دانلود مقاله با موضوع dependent، Sum، Durbin-Watson

نوامبر 30, 2018 0 By admin4
پایان نامه  

var
70.28590
S.E. of regression
3.301680
Sum squared resid
2518.151
F-statistic
240.8928
Durbin-Watson stat
1.834131
Prob(F-statistic)
0.000000
Unweighted Statistics
R-squared
0.778045
Mean dependent var
16.55189
Sum squared resid
2763.224
Durbin-Watson stat
1.732313
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
d.f.
Prob.
Cross-section F
76.840572
(59,231)
0.0000
Dependent Variable: LN_ARZESH_BAZAR
Method: Panel EGLS (Cross-section random effects)
Date: 06/14/11 Time: 22:58
Sample: 1 300
Periods included: 5
Cross-sections included: 60
Total panel (unbalanced) observations: 296
Swamy and Arora estimator of component variances
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
13.16742
0.630203
20.89393
0.0000
MAZAYA_KARKONAN
9.58E-11
7.99E-11
1.198568
0.2317
COST_HOGHOG_MOSTAGHIM
3.37E-10
8.77E-11
3.843872
0.0001
COST__KHIR_HOGHOG_MOSTAG
-1.77E-10
6.88E-11
-2.567730
0.0107
COST_HOGHOG_EDARI_VA_FRO
2.81E-11
3.45E-11
0.816419
0.4149
DUMI
1.276669
0.553896
2.304890
0.0219
Effects Specification
S.D.
Rho
Cross-section random
3.112732
0.4509
Idiosyncratic random
3.435320
0.5491
Weighted Statistics
R-squared
0.397201
Mean dependent var
7.354224
Adjusted R-squared
0.386808
S.D. dependent var
4.485208
S.E. of regression
3.507854
Sum squared resid
3568.462
F-statistic
38.21775
Durbin-Watson stat
1.588902
Prob(F-statistic)
0.000000
Unweighted Statistics
R-squared
0.445467
Mean dependent var
16.55189
Sum squared resid
6903.657
Durbin-Watson stat
0.666227
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
17.638646
5
0.0034
دانش بنيان مدل 1
Dependent Variable: X1?
Method: Panel EGLS (Cross-section weights)
Date: 07/29/11 Time: 23:03
Sample (adjusted): 184
Included observations: 5 after adjustments
Cross-sections included: 37
Total panel (balanced) observations: 184
Linear estimation after one-step weighting matrix
White cross-section standard errors & covariance (no d.f. correction)
Cross sections without valid observations dropped
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
278.0473
124.6963
2.229795
0.0270
X4?
8.75E-09
7.58E-09
1.154413
0.2499
X5?
-1.31E-08
9.02E-09
-1.449234
0.1490
X6?
-2.44E-09
2.41E-09
-1.011583
0.3131
X7?
-9.87E-10
1.90E-09
-0.519030
0.6044
X1?(-1)
0.833080
0.082072
10.15060
0.0000
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared
0.710069
Mean dependent var
1422.562
Adjusted R-squared
0.701925
S.D. dependent var
1551.500
S.E. of regression
847.0601
Sum squared resid
1.28E+08
F-statistic
87.18804
Durbin-Watson stat
1.664872
Prob(F-statistic)
0.000000
Unweighted Statistics
R-squared
0.710069
Mean dependent var
1422.562
Sum squared resid
1.28E+08
Durbin-Watson stat
1.664872
مدل دوم
Dependent Variable: X2?
Method: Panel EGLS (Cross-section weights)
Date: 07/29/11 Time: 23:22
Sample (adjusted): 184
Included observations: 5
Cross-sections included: 37
Total panel (balanced) observations: 184
Linear estimation after one-step weighting matrix
White cross-section standard errors & covariance (no d.f. correction)
Cross sections without valid observations dropped
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.068360
0.013951
4.899887
0.0000
X4?
9.82E-13
1.10E-12
0.894405
0.3723
X5?
-1.18E-12
1.46E-12
-0.809773
0.4192
X6?
4.68E-13
4.39E-13
1.067754
0.2871
X7?
