原假设

Wald统计量

P值

检验结果

$H_0:a_{12}=b_{12}=0$

F(2, *) = 377.9553

0.0000

拒绝原假设

$H_0:a_{21}=b_{21}=0$

F(2, *) = 244.7251

0.0001

拒绝原假设

$H_0:a_{12}=b_{12}=a_{21}=b_{21}=0$

F(4, *) = 283.2334

0.0017

拒绝原假设

$H_0:a_{13}=b_{13}=0$

F(2, *) = 174.7645

0.0000

拒绝原假设

$H_0:a_{31}=b_{31}=0$

F(2, *) = 146.4478

0.0000

拒绝原假设

$H_0:a_{13}=b_{13}=a_{31}=b_{31}=0$

F(4, *) = 131.5602

0.0004

拒绝原假设

$H_0:a_{23}=b_{23}=0$

F(2, *) = 778.3091

0.0000

拒绝原假设

$H_0:a_{32}=b_{32}=0$

F(2, *) = 0.7835

0.45681

不拒绝原假设

$H_0:a_{23}=b_{23}=a_{32}=b_{32}=0$

F(4, *) = 475.9925

0.0035

拒绝原假设