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Tác động của hội nhập quốc tế lên bất bình đẳng thu nhập nông thôn - thành thị tại Việt Nam - 24


Phụ lục 25: Kiểm định hausman fixed random


Hausman fixed random


---- Coefficients ----



|

(b)

(B)

(b-B)

sqrt(diag(V_b-V_B))

|


fixed

random

Difference

S.E.


-------------+-----------------------------------------------------

xk_gdp

|

-.0133167

-.0091935

-.0041231

.001759

lngdpbq

|

.0352399

.0415207

-.0062808

.008252

tl

|

1.352255

1.099804

.2524506

.1064767

fdi_gdp

|

.0832871

.037149

.0461381

.0192175

edu3

|

.0011392

-.0002678

.001407

.0009221

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Tác động của hội nhập quốc tế lên bất bình đẳng thu nhập nông thôn - thành thị tại Việt Nam - 24


-------------------------------------------------------------------


b = consistent under Ho and Ha; obtained from xtreg


B = inconsistent under Ha, efficient under Ho; obtained from xtreg Test: Ho: difference in coefficients not systematic

chi2(5) = (b-B)'[(V_b-V_B)^(-1)](b-B)


= 9.59

Prob>chi2 = 0.0879

(V_b-V_B is not positive definite


Phụ lục 26: Kết quả ước lượng mô hình 7 đối với các tỉnh hội nhập trung bình (mô hình tác động cố định (fixed effects)


Fixed-effects (within) regression

Number of obs



=


70

Group variable: year


R-sq: within = 0.1240

Number of groups


Obs per group: min


=


=


14

5

between = 0.4616

avg

=



14.0


overall = 0.0194

max


=


1

4


F(5,60)



=

1.

70

corr(u_i, Xb) = -0.6801

Prob > F



=

0.14

88

-------------------------------------------------------------------


theil1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]


-------------+-----------------------------------------------------


xk_gdp |


-.0012654

.0118693

-0.11

0.915

-.0250076

.0224768

lngdpbq

|

-.0062905

.0072697

-0.87

0.390

-.020832

.008251

tl

|

.2376532

.1738256

1.37

0.177

-.1100496

.5853561

fdi_gdp

|

-.0399966

.0344007

-1.16

0.250

-.1088082

.0288151

edu3

|

.0004461

.0002548

1.75

0.085

-.0000636

.0009557

_cons |


.0148149

.0121148

1.22

0.226

-.0094184

.0390481


-------------+-----------------------------------------------

------ sigma_u | .00994449 sigma_e | .01701148

rho | .25469278 (fraction of variance due to u_i)


-------------------------------------------------------------------


F test that all u_i=0: F(4, 60) = 1.91 Prob > F = 0.1201


Phụ lục 27: Kết quả ước lượng mô hình 7 đối với các tỉnh hội nhập trung bình (mô hình tác động ngẫu nhiên (random effect)


Random-effects

GLS regression

Number of obs

=

70

Group variable

(i): year

Number of groups

=

5

R-sq: within = 0.0709 Obs per group: min = 14

between = 0.1939 avg = 14.0

overall = 0.0562 max = 14

Random effects u_i ~ Gaussian Wald chi2(5) = 3.81


corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.5768


-------------------------------------------------------------------


theil1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]


-------------+-----------------------------------------------------


xk_gdp |

.001304

.012118

0.11

0.914

-.022447

.0250549

lngdpbq |

-.000676

.0054534

-0.12

0.901

-.0113646

.0100125

tl |

.225431

.1571522

1.43

0.151

-.0825817

.5334437

fdi_gdp |

-.0364764

.0292072

-1.25

0.212

-.0937215

.0207686

edu3 |

-.0000292

.0001495

-0.20

0.845

-.0003221

.0002638

_cons |

.0218681

.0085373

2.56

0.010

.0051353

.0386009


-------------+-----------------------------------------------------


sigma_u | 0


sigma_e | .01701148


rho | 0 (fraction of variance due to u_i)


-------------------------------------------------------------------


Phụ lục 28: Kết quả kiểm định ước lượng mô hình 7 Hội nhập trung bình gồm 19 tỉnh

Hausman fixed random


---- Coefficients ----


(b) (B) (b-B) sqrt(diag(V_b-V_B)) fixed random Difference S.E.