-1.03E-12
3.43E-13
-3.004029
0.0030
X2?(-1)
0.641312
0.061350
10.45335
0.0000
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared
0.414373
Mean dependent var
0.190207
Adjusted R-squared
0.397923
S.D. dependent var
0.117413
S.E. of regression
0.091105
Sum squared resid
1.477432
F-statistic
25.18958
Durbin-Watson stat
1.960863
Prob(F-statistic)
0.000000
Unweighted Statistics
R-squared
0.414373
Mean dependent var
0.190207
Sum squared resid
1.477432
Durbin-Watson stat
1.960863
مدل سوم
Dependent Variable: X3?
Method: Panel EGLS (Cross-section weights)
Date: 07/29/11 Time: 23:27
Sample (adjusted): 37
Included observations: 5
Cross-sections included:37
Total panel (balanced) observations: 182
Linear estimation after one-step weighting matrix
White cross-section standard errors & covariance (no d.f. correction)
Cross sections without valid observations dropped
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
11783.93
11181.70
1.053858
0.2934
X4?
-3.14E-07
2.29E-07
-1.371329
0.1720
X5?
-3.28E-07
3.07E-07
-1.069311
0.2864
X6?
8.73E-08
6.37E-08
1.369550
0.1726
X7?
-1.99E-07
2.28E-07
-0.872559
0.3841
X3?(-1)
0.623125
0.165726
3.759965
0.0002
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared
0.395782
Mean dependent var
18881.11
Adjusted R-squared
0.378617
S.D. dependent var
133562.1
S.E. of regression
105284.2
Sum squared resid
1.95E+12
F-statistic
23.05712
Durbin-Watson stat
1.748570
Prob(F-statistic)
0.000000
Unweighted Statistics
R-squared
0.395782
Mean dependent var
18881.11
Sum squared resid
1.95E+12
Durbin-Watson stat
1.748570
غير دانش بنيان
مدل 1
Dependent Variable: X8?
Method: Panel EGLS (Cross-section weights)
Date: 07/30/11 Time: 00:01
Sample (adjusted): 115
Included observations: 5
Cross-sections included: 23
Total panel (balanced) observations: 115
Linear estimation after one-step weighting matrix
White cross-section standard errors & covariance (d.f. corrected)
Cross sections without valid observations dropped
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-4.69E+09
1.64E+09
-2.854193
0.0048
X4?
0.148294
0.134802
1.100086
0.2728
X5?
-0.034203
0.193613
-0.176659
0.8600
X6?
0.052620
0.079436
0.662422
0.5085
X13?
5.24E+08
1.73E+08
3.036497
0.0027
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared
0.298387
Mean dependent var
4.85E+09
Adjusted R-squared
0.282796
S.D. dependent var
1.01E+10
S.E. of regression
8.54E+09
Sum squared resid
1.31E+22
F-statistic
19.13792
Durbin-Watson stat
1.221091
Prob(F-statistic)
0.000000
Unweighted Statistics
R-squared
0.298387
Mean dependent var
4.85E+09
Sum squared resid
1.31E+22
Durbin-Watson stat
1.221091
مدل دوم
Dependent Variable: X2?
Method: Panel EGLS (Cross-section weights)
Date: 07/30/11 Time: 00:10
Sample (adjusted): 115
Included observations: 5
Cross-sections included: 23
Total panel (balanced) observations: 115
Linear estimation after one-step weighting matrix
White cross-section standard errors & covariance (d.f. corrected)
Cross sections without valid observations dropped
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.150357
0.047041
3.196321
0.0016
X4?
-7.39E-13
1.24E-12
-0.593608
0.5535
X5?
5.65E-13
2.04E-12
0.277393
0.7818
X6?
4.33E-13
8.26E-13
0.523566
0.6012
X13?
-0.002135
0.001921
-1.111502
0.2679
X2?(-1)
0.379571
0.146729
2.586884
0.0105
Effects Specification
Cross-section fixed (dummy variables)
Weighted Statistics
R-squared
0.161560
Mean dependent var
0.194960
Adjusted R-squared
0.138008
S.D. dependent var
0.174632
S.E. of regression
0.162134
Sum squared resid
4.679188
F-statistic
6.859813
Durbin-Watson stat
2.078675
Prob(F-statistic)
0.000007
Unweighted Statistics
R-squared
0.161560
Mean dependent var
0.194960
Sum squared resid
4.679188
Durbin-Watson