تحقیق با موضوع Prob.، of، Equation:

552
شکل(1-ب)
آزمون مدل 3
جدول(1-ج)
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
d.f.
Prob.
Cross-section F
29.667751
(93,465)
0.0000
جدول(2-ج)
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
72.877398
5
0.0000
جدول(3-ج)
Heteroskedasticity Test: Glejser
F-statistic
5.410270
Prob. F(5,558)
0.0001
Obs*R-squared
26.07799
Prob. Chi-Square(5)
0.0001
Scaled explained SS
32.17278
Prob. Chi-Square(5)
0.0000
جدول(4-ج)
Dependent Variable: L
Method: Panel EGLS (Cross-section weights)
Date: 02/04/11 Time: 01:36
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 22 weight iterations
WARNING: estimated coefficient covariance matrix is of reduced rank
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-0.009232
0.014900
-0.619623
0.5358
A1
-0.109097
0.022711
-4.803647
0.0000
A2
0.000971
0.000170
5.725078
0.0000
A3
0.109743
0.028513
3.848899
0.0001
A4
-0.166798
0.063862
-2.611832
0.0093
A5
0.059665
0.055871
1.067906
0.2861
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared
0.903310
Mean dependent var
0.218102
Adjusted R-squared
0.882932
S.D. dependent var
1.623235
S.E. of regression
0.534761
Akaike info criterion
0.969685
Sum squared resid
132.9757
Schwarz criterion
1.730626
Log likelihood
-174.4512
Hannan-Quinn criter.
1.266720
F-statistic
44.32831
Durbin-Watson stat
1.490249
Prob(F-statistic)
0.000000
Unweighted Statistics
R-squared
0.720228
Mean dependent var
-0.001331
Sum squared resid
132.9758
Durbin-Watson stat
1.231995
جدول(5-ج)
Ramsey RESET Test
Equation: UNTITLED
Specification: L C A1 A2 A3 A4 A5
Omitted Variables: Squares of fitted values
Value
df
Probability
t-statistic
0.304545
557
0.7608
F-statistic
0.092747
(1, 557)
0.7608
Likelihood ratio
0.093905
1
0.7593
F-test summary:
Sum of Sq.
df
Mean Squares
Test SSR
0.064815
1
0.064815
Restricted SSR
389.3148
558
0.697697
Unrestricted SSR
389.2499
557
0.698833
Unrestricted SSR
389.2499
557
0.698833
LR test summary:
Value
df
Restricted LogL
-695.7535
558
Unrestricted LogL
-695.7065
557
جدول(6-ج)
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
0.025773
Prob. F(1,557)
0.8725
Obs*R-squared
0.026096
Prob. Chi-Square(1)
0.8717
جدول(1-د)
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
d.f.
Prob.
Cross-section F
0.679841
(93,452)
0.9880
جدول(2-د)
Ramsey RESET Test
Equation: UNTITLED
Specification: RA3 C Y1 Y2 Y3 Y4 Y5 Y6 Y7 Y8 Y9 Y10 Y11 Y12 Y13 Y14
Y15 Y16 Y17 Y18
Omitted Variables: Squares of fitted values
Value
df
Probability
t-statistic
1.749506
544
0.0808
F-statistic
3.060771
(1, 544)
0.0808
Likelihood ratio
3.164405
1
0.0753
F-test summary:
Sum of Sq.
