主题:哪位高手能进来帮我看看我的结果
最近刚学用matlab来检验一个模型,遇到Hausman test, 得到一堆答案···有哪位高手能告诉我怎么解释这些结果吗?我读不懂。
一下是我运行的code和结果,the null hypothesis 是模型有 exogeneity的问题,
怎样看是否拒绝或者接受?谢谢大家
data6 = [ones(length(oil),1),oil,IVoil];
model = ols(gold,data6);
disp('Hausman Test: T-statistic on the null of exogeneity')
model6.tstat(3)
data7 = [ones(length(oil),1),bond,IVbond];
model = ols(gold,data7);
disp('Hausman Test: T-statistic on the null of exogeneity')
model.tstat(3)
data8 = [ones(length(oil),1),inflation,IVinflation];
model = ols(gold,data8);
disp('Hausman Test: T-statistic on the null of exogeneity')
model.tstat(3)
data9 = [ones(length(oil),1),sp,IVsp];
model = ols(gold,data9);
disp('Hausman Test: T-statistic on the null of exogeneity')
model.tstat(3)
data10 = [ones(length(oil),1),wfx,IVwfx];
model = ols(gold,data10);
disp('Hausman Test: T-statistic on the null of exogeneity')
model.tstat(3)
Warning: Matrix is close to singular or badly scaled.
Results may be inaccurate. RCOND = 9.667775e-025.
> In ols at 51
Hausman Test: T-statistic on the null of exogeneity for Oil
ans =
0.6866
Warning: Matrix is close to singular or badly scaled.
Results may be inaccurate. RCOND = 9.761076e-025.
> In ols at 51
Hausman Test: T-statistic on the null of exogeneity for Bond
ans =
-4.7339
Warning: Matrix is close to singular or badly scaled.
Results may be inaccurate. RCOND = 9.339229e-025.
> In ols at 51
Hausman Test: T-statistic on the null of exogeneity for inflation
ans =
-4.5939
Warning: Matrix is close to singular or badly scaled.
Results may be inaccurate. RCOND = 9.781935e-025.
> In ols at 51
Hausman Test: T-statistic on the null of exogeneity for sp
ans =
-4.7361
一下是我运行的code和结果,the null hypothesis 是模型有 exogeneity的问题,
怎样看是否拒绝或者接受?谢谢大家
data6 = [ones(length(oil),1),oil,IVoil];
model = ols(gold,data6);
disp('Hausman Test: T-statistic on the null of exogeneity')
model6.tstat(3)
data7 = [ones(length(oil),1),bond,IVbond];
model = ols(gold,data7);
disp('Hausman Test: T-statistic on the null of exogeneity')
model.tstat(3)
data8 = [ones(length(oil),1),inflation,IVinflation];
model = ols(gold,data8);
disp('Hausman Test: T-statistic on the null of exogeneity')
model.tstat(3)
data9 = [ones(length(oil),1),sp,IVsp];
model = ols(gold,data9);
disp('Hausman Test: T-statistic on the null of exogeneity')
model.tstat(3)
data10 = [ones(length(oil),1),wfx,IVwfx];
model = ols(gold,data10);
disp('Hausman Test: T-statistic on the null of exogeneity')
model.tstat(3)
Warning: Matrix is close to singular or badly scaled.
Results may be inaccurate. RCOND = 9.667775e-025.
> In ols at 51
Hausman Test: T-statistic on the null of exogeneity for Oil
ans =
0.6866
Warning: Matrix is close to singular or badly scaled.
Results may be inaccurate. RCOND = 9.761076e-025.
> In ols at 51
Hausman Test: T-statistic on the null of exogeneity for Bond
ans =
-4.7339
Warning: Matrix is close to singular or badly scaled.
Results may be inaccurate. RCOND = 9.339229e-025.
> In ols at 51
Hausman Test: T-statistic on the null of exogeneity for inflation
ans =
-4.5939
Warning: Matrix is close to singular or badly scaled.
Results may be inaccurate. RCOND = 9.781935e-025.
> In ols at 51
Hausman Test: T-statistic on the null of exogeneity for sp
ans =
-4.7361