1. Fooled model
Dependent Variable: Y
Method: Panel Least Squares
Date: 05/21/13 Time: 15:46
Sample: 1 10
Periods included: 10
Cross-sections included: 3
Total panel (balanced) observations: 30
Variable Coefficient Std. Error t-Statistic Prob.
X 1.054500 0.058052 18.16464 0.0000
C -0.696769 0.946120 -0.736449 0.4676
R-squared 0.921778 Mean dependent var 15.08067
Adjusted R-squared 0.918984 S.D. dependent var 7.218431
S.E. of regression 2.054604 Akaike info criterion 4.342384
Sum squared resid 118.1991 Schwarz criterion 4.435797
Log likelihood -63.13575 Hannan-Quinn criter. 4.372267
F-statistic 329.9542 Durbin-Watson stat 1.167593
Prob(F-statistic) 0.000000
one way cross-section effect
Dependent Variable: Y
Method: Panel Least Squares
Date: 05/21/13 Time: 15:48
Sample: 1 10
Periods included: 10
Cross-sections included: 3
Total panel (balanced) observations: 30
Variable Coefficient Std. Error t-Statistic Prob.
X 1.097631 0.050067 21.92306 0.0000
C -1.342093 0.812460 -1.651889 0.1106
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.948935 Mean dependent var 15.08067
Adjusted R-squared 0.943043 S.D. dependent var 7.218431
S.E. of regression 1.722730 Akaike info criterion 4.049264
Sum squared resid 77.16280 Schwarz criterion 4.236090
Log likelihood -56.73896 Hannan-Quinn criter. 4.109031
F-statistic 161.0513 Durbin-Watson stat 1.746569
Prob(F-statistic) 0.000000

2. nilai a
F Effect
1 1 -0.106136
2 2 -1.416584
3 3 1.522720
setiap nilai kena plus dgn c (-1.342093) di atas.
Redundant fix effect
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 6.913593 (2,26) 0.0039
Cross-section Chi-square 12.793596 2 0.0017
Cross-section fixed effects test equation:
Dependent Variable: Y
Method: Panel Least Squares
Date: 05/21/13 Time: 15:54
Sample: 1 10
Periods included: 10
Cross-sections included: 3
Total panel (balanced) observations: 30
Variable Coefficient Std. Error t-Statistic Prob.
X 1.054500 0.058052 18.16464 0.0000
C -0.696769 0.946120 -0.736449 0.4676
R-squared 0.921778 Mean dependent var 15.08067
Adjusted R-squared 0.918984 S.D. dependent var 7.218431
S.E. of regression 2.054604 Akaike info criterion 4.342384
Sum squared resid 118.1991 Schwarz criterion 4.435797
Log likelihood -63.13575 Hannan-Quinn criter. 4.372267
F-statistic 329.9542 Durbin-Watson stat 1.167593
Prob(F-statistic) 0.000000
ho: fooled
h1 : fixed.

3. Random model
Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects)
Date: 05/21/13 Time: 15:56
Sample: 1 10
Periods included: 10
Cross-sections included: 3
Total panel (balanced) observations: 30
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
X 1.054500 0.048675 21.66395 0.0000
C -0.696769 0.793297 -0.878321 0.3872
Effects Specification
S.D. Rho
Cross-section random 0.000000 0.0000
Idiosyncratic random 1.722730 1.0000
Weighted Statistics
R-squared 0.921778 Mean dependent var 15.08067
Adjusted R-squared 0.918984 S.D. dependent var 7.218431
S.E. of regression 2.054604 Sum squared resid 118.1991
F-statistic 329.9542 Durbin-Watson stat 1.167593
Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.921778 Mean dependent var 15.08067
Sum squared resid 118.1991 Durbin-Watson stat 1.167593

4. Ramdom
Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects
Test Summary
Chi-Sq.
Statistic Chi-Sq. d.f. Prob.
Cross-section random 13.533505 1 0.0002
** WARNING: estimated cross-section random effects variance is zero.
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
X 1.097631 1.054500 0.000137 0.0002
Cross-section random effects test equation:
Dependent Variable: Y
Method: Panel Least Squares
Date: 05/21/13 Time: 15:57
Sample: 1 10
Periods included: 10
Cross-sections included: 3
Total panel (balanced) observations: 30
Variable Coefficient Std. Error t-Statistic Prob.
C -1.342093 0.812460 -1.651889 0.1106
X 1.097631 0.050067 21.92306 0.0000
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.948935 Mean dependent var 15.08067
Adjusted R-squared 0.943043 S.D. dependent var 7.218431
S.E. of regression 1.722730 Akaike info criterion 4.049264
Sum squared resid 77.16280 Schwarz criterion 4.236090
Log likelihood -56.73896 Hannan-Quinn criter. 4.109031
F-statistic 161.0513 Durbin-Watson stat 1.746569
Prob(F-statistic) 0.000000
ho; ramdom
h1=fix

