تحقیق با موضوع dependent، criterion، of

Variables: Squares of fitted values
Value
df
Probability
t-statistic
0.272679
556
0.7852
F-statistic
0.074354
(1, 556)
0.7852
Likelihood ratio
0.075419
1
0.7836
F-test summary:
Sum of Sq.
df
Mean Squares
Test SSR
0.052055
1
0.052055
Restricted SSR
389.3050
557
0.698932
Unrestricted SSR
389.2529
556
0.700095
Unrestricted SSR
389.2529
556
0.700095
LR test summary:
Value
df
Restricted LogL
-695.7464
557
Unrestricted LogL
-695.7087
556
جدول(4-ی)
Correlated Random Effects – Hausman Test
Equation: Untitled
Test cross-section random effects
Test Summary
Chi-Sq. Statistic
Chi-Sq. d.f.
Prob.
Cross-section random
1183.352716
6
0.0000
جدول(5-ی)
Dependent Variable: L
Method: Panel EGLS (Cross-section weights)
Date: 02/04/11 Time: 06:11
Sample: 1/01/1983 1/01/1988
Periods included: 6
Cross-sections included: 94
Total panel (balanced) observations: 564
Iterate weights to convergence
White cross-section standard errors & covariance (d.f. corrected)
Convergence achieved after 33 weight iterations
WARNING: estimated coefficient covariance matrix is of reduced rank
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
1.667174
0.005881
283.4903
0.0000
A1
-0.003329
0.002372
-1.403479
0.1611
A2
-2.49E-05
1.67E-05
-1.493805
0.1359
A3
0.045758
0.014572
3.140196
0.0018
A4
-0.005971
0.002826
-2.112590
0.0352
A5
-0.030225
0.013657
-2.213148
0.0274
MVOCF
-1.866300
0.006579
-283.6567
0.0000
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared
0.997599
Mean dependent var
-0.333288
Adjusted R-squared
0.997087
S.D. dependent var
3.346705
S.E. of regression
0.179689
Akaike info criterion
-2.533252
Sum squared resid
14.98168
Schwarz criterion
-1.764625
Log likelihood
814.3770
Hannan-Quinn criter.
-2.233217
F-statistic
1947.354
Durbin-Watson stat
1.865996
Prob(F-statistic)
0.000000
Unweighted Statistics
R-squared
0.968479
Mean dependent var
-0.001331
Sum squared resid
14.98196
Durbin-Watson stat
1.451415
شکل1 – ی
شکل1-ز
شکل 2-ز
جداول 1-چ
Dependent Variable: L
Method: Least Squares
Date: 02/04/11 Time: 06:38
Sample: 1 55
Included observations: 55
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 4.0000)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
1.551328
0.086594
17.91487
0.0000
A1
-0.047462
0.085323
-0.556262
0.5806
A2
-0.000120
6.50E-05
-1.840031
0.0718
A3
-0.082861
0.439174
-0.188675
0.8511
A4
-0.228492
0.057385
-3.981718
0.0002
A5
0.325200
0.521452
0.623643
0.5358
R-squared
0.381677
Mean dependent var
1.606076
Adjusted R-squared
0.318583
S.D. dependent var
0.634895
S.E. of regression
0.524093
Akaike info criterion
1.648375
Sum squared resid
13.45902
Schwarz criterion
1.867357
Log likelihood
-39.33032
Hannan-Quinn criter.
1.733057
F-statistic
6.049320
Durbin-Watson stat
2.489538
Prob(F-statistic)
0.000195
Dependent Variable: L
Method: Least Squares
Date: 02/04/11 Time: 06:31
Sample: 1 58
Included observations: 58
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 4.0000)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.940187
0.020127
46.71178
0.0000
A1
-0.012482
0.014441
-0.864350
0.3914
A2
0.000194
0.002215
0.087560
0.9306
A3
0.130888
0.122705
1.066694
0.2910
A4
0.019839
0.018000
1.102185
0.2755
A5
-0.101127
0.117556
-0.860246
0.3936
R-squared
0.081462
Mean dependent var
0.934857
Adjusted R-squared
-0.006859
S.D. dependent var
0.127736
S.E. of regression
0.128173
Akaike info criterion
-1.173175
Sum squared resid
0.854272
Schwarz criterion
-0.960025
Log likelihood
40.02206
Hannan-Quinn criter.
