ratio Test |
F Tests 5 F num. denom. Prob value | ||||||
|
Chi-squared |
d.f. |
Prob valut | |||||
|
(2) vs(l) |
283.510 |
23 |
0.00000 |
19.240 |
23 |
263 |
0.00000 |
|
(3) vs(l) |
59.769 |
2 |
0.00000 |
32.866 |
2 |
285 |
0.00000 |
|
(4) vs(l) |
325.823 |
25 |
0.00000 |
22.006 |
25 |
263 |
0.00000 |
|
(4) vs (2) |
42.314 |
2 |
0.00000 |
20.733 |
2 |
263 |
0.00000 |
|
(4) vs (3) |
266.054 |
23 |
0.00000 |
17.302 |
23 |
263 |
0.00000 |
TauIukko L7.3 Random Effects Model: v(i,t) ≈ e(i,t) + u(i)
Estimates: Var[e] = 0.484427E+01
Var[u] - 0.797148E+00
Corr[v(i,t),v(i,s)] - 0.141303
Lagrange Multiplier Test vs. Model (3) - 409.20
( 1 df, prob value = 0.000000)
Fixed vs. Random Effects (Hausman) = 121.29
( 2 df, prob value = 0.000000)
Estd. Autocorrelation of e(i,t) 0.221877
Reestimated using GLS coefficients:
|
Estimates: Var[e] = 0.493012E+01 Var[u] ≈ 0.746044E+01 Sum of Squares 0.327525E+04 R-Squared 0.167499E+00 | |||
|
Variable |
Coefficient |
Standard Error t-ratio P[ ITI >t] |
Mean of X |
|
MERKH |
-0.14560E-01 -0.31256E-01 41.157 |
0.23123E-02 -6.297 0.00000 0.60767E-02 -5.144 0.00000 2.3247 17.704 0.00000 |
1000 46.50 |
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