П3. Тесты на эндогенность

Таблица 4. Hausman тест, регрессия производственной функции, инструмент "Comp92".

(b) (B) (b–B)

IV (инструмент: comp92) OLS Difference

diag Var b−Var B

comp 0.1397 0.0232 0.1165 0.0424

ln(K) 0.3737 0.3734 0.0003 0.0001

ln(L) 0.6209 0.6203 0.0006 0.0002

SI –0.1112 –0.1073 –0.0040 0.0016

td94 0.1344 0.1357 –0.0014 0.0006

td95 0.4314 0.4342 –0.0028 0.0011

td96 0.4282 0.4315 –0.0033 0.0012

td97 0.2657 0.2688 –0.0031 0.0012

td98 0.0483 0.0515 –0.0032 0.0012

firm_num 0.0008 0.0009 0.0000 0.0000

2 b B ' Var b Var B 1 b B 7.54 −−−−, Prob>chi2 = 0.5807

Таблица 5. Hausman тест, регрессия дифференциала производительности, инструмент "Comp92".

(b) (B) (b–B)

IV (инструмент: comp92) OLS Difference

diag Var b−Var B

comp –0.5758 –0.7912 0.2154 0.1319

SI 22.3951 21.7779 0.6172 0.4096

SI2 –22.9049 –22.3285 –0.5763 0.3979

firm_num 0.00004 0.0001 –0.0001 0.0000

LP 0.0567 0.0567 0.0001 0.0001

K/L (ratio) –0.0004 –0.0004 0.0000 0.0000

L change –0.0034 –0.0034 0.0000 0.0001

I/K (ratio) 6.8547 6.8647 –0.0100 0.0102

Var(CU) 1.0019 0.9943 0.0077 0.0065

Var(exp.sh) 0.0015 –0.0003 0.0017 0.0033

Var(GTRM) –0.0199 –0.0086 –0.0112 0.0073

Var(barter) 0.4884 0.4945 –0.0061 0.0046

cap.dep. –0.0123 –0.0134 0.0011 0.0020

IPR –0.0880 –0.1154 0.0274 0.0169

ind.exp. 0.0414 0.0435 –0.0021 0.0015

2 b B ' Var b Var B 1 b B 2.67 −−−−, Prob>chi2 = 1.00

Таблица 4. Hausman тест, регрессия производственной функции, инструмент "Comp92".

(b) (B) (b–B)

IV (инструмент: comp92) OLS Difference

diag Var b−Var B

comp 0.1397 0.0232 0.1165 0.0424

ln(K) 0.3737 0.3734 0.0003 0.0001

ln(L) 0.6209 0.6203 0.0006 0.0002

SI –0.1112 –0.1073 –0.0040 0.0016

td94 0.1344 0.1357 –0.0014 0.0006

td95 0.4314 0.4342 –0.0028 0.0011

td96 0.4282 0.4315 –0.0033 0.0012

td97 0.2657 0.2688 –0.0031 0.0012

td98 0.0483 0.0515 –0.0032 0.0012

firm_num 0.0008 0.0009 0.0000 0.0000

2 b B ' Var b Var B 1 b B 7.54 −−−−, Prob>chi2 = 0.5807

Таблица 5. Hausman тест, регрессия дифференциала производительности, инструмент "Comp92".

(b) (B) (b–B)

IV (инструмент: comp92) OLS Difference

diag Var b−Var B

comp –0.5758 –0.7912 0.2154 0.1319

SI 22.3951 21.7779 0.6172 0.4096

SI2 –22.9049 –22.3285 –0.5763 0.3979

firm_num 0.00004 0.0001 –0.0001 0.0000

LP 0.0567 0.0567 0.0001 0.0001

K/L (ratio) –0.0004 –0.0004 0.0000 0.0000

L change –0.0034 –0.0034 0.0000 0.0001

I/K (ratio) 6.8547 6.8647 –0.0100 0.0102

Var(CU) 1.0019 0.9943 0.0077 0.0065

Var(exp.sh) 0.0015 –0.0003 0.0017 0.0033

Var(GTRM) –0.0199 –0.0086 –0.0112 0.0073

Var(barter) 0.4884 0.4945 –0.0061 0.0046

cap.dep. –0.0123 –0.0134 0.0011 0.0020

IPR –0.0880 –0.1154 0.0274 0.0169

ind.exp. 0.0414 0.0435 –0.0021 0.0015

2 b B ' Var b Var B 1 b B 2.67 −−−−, Prob>chi2 = 1.00