-1.090149
F-statistic
0.922334
Durbin-Watson stat
2.032918
Prob(F-statistic)
0.474060
Dependent Variable: L
Method: Least Squares
Date: 02/04/11 Time: 06:33
Sample: 1 55
Included observations: 55
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 4.0000)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.087508
0.016097
5.436434
0.0000
A1
0.061880
0.064993
0.952095
0.3457
A2
0.004907
0.005137
0.955124
0.3442
A3
-0.030259
0.084472
-0.358209
0.7217
A4
-0.019614
0.027773
-0.706254
0.4834
A5
0.019929
0.070022
0.284611
0.7771
R-squared
0.087571
Mean dependent var
0.088973
Adjusted R-squared
-0.005534
S.D. dependent var
0.177035
S.E. of regression
0.177524
Akaike info criterion
-0.516748
Sum squared resid
1.544231
Schwarz criterion
-0.297767
Log likelihood
20.21058
Hannan-Quinn criter.
-0.432066
F-statistic
0.940565
Durbin-Watson stat
2.069397
Prob(F-statistic)
0.463276
Dependent Variable: L
Method: Least Squares
Date: 02/04/11 Time: 06:32
Sample: 1 55
Included observations: 55
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 4.0000)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.681924
0.026173
26.05408
0.0000
A1
0.048383
0.036835
1.313501
0.1951
A2
-0.003117
0.003072
-1.014435
0.3154
A3
0.017061
0.133395
0.127897
0.8988
A4
-0.027081
0.028361
-0.954863
0.3443
A5
-0.012750
0.125576
-0.101535
0.9195
R-squared
0.081663
Mean dependent var
0.671381
Adjusted R-squared
-0.012044
S.D. dependent var
0.139048
S.E. of regression
0.139883
Akaike info criterion
-0.993357
Sum squared resid
0.958791
Schwarz criterion
-0.774375
Log likelihood
33.31732
Hannan-Quinn criter.
-0.908675
F-statistic
0.871469
Durbin-Watson stat
1.723045
Prob(F-statistic)
0.507110
Dependent Variable: L
Method: Least Squares
Date: 02/04/11 Time: 06:32
Sample: 1 58
Included observations: 58
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 4.0000)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.344194
0.038681
8.898338
0.0000
A1
-0.020347
0.026427
-0.769909
0.4448
A2
0.004932
0.017438
0.282819
0.7784
A3
0.132773
0.082348
1.612349
0.1129
A4
-0.009466
0.018543
-0.510512
0.6119
A5
-0.139753
0.078915
-1.770942
0.0824
R-squared
0.045730
Mean dependent var
0.352830
Adjusted R-squared
-0.046027
S.D. dependent var
0.127247
S.E. of regression
0.130142
Akaike info criterion
-1.142678
Sum squared resid
0.880726
Schwarz criterion
-0.929529
Log likelihood
39.13766
Hannan-Quinn criter.
-1.059652
F-statistic
0.498382
Durbin-Watson stat
2.520684
Prob(F-statistic)
0.776010
Dependent Variable: L
Method: Least Squares
Date: 02/04/11 Time: 06:34
Sample: 1 57
Included observations: 57
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 4.0000)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-0.138318
0.028231
-4.899533
0.0000
A1
0.019537
0.025267
0.773210
0.4430
A2
0.012578
0.013201
0.952760
0.3452
A3
0.053175
0.107541
0.494465
0.6231
A4
0.016824
0.017211
0.977487
0.3329
A5
-0.026807
0.117853
-0.227457
0.8210
R-squared
0.075245
Mean dependent var
-0.107349
Adjusted R-squared
-0.015418
S.D. dependent var
0.147295
S.E. of regression
0.148426
Akaike info criterion
-0.878158
Sum squared resid
1.123546
Schwarz criterion
-0.663100
Log likelihood
31.02750
Hannan-Quinn criter.
-0.794579
F-statistic
0.829945
Durbin-Watson stat
2.146178
Prob(F-statistic)
0.534428
Dependent Variable: L
Method: Least Squares
Date: 02/04/11 Time: 06:35
Sample: 1 57
Included observations: 57
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 4.0000)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-0.366806
0.022637
-16.20411
0.0000
A1
-0.008437
0.023498
-0.359059
0.7210
A2
-0.007174
0.005961
-1.203526
0.2343
A3
-0.232837
0.167748
-1.388013
0.1712
A4
-0.013803
0.023609
-0.584647
0.5614
A5
0.257108
0.165922
1.549572
0.1274
R-squared
0.095579
Mean dependent var
-0.373509
Adjusted R-squared
0.006910
S.D.

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