パネルデータの分析（アウトプット）
Current sample: 1 to 315
PANEL DATA ESTIMATION
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Balanced data: NI= 45, T= 7, NOB= 315
MEANS
LP RND
1 3.44270 0.82697
2 3.74107 3.18381
3 3.54673 2.67226
4 3.17713 1.91184
5 4.98884 3.67591
6 2.30042 2.78604
7 2.86710 0.73409
8 5.28396 4.01279
9 4.31468 2.82250
10 6.28954 4.69159
11 3.29829 2.80433
12 2.89655 1.95578
13 3.54517 1.74453
14 3.70121 2.55766
15 3.23822 1.96801
16 4.20635 3.10155
17 3.91651 4.03314
18 4.49880 3.61156
19 4.57122 3.31175
20 3.17112 2.71292
21 2.28437 2.26355
22 1.05574 1.91760
23 5.15695 4.38651
24 3.78036 2.46449
25 4.23766 3.49536
26 4.28782 2.15422
27 4.54269 3.37103
28 0.74185 0.45409
29 3.39656 2.30046
30 1.55524 1.37511
31 5.99545 4.56926
32 1.34295 0.57124
33 2.30748 -0.47463
34 5.92303 4.87626
35 0.85009 -0.37637
36 2.93765 1.65770
37 5.45930 4.80464
38 4.99428 3.42105
39 2.94603 2.98607
40 3.87350 3.05416
41 3.39583 2.51568
42 4.68600 3.07377
43 3.99318 2.10062
44 4.34009 3.25801
45 3.92536 3.28515
TOTAL (plain OLS) Estimates:
Dependent variable: LP
Mean of dep. var. = 3.66678 R-squared = .651075
Std. dev. of dep. var. = 1.35057 Adjusted R-squared = .649961
Sum of squared residuals = 199.845 LM het. test = 21.8826 [.000]
Variance of residuals = .638481 Durbin-Watson = .235514 [.000,.000]
Std. error of regression = .799050
Estimated Standard
Variable Coefficient Error t-statistic P-value
RND .845443 .034983 24.1670 [.000]
C 1.43811 .102622 14.0137 [.000]
F test of A,B=Ai,Bi: F(88,225) = 17.853, P-value = [.0000]
Critical F value for diffuse prior (Leamer, p.114) = 10.197
BETWEEN (OLS on means) Estimates:
Dependent variable: LP
Mean of dep. var. = 3.66678 Std. error of regression = .717336
Std. dev. of dep. var. = 1.31898 R-squared = .710942
Sum of squared residuals = 22.1266 Adjusted R-squared = .704219
Variance of residuals = .514571 LM het. test = 4.03760 [.044]
Estimated Standard
Variable Coefficient Error t-statistic P-value
RND .871428 .084737 10.2839 [.000]
C 1.36962 .247651 5.53043 [.000]
WITHIN (fixed effects) Estimates:
Dependent variable: LP
Mean of dep. var. = 3.66678 R-squared = .936886
Std. dev. of dep. var. = 1.35057 Adjusted R-squared = .926328
Sum of squared residuals = 36.1480 LM het. test = 37.8625 [.000]
Variance of residuals = .134379 Durbin-Watson = 1.22755 [.000,.000]
Std. error of regression = .366577
Estimated Standard
Variable Coefficient Error t-statistic P-value
RND .195514 .081854 2.38856 [.018]
F test of Ai,B=Ai,Bi: F(44,225) = 2.2699, P-value = [.0001]
Critical F value for diffuse prior (Leamer, p.114) = 6.3073
F test of A,B=Ai,B: F(44,269) = 27.686, P-value = [.0000]
Critical F value for diffuse prior (Leamer, p.114) = 7.5407
Variance Components (random effects) Estimates:
VWITH (variance of Uit) = 0.13438
VBET (variance of Ai) = 0.50410
(computed from small sample formula)
THETA (0=WITHIN, 1=TOTAL) = 0.36685E-01
Dependent variable: LP
Mean of dep. var. = 3.66678 R-squared = .651075
Std. dev. of dep. var. = 1.35057 Adjusted R-squared = .649961
Sum of squared residuals = 255.460 LM het. test = 4.24193 [.039]
Variance of residuals = .816166 Durbin-Watson = .175883 [.000,.000]
Std. error of regression = .903419
Estimated Standard
Variable Coefficient Error t-statistic P-value
RND .518942 .059111 8.77911 [.000]
C 2.29880 .189497 12.1311 [.000]
Hausman test of H0:RE vs. FE: CHISQ(1) = 32.627, P-value = [.0000]