查hausman命令的help啊



Examples

    Typing

        . webuse nlswork4
        . xtreg ln_wage age msp ttl_exp, fe
        . estimates store fixed
        . xtreg ln_wage age msp ttl_exp, re
        . hausman fixed ., sigmamore

    presents Hausman's specification test, which tests the appropriateness of the random-effects
    estimator (xtreg, re).

    Typing

        . webuse sysdsn3
        . mlogit insure age male
        . est store all
        . mlogit insure age male if insure != "Uninsure":insure
        . est store partial
        . hausman partial all, alleqs constant

    will perform a Hausman test for independence of irrelevant alternatives (IIA).

    When one estimator uses equation names and the other does not, specify the equations() option
    to force the comparison.  This is illustrated in the comparison of the OLS estimator and the
    estimator of the regress part of the heckman model:

        . sysuse auto
        . regress mpg price
        . est store reg
        . heckman mpg price, sel(foreign=weight)
        . hausman reg ., eq(1:1)

    Comparison of the probit model and selection equation of the heckman model

        . probit foreign weight
        . est store probit_for
        . heckman mpg price, sel(foreign=weight)
        . hausman probit_for ., eq(1:2)

谢谢了 本人是初学者所以很多东西不懂

很奇怪的是，如果我用random effect， number of obs就与实际有的相同了。。。。这是为什么呢

搞不懂啊

请问楼主的这个问题解决了么