5. 2 way fix effect
Dependent Variable: Y
Method: Panel Least Squares
Date: 05/21/13 Time: 15:59
Sample: 1 10
Periods included: 10
Cross-sections included: 3
Total panel (balanced) observations: 30
Variable Coefficient Std. Error t-Statistic Prob.
X 1.102964 0.067653 16.30331 0.0000
C -1.421886 1.059375 -1.342192 0.1972
Effects Specification
Cross-section fixed (dummy variables)
Period fixed (dummy variables)
R-squared 0.967030 Mean dependent var 15.08067
Adjusted R-squared 0.943758 S.D. dependent var 7.218431
S.E. of regression 1.711887 Akaike info criterion 4.211752
Sum squared resid 49.81945 Schwarz criterion 4.818937
Log likelihood -50.17628 Hannan-Quinn criter. 4.405996
F-statistic 41.55205 Durbin-Watson stat 2.171093
Prob(F-statistic) 0.000000
F Effect
1 1 -0.108456
2 2 -1.425101
3 3 1.533557
plus c
DATEID Effect
1 1 -0.749683
2 2 0.412401
3 3 0.765634
4 4 -0.645861
5 5 -1.103800
6 6 -1.459027
7 7 -0.515258
8 8 1.292018
9 9 0.776905
10 10 1.226672

6. redundant fix effect
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section and period fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 6.785701 (2,17) 0.0068
Cross-section Chi-square 17.605550 2 0.0002
Period F 1.036715 (9,17) 0.4518
Period Chi-square 13.125362 9 0.1570
Cross-Section/Period F 2.121213 (11,17) 0.0793
Cross-Section/Period Chi-square 25.918958 11 0.0067
Cross-section fixed effects test equation:
Dependent Variable: Y
Method: Panel Least Squares
Date: 05/21/13 Time: 16:02
Sample: 1 10
Periods included: 10
Cross-sections included: 3
Total panel (balanced) observations: 30
Variable Coefficient Std. Error t-Statistic Prob.
X 1.026245 0.081553 12.58380 0.0000
C -0.274009 1.282985 -0.213572 0.8332
Effects Specification
Period fixed (dummy variables)
R-squared 0.940710 Mean dependent var 15.08067
Adjusted R-squared 0.909505 S.D. dependent var 7.218431
S.E. of regression 2.171480 Akaike info criterion 4.665270
Sum squared resid 89.59119 Schwarz criterion 5.179042
Log likelihood -58.97905 Hannan-Quinn criter. 4.829630
F-statistic 30.14586 Durbin-Watson stat 1.330127
Prob(F-statistic) 0.000000

7. Period fixed effects test equation:
Dependent Variable: Y
Method: Panel Least Squares
Date: 05/21/13 Time: 16:02
Sample: 1 10
Periods included: 10
Cross-sections included: 3
Total panel (balanced) observations: 30
Variable Coefficient Std. Error t-Statistic Prob.
X 1.097631 0.050067 21.92306 0.0000
C -1.342093 0.812460 -1.651889 0.1106
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.948935 Mean dependent var 15.08067
Adjusted R-squared 0.943043 S.D. dependent var 7.218431
S.E. of regression 1.722730 Akaike info criterion 4.049264
Sum squared resid 77.16280 Schwarz criterion 4.236090
Log likelihood -56.73896 Hannan-Quinn criter. 4.109031
F-statistic 161.0513 Durbin-Watson stat 1.746569
Prob(F-statistic) 0.000000
Cross-section and period fixed effects test equation:
Dependent Variable: Y
Method: Panel Least Squares
Date: 05/21/13 Time: 16:02
Sample: 1 10
Periods included: 10
Cross-sections included: 3
Total panel (balanced) observations: 30
Variable Coefficient Std. Error t-Statistic Prob.
X 1.054500 0.058052 18.16464 0.0000
C -0.696769 0.946120 -0.736449 0.4676
R-squared 0.921778 Mean dependent var 15.08067
Adjusted R-squared 0.918984 S.D. dependent var 7.218431
S.E. of regression 2.054604 Akaike info criterion 4.342384
Sum squared resid 118.1991 Schwarz criterion 4.435797
Log likelihood -63.13575 Hannan-Quinn criter. 4.372267
F-statistic 329.9542 Durbin-Watson stat 1.167593
Prob(F-statistic) 0.000000
cross
h0: cross important
h1; not

8. time
ho; time is improtant
h1: not
cross and time