00mw00 发表于 2011-9-6 10:28 
陈强老师这样解释:这个方法只适用于平衡面板,在书中忘记交代了。如果是非平衡面板,则会有很多theta,所以 ...
你好,我按照陈老师书本上的做法编了程序,为什么最后检验的命令没有执行啊,而且也没有显示抱错,请指导一下,谢谢
set more off
cap log colse
cd d:\longevity
use sr.dta,clear
xtset id year
quietly xtreg sr drate childdep olddep g , re
scalar theta=e(theta)
global yandxforhausman sr drate childdep olddep g
sort id
foreach x of varlist $yandxforhausman{
by id:egen mean`x'=mean(`x')
gen md`x'=`x'-mean`x'
gen red`x'=`x'-theta*mean`x'
}
quietly xtreg redsr reddrate redchilddep redolddep redg mddrate mdchilddep mdolddep mdg,vce(cluster id)
test mddrate mdchilddep mdolddep mdg