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Analyse des déterminants de la production des cultures vivrières au Bénin: cas du maà¯s et de l'igname

( Télécharger le fichier original )
par Nouta௠Rodrigue HONKPEHEDJI
Université nationale du Bénin - Ingénieur statisticien économiste 2009
  

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Extinction Rebellion

ANNEXE

ANNEXE1 : Les différents tests pour le modèle à
effets aléatoires : cas de l'igname

.xtreg lprod lsup lprix lpoprur lhautpl,

Fixed-effects (within) regression Group variable: comm

fe

Number of obs =

Number of groups =

110

10

R-sq:

within

= 0.5881

 
 

Obs per group: min =

11

 

between

= 0.0213

 
 

avg =

11.0

 

overall

= 0.1598

 
 

max =

11

 
 
 
 
 

F(4,96) =

34.27

corr(u_i, Xb)

= -0.5174

 
 

Prob > F =

0.0000

 

lprod |

Coef.

Std. Err.

t

P>|t| [95% Conf.

Interval]

 

+

 
 
 
 
 
 

lsup |

1.079401

.099143

10.89

0.000 .8826035

1.276198

 

lprix |

-.0148019

.1126685

-0.13

0.896 -.2384471

.2088433

 

lpoprur |

.8802428

.3193749

2.76

0.007 .2462886

1.514197

 

lhautpl |

-.2606049

.2758427

-0.94

0.347 -.8081484

.2869386

 

|

_cons

-6.245125

3.696577

-1.69

0.094 -13.58277

1.092522

 

+

 
 
 
 
 
 

sigma_u |

.87757312

 
 
 
 
 

sigma_e |

.41960687

 
 
 
 
 

rho |

.8139198

(fraction of variance due to u_i)

 

F test that all u_i=0: F(9, 96) =

26.54

Prob > F =

0.0000

. est store fixed

. xtreg lprod lsup lprix lpoprur lhautpl, Random-effects GLS regression

re

Number of obs =

110

Group variable: comm

 

Number of groups =

10

R-sq: within = 0.5800

 

Obs per group: min =

11

between = 0.0362

 

avg =

11.0

overall = 0.2260

 

max =

11

Random effects u_i ~ Gaussian

 

Wald chi2(4) =

126.01

corr(u_i, X) = 0 (assumed)

 

Prob > chi2 =

0.0000

lprod

|

Coef.

Std. Err.

z

P>|z|

[95% Conf.

Interval]

+

 
 
 
 
 
 
 

lsup

|

1.08131

.1014423

10.66

0.000

.882487

1.280133

lprix

|

.0274313

.1142362

0.24

0.810

-.1964676

.2513301

lpoprur

|

.4357262

.2589625

1.68

0.092

-.0718309

.9432834

lhautpl

|

-.1912055

.2820628

-0.68

0.498

-.7440384

.3616274

_cons

|

-2.066495

3.256456

-0.63

0.526

-8.449032

4.316042

+

 
 
 
 
 
 
 

sigma_u

|

.60676555

 
 
 
 
 

sigma_e

|

.41960687

 
 
 
 
 

rho

|

.67648142

(fraction of variance due

to u_i)

 

. hausman fixed

 
 
 

Réalisé et soutenu par Samson James Aimé AGBO et Rodrigue Noutaï HONKPEHEDJI

 
 
 

---- Coefficients ----

 
 

|

(b)

(B)

(b-B)

sqrt(diag(V_b-V_B))

|

fixed

.

Difference

S.E.

+

 
 
 
 

lsup |

1.079401

1.08131

-.0019093

.

lprix |

-.0148019

.0274313

-.0422332

.

lpoprur |

.8802428

.4357262

.4445165

.1869191

lhautpl |

-.2606049

-.1912055

-.0693994

.

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)

= 5.46

Prob>chi2 = 0.2432

(V_b-V_B is not positive definite)

. xttest0

Breusch and Pagan Lagrangian multiplier test for random effects lprod[comm,t] = Xb + u[comm] + e[comm,t]

Estimated results:

| Var sd = sqrt(Var)

+

lprod | .7942038 .8911811

e | .1760699 .4196069

u | .3681644 .6067655

Test: Var(u) = 0

chi2(1) = 217.47

Prob > chi2 = 0.0000

. sktest fixed

variable fixed not found r(111);

. predict fixed, u . sktest fixed

Skewness/Kurtosis tests for Normality

joint

Variable | Pr(Skewness) Pr(Kurtosis) adj chi2(2) Prob>chi2

+

fixed | 0.000 0.009 21.14 0.0000

. xtregar lprod lsup lprix lpoprur lhautpl, re lbi

RE GLS regression with AR(1) disturbances Number of obs = 110

Group variable: comm Number of groups = 10

R-sq: within = 0.5771 Obs per group: min = 11

between = 0.0402 avg = 11.0

overall = 0.2382 max = 11

Wald chi2(5) = 121.13

corr(u_i, Xb) = 0 (assumed) Prob > chi2 = 0.0000

lprod | Coef. Std. Err. z P>|z| [95% Conf. Interval]

+

 
 

d

Réalisé et soutenu par Samson James Aimé AGBO et Rodrigue Noutaï HONKPEHEDJI

 
 

lsup

|

1.084781

.1033118 10.50 0.000

.8822936

1.287268

lprix

|

.0336269

.1157967 0.29 0.772

-.1933305

.2605843

lpoprur

|

.3652185

.2548147 1.43 0.152

-.1342091

.8646461

lhautpl

|

-.1887518

.2858858 -0.66 0.509

-.7490777

.3715741

_cons

|

-1.373301

3.246207 -0.42 0.672

-7.73575

4.989149

+

 
 
 
 
 

rho_ar

|

-.01993378

(estimated autocorrelation

coefficient)

 

sigma_u

|

.55980321

 
 
 

sigma_e

|

.44552279

 
 
 

rho_fov

|

.61222481

(fraction of variance due

to u_i)

 

theta

|

.77059653

 
 
 

modified Bhargava et al. Durbin-Watson = 2.0383967 Baltagi-Wu LBI = 2.1303588

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Extinction Rebellion





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