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 |
Có thể bạn quan tâm!
- Kết Quả Mối Tương Quan Giữa Biến Xk_Gdp Và Nk_Gdp
- Bất Bình Đẳng Chi Tiêu Nông Thôn – Thành Thị Phân Chia Theo Vùng
- Tác động của hội nhập quốc tế lên bất bình đẳng thu nhập nông thôn - thành thị tại Việt Nam - 23
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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)
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]
-------------+-----------------------------------------------------
-.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)
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]
-------------+-----------------------------------------------------
.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.
-------------+-----------------------------------------------------
| | -.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)
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]
-------------+-----------------------------------------------------
| | .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
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]
-------------+-----------------------------------------------------
.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.
-------------+-----------------------------------------------------
.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)