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xtreg lnc lncyjg lnnyqd lnnyjg, fe
Fixed-effects (within) regression Number of obs = 364
Group variable: ind Number of groups = 28
R-sq: within = 0.9736 Obs per group: min = 13
between = 0.9695 avg = 13.0
overall = 0.9701 max = 13
F(3,333) = 4097.88
corr(u_i, Xb) = -0.1996 Prob > F = 0.0000
------------------------------------------------------------------------------
lnc | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lncyjg | .1784849 .0354589 5.03 0.000 .1087332 .2482366
lnnyqd | 1.029584 .0161092 63.91 0.000 .9978951 1.061272
lnnyjg | .6325453 .020404 31.00 0.000 .5924083 .6726823
_cons | 1.500601 .1402573 10.70 0.000 1.224699 1.776503
-------------+----------------------------------------------------------------
sigma_u | .20554082
sigma_e | .09713265
rho | .81744531 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(27, 333) = 48.24 Prob > F = 0.0000
. est store fixed
. xtreg lnc lncyjg lnnyqd lnnyjg, re
Random-effects GLS regression Number of obs = 364
Group variable: ind Number of groups = 28
R-sq: within = 0.9736 Obs per group: min = 13
between = 0.9716 avg = 13.0
overall = 0.9718 max = 13
Random effects u_i ~ Gaussian Wald chi2(3) = 13146.19
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
lnc | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lncyjg | .1451731 .0287376 5.05 0.000 .0888484 .2014978
lnnyqd | 1.030483 .0146102 70.53 0.000 1.001847 1.059118
lnnyjg | .6242336 .0190745 32.73 0.000 .5868482 .661619
_cons | 1.368544 .1214432 11.27 0.000 1.13052 1.606569
-------------+----------------------------------------------------------------
sigma_u | .19377071
sigma_e | .09713265
rho | .79918301 (fraction of variance due to u_i)
------------------------------------------------------------------------------
. hausman fixed
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fixed . Difference S.E.
-------------+----------------------------------------------------------------
lncyjg | .1784849 .1451731 .0333118 .0207722
lnnyqd | 1.029584 1.030483 -.0008989 .0067859
lnnyjg | .6325453 .6242336 .0083117 .0072448
------------------------------------------------------------------------------
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(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 4.54
Prob>chi2 = 0.2084
结果显示代表什么意思呢