df
Mean Squares
Test SSR
2.746671
1
2.746671
Restricted SSR
490.9209
545
0.900772
Unrestricted SSR
488.1742
544
0.897379
Unrestricted SSR
488.1742
544
0.897379
LR test summary:
Value
df
Restricted LogL
-761.1478
545
Unrestricted LogL
-759.5656
544
جدول(3-د)
Heteroskedasticity Test: Breusch-Pagan-Godfrey
F-statistic
1.003302
Prob. F(18,545)
0.4539
Obs*R-squared
18.08960
Prob. Chi-Square(18)
0.4498
Scaled explained SS
19.57848
Prob. Chi-Square(18)
0.3570
جدول(4-د)
Dependent Variable: RA3
Method: Panel Least Squares
Date: 02/04/11 Time: 04:04
Sample: 1983 1988
Periods included: 6
Cross-sections included: 94
Total panel (balanced) observations: 564
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-0.057209
0.043357
-1.319474
0.1876
Y1
-2.020821
1.746391
-1.157141
0.2477
Y2
-1.459670
0.327482
-4.457259
0.0000
Y3
-6.729021
2.213774
-3.039615
0.0025
Y4
-0.042563
0.059163
-0.719423
0.4722
Y5
-68.92188
110.7428
-0.622360
0.5340
Y6
0.828399
0.327185
2.531899
0.0116
Y7
2.817179
12.10588
0.232712
0.8161
Y8
1.574746
0.294881
5.340277
0.0000
Y9
0.239246
0.050585
4.729558
0.0000
Y10
-0.102435
0.086409
-1.185462
0.2364
Y11
-1.607962
0.297201
-5.410354
0.0000
Y12
1.044273
0.522026
2.000423
0.0460
Y13
0.490126
0.301850
1.623743
0.1050
Y14
0.214894
0.046496
4.621799
0.0000
Y15
0.055021
0.086922
0.632993
0.5270
Y16
0.004293
0.044551
0.096363
0.9233
Y17
0.000839
0.000381
2.200928
0.0282
Y18
-0.010695
0.041851
-0.255537
0.7984
R-squared
0.174361
Mean dependent var
0.013397
Adjusted R-squared
0.147092
S.D. dependent var
1.027677
S.E. of regression
0.949090
Akaike info criterion
2.766482
Sum squared resid
490.9209
Schwarz criterion
2.912521
Log likelihood
-761.1478
Hannan-Quinn criter.
2.823488
F-statistic
6.394158
Durbin-Watson stat
1.906333
Prob(F-statistic)
0.000000
شکل 1-د
جدول(1-ه)
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
d.f.
Prob.
Cross-section F
1.598349
(93,452)
0.0010
جدول(2-ه)
Dependent Variable: R
Method: Panel EGLS (Cross-section random effects)
Date: 02/04/11 Time: 03:45
Sample: 1/01/1983 1/01/1988
Periods included: 6
Cross-sections included: 94
Total panel (balanced) observations: 564
Swamy and Arora estimator of component variances
White cross-section standard errors & covariance (d.f. corrected)
WARNING: estimated coefficient covariance matrix is of reduced rank
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-0.015998
0.049792
-0.321295
0.7481
Y1
0.113499
1.089515
0.104174
0.9171
Y2
-0.508552
0.224519
-2.265067
0.0239
Y3
-0.448179
2.017322
-0.222165
0.8243
Y4
-0.019323
0.052948
-0.364934
0.7153
Y5
-98.11940
69.62987
-1.409157
0.1594
Y6
0.162069
0.257146
0.630262
0.5288
Y7
8.716007
7.637668
1.141187
0.2543
Y8
0.801731
0.175073
4.579400
0.0000
Y9
0.033237
0.058589
0.567297
0.5707
Y10
0.111284
0.081728
1.361635
0.1739
Y11
-0.867197
0.186586
-4.647708
0.0000
Y12
-0.462082
0.571791
-0.808131
0.4194
Y13
0.096157
0.188671
0.509651
0.6105
Y14
0.011813
0.062667
0.188503
0.8506
Y15
-0.097777
0.085580
-1.142520
0.2537
Y16
-0.017473
0.056125
-0.311314
0.7557
Y17
0.000775
7.64E-05
10.13330
0.0000
Y18
-0.007679
0.046165
-0.166329
0.8680
Effects Specification
S.D.
Rho
Cross-section random
0.000000
0.0000
Idiosyncratic random
0.971935
1.0000
Weighted Statistics
R-squared
0.046238
Mean dependent var
0.017557
Adjusted R-squared
0.014738
S.D. dependent var
0.975816
S.E. of regression
0.968599
Sum squared resid
511.3099
F-statistic
1.467858
Durbin-Watson stat
2.019462
Prob(F-statistic)
0.095778
Unweighted Statistics
R-squared
0.046238
Mean dependent var
0.017557
Sum squared resid
511.3099
Durbin-Watson stat
2.019462
جدول(3-ه)
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
23.786092
18
0.1622
جدول(1-ی)
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
d.f.
Prob.
Cross-section F
106.971265
(93,464)
0.0000
جدول(2-ی)
Heteroskedasticity Test: Breusch-Pagan-Godfrey
F-statistic
5.110967
Prob. F(6,557)
0.0000
Obs*R-squared
29.43087
Prob. Chi-Square(6)
0.0001
Scaled explained SS
44.46879
Prob. Chi-Square(6)
0.0000
جدول(3-ی)
Ramsey RESET Test
Equation: UNTITLED
Specification: L C A1 A2 A3 A4 A5 A6
Omitted

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