hausman name-consistent name-efficient [, options]
(1) obtain an estimator that is consistent whether or not thehypothesis is true;
(2) store the estimation results under name-consistent by using estimates store;
请问,在用STATA11做面板数据的HAUSMAN检验时,这 name-consistent name-efficient到底是如何写的。比如第一个步骤是进行FE估计,然后将这个结果保存,问题是它说的by using estimates store,是什么意思,对结果命名有什么特殊的要求吗?初学STATA,还请各位同学热心帮助。谢谢
***hausman test
reg y x1 x2 x3... //ols reg
est store ols //store the result of ols
ivreg y x1 x2(x3= z1 z2) ...//iv reg
est store iv //store the result of
hausman iv ols //hausman test
x3内生的情况下找z1,z2做工具变量