-------------+-----------------------------------------------------


xk_gdp

|

-.0012654

.001304

-.0025694

.

lngdpbq

|

-.0062905

-.000676

-.0056144

.0048071

tl

|

.2376532

.225431

.0122223

.0742866

fdi_gdp

|

-.0399966

-.0364764

-.0035201

.0181755

edu3

|

.0004461

-.0000292

.0004752

.0002064


-------------------------------------------------------------------


b = consistent under Ho and Ha; obtained from xtreg


B = inconsistent under Ha, efficient under Ho; obtained from xtreg Test: Ho: difference in coefficients not systematic

chi2(5) = (b-B)'[(V_b-V_B)^(-1)](b-B)


= 4.88


Prob>chi2 = 0.4301


(V_b-V_B is not positive definite)


Fixed-effects (within) regression

Number of obs

=

95

Group variable: year

Number of groups

=

5

R-sq:

within

=

0.1050

Obs

per

group:

min

=

19


between

=

0.0680




avg

=

19.0


overall

=

0.0305




max

=

19




F(5,85)

=

1.99

corr(u_i, Xb)

=

-0.6643

Prob > F

=

0.0877



-------------------------------------------------------------------

theil1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]


-------------+-----------------------------------------------------


xk_gdp

|

.0216715

.0256699

0.84

0.401

-.0293672

.0727101

lngdpbq

|

.0260991

.0100002

2.61

0.011

.0062161

.0459821

tl

|

-.1196518

.5672641

-0.21

0.833

-1.247525

1.008221

fdi_gdp

|

.0033821

.0361637

0.09

0.926

-.0685211

.0752853

edu3 |


.0003848

.0003583

1.07

0.286

-.0003277

.0010972

_cons |


-.029944

.0206465

-1.45

0.151

-.0709947

.0111068


-------------+-----------------------------------------------------


sigma_u | .01559257


sigma_e | .03060348


rho | .20609313 (fraction of variance due to u_i)


-------------------------------------------------------------------


F test that all u_i=0: F(4, 85) = 1.48 Prob > F = 0.2144


Random-effects

GLS regression

Number of obs



=

95

Group variable

(i): year

Number of groups


=


5

R-sq: within

= 0.0656

Obs per group:

min


=

19

between

= 0.4835


avg


=

19.0


overall = 0.0819 max = 19

Random effects u_i ~ Gaussian Wald chi2(5) = 7.94

corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.1597


-------------------------------------------------------------------


theil1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]


-------------+-----------------------------------------------------


xk_gdp |


.0263936

.0258328

1.02

0.307

-.0242377

.0770249

lngdpbq

|

.015713

.007662

2.05

0.040

.0006958

.0307302

tl

|

-.3312868

.4625722

-0.72

0.474

-1.237912

.575338

fdi_gdp

|

-.0081935

.0340449

-0.24

0.810

-.0749202

.0585332

edu3

|

-.0002474

.0002058

-1.20

0.229

-.0006508

.000156

_cons

|

.008323

.0120907

0.69

0.491

-.0153743

.0320203


-------------+-----------------------------------------------------


sigma_u | 0


sigma_e | .03060348


rho | 0 (fraction of variance due to u_i)


-------------------------------------------------------------------


Hausman fixed random



---- Coefficients ----


| (b) (B) (b-B) sqrt(diag(V_b-V_B))


| fixed random Difference S.E.


-------------+-----------------------------------------------------


xk_gdp |

.0216715

.0263936

-.0047221

0006999

lngdpbq |

.0260991

.015713

.0103861

.0064263

tl |

-.1196518

-.3312868

.211635

.3283528

fdi_gdp |

.0033821

-.0081935

.0115756

.0121969

edu3 |

.0003848

-.0002474

.0006321

.0002933


-------------------------------------------------------------------


b = consistent under Ho and Ha; obtained from xtreg B = inconsistent under Ha, efficient under Ho; obtained from xtreg

Test: Ho: difference in coefficients not systematic chi2(5) = (b-B)'[(V_b-V_B)^(-1)](b-B)

= 5.75


Prob>chi2 = 0.3315


(V_b-V_B is not positive definite)

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