Annexe113
Les tests de spécification
1- Modèle pooled versus Modèle a effets
spécifiques
A-) Le modèle 1 (Standard)
pFtest(mod1p,mod1w)
F test for effects
data: lpib ~ licp + tpam + tc+ ltsse + rp
F = 23.45, df1 = 19, df2 = 178, p-value = 0.0000 alternative
hypothesis: significant effects
B-) Modèle 2 (Standard +ds)
> pFtest(mod2p,mod2w)
F test for effects
data: lpib ~ licp + tpam + tc + ds ltsse + rp
F = 17.4031, df1 = 28, df2 = 169, p-value < 2.2e-16
alternative hypothesis: significant effects
C-) Modèle 3 (Standard + ses)
> pFtest(mod3p,mod3w)
F test for effects
data: lpib ~ licp + tpam + tc + ltsse + ses + rp
F = 17.4031, df1 = 28, df2 = 169, p-value < 2.2e-16
alternative hypothesis: significant effects
D-) Modèle 4 (Standard + de)
> pFtest(mod4p,mod4w)
F test for effects
data: lpib ~ licp + tpam + tc + ltsse + de + rp
F = 55.9556, df1 = 35, df2 = 303, p-value < 2.2e-16
alternative hypothesis: significant effects
E-) Modèle 5 (Standard + see)
> pFtest(gd,gi)
F test for effects
data: lpib ~ licp + tpam + tc + ltsse + see + rp
F = 145.2327, df1 = 35, df2 = 304, p-value < 2.2e-16
alternative hypothesis: significant effects
2- Modèle à effets individuels versus
Modèle à erreurs composées : le test de
Hausman
A-) Modèle 1
---- Coefficients ----
|
|
|
|
(b)
mef
+
|
(B)
.
|
(b-B)
Difference
|
sqrt(diag(V_b-V_B))
S.E.
|
|
licp |
|
.9490702
|
.877766
|
.0713042
|
.002824
|
|
tpam |
|
-1.60e-07
|
-2.67e-07
|
1.07e-07
|
7.39e-09
|
|
tc |
|
.0538591
|
.0592738
|
-.0054148
|
0.000418
|
|
ltsse |
|
-.0093463
|
.0095931
|
-.0189394
|
.0014655
|
|
rp |
|
-.0075534
|
-.0121434
|
.0045899
|
0.000254
|
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(4) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 152.69
Prob>chi2 = 0.0000
B-) Modèle 2
---- Coefficients ----
|
|
|
|
(b) mef +
|
(B)
.
|
(b-B)
Difference
|
sqrt(diag(V_b-V_B))
S.E.
|
|
licp
|
|
|
.9466476
|
.8608706
|
.085777
|
.0060841
|
|
tpam
|
|
|
-1.65e-07
|
-2.97e-07
|
1.32e-07
|
1.14e-08
|
|
tc
|
|
|
.0530606
|
.0549491
|
-.0018885
|
0.087452
|
|
ltsse
|
|
|
-.0091644
|
.0084833
|
-.0176478
|
.0016271
|
|
ds
|
|
|
.006423
|
.0726509
|
-.066228
|
0.000254
|
|
rp
|
|
|
-.0082539
|
-.0191852
|
.0109313
|
0.002587
|
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)
= 248.67
Prob>chi2 = 0.0000
C-) Modèle 3
---- Coefficients ----
|
|
|
|
(b) mef +
|
(B)
.
|
(b-B)
Difference
|
sqrt(diag(V_b-V_B))
S.E.
|
|
licp
|
|
|
.9466476
|
.8608706
|
.085777
|
.0060841
|
|
tpam
|
|
|
-1.65e-07
|
-2.97e-07
|
1.32e-07
|
1.14e-08
|
|
tc
|
|
|
.0530606
|
.0549491
|
-.0018885
|
3.25e-09
|
|
ltsse
|
|
|
-.0091644
|
.0084833
|
-.0176478
|
.0016271
|
|
ses
|
|
|
.0385377
|
.4359055
|
-.3973678
|
.0254111
|
|
rp
|
|
|
-.0082539
|
-.0191852
|
.0109313
|
.0025897
|
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)
= 237.62
Prob>chi2 = 0.0000
D-) Modèle 4
---- Coefficients ----
|
|
|
|
(b) mef +
|
(B)
.
|
(b-B)
Difference
|
sqrt(diag(V_b-V_B))
S.E.
|
licp
|
|
|
.9466839
|
.8739101
|
.0727738
|
.003089
|
tpam
|
|
|
-1.63e-07
|
-2.72e-07
|
1.09e-07
|
7.55e-09
|
tc
|
|
|
.0497419
|
.0611568
|
-.0114149
|
.002548
|
ltsse
|
|
|
-.0089285
|
.0106613
|
-.0195897
|
.0014724
|
de
|
|
|
-.0226118
|
-.0311626
|
.0085508
|
.0002458
|
rp
|
|
|
-.0060969
|
-.0106853
|
.0045884
|
.0004258
|
|
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)
= 132.83
Prob>chi2 = 0.0000
E-) .Modèle 5
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
|
|
|
mef
+
|
.
|
Difference
|
S.E.
|
|
licp
|
|
|
.9491165
|
.8767134
|
.0724031
|
.0030049
|
|
tpam
|
|
|
-1.60e-07
|
-2.68e-07
|
1.08e-07
|
7.63e-09
|
|
tc
|
|
|
.0537798
|
.0604991
|
-.0067193
|
.0058795
|
|
ltsse
|
|
|
-.0093551
|
.0097006
|
-.0190556
|
.0014877
|
|
see
|
|
|
-.0010576
|
.022558
|
-.0236155
|
.0002368
|
|
rp
|
|
|
-.0075331
|
-.0125552
|
.0050222
|
.0254882
|
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)
= 148.41
Prob>chi2 = 0.0000
| 
