回归结果小盘股投资策略.doc

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1、CorrelatedRandomEffects-HausmanTestPool:UntitledTestcross-sectionrandomeffectsTestSummaryChi-Sq.StatisticChi-Sq.d.f.Prob. Cross-sectionrandom0.10.7419**Warning:estimatedcross-sectionrandomeffectsvarianceiszero.Cross-sectionrandomeffectstestcomparisons:V

2、ariableFixed  Random Var(Diff.) Prob. RSCH?0.0.0.0.7419Cross-sectionrandomeffectstestequation:DependentVariable:RSYH?Method:PanelLeastSquaresDate:07/04/10Time:12:17Sample:11/02/20096/08/2010Includedobservations:157Cross-sectionsincluded:4Totalpool(balan

3、ced)observations:628VariableCoefficientStd.Errort-StatisticProb.  C0.0.2.0.0446RSCH?0.0.46.342450.0000BZ?NANANANAEffectsSpecificationCross-sectionfixed(dummyvariables)R-squared0.    Meandependentvar-0.AdjustedR-squared0.    S.D.dependentvar0.S.E.ofregre

4、ssion0.    Akaikeinfocriterion-6.Sumsquaredresid0.    Schwarzcriterion-6.Loglikelihood2109.128    F-statistic431.0387Durbin-Watsonstat1.    Prob(F-statistic)0.DependentVariable:RSYH_SHXPMethod:LeastSquaresDate:07/01/10Time:14:39Sample:11/02/20096/08/201

5、0Includedobservations:157VariableCoefficientStd.Errort-StatisticProb.  C0.0.1.0.2659RSCH_SHXP1.0.18.251800.0000R-squared0.    Meandependentvar-3.57E-05AdjustedR-squared0.    S.D.dependentvar0.S.E.ofregression0.    Akaikeinfocriterion-6.Sumsquaredresid0.

6、    Schwarzcriterion-6.Loglikelihood491.5134    F-statistic333.1283Durbin-Watsonstat1.    Prob(F-statistic)0.DependentVariable:RSYH_SHDPMethod:LeastSquaresDate:07/01/10Time:14:40Sample:11/02/20096/08/2010Includedobservations:157VariableCoefficientStd.Er

7、rort-StatisticProb.  C-0.0.-1.0.2570RSCH_SHDP1.0.39.741810.0000R-squared0.    Meandependentvar-0.AdjustedR-squared0.    S.D.dependentvar0.S.E.ofregression0.    Akaikeinfocriterion-7.Sumsquaredresid0.    Schwarzcriterion-7.Loglikelihood612.4990    F-stat

8、istic1579.412Durbin-Watsonstat1.    Prob(F-statistic)0.DependentVariable:RSYH_SZXPMethod:LeastSquaresDate:07/01/10Time:14:41Sample:11/02/20096/08/2010Includedobservations:157VariableCoefficientStd.Errort-StatisticProb.  C0.0.2.0.