xtreg codcrbz agdp1 agdp1agdp1, fe
Fixed-effects (within) regression Number of obs = 84
Group variable (i): id Number of groups = 4
R-sq: within = 0.8114 Obs per group: min = 21
between = 0.2815 avg = 21.0
overall = 0.6496 max = 21
F(2,78) = 167.74
corr(u_i, Xb) = -0.0385 Prob > F = 0.0000
------------------------------------------------------------------------------
codcrbz | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
agdp1 | .0051631 .0005732 9.01 0.000 .0040218 .0063043
agdp1agdp1 | -5.19e-08 1.62e-08 -3.21 0.002 -8.42e-08 -1.97e-08
_cons | 115.1847 3.551677 32.43 0.000 108.1138 122.2555
-------------+----------------------------------------------------------------
sigma_u | 18.72669
sigma_e | 13.045822
rho | .67325932 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(3, 78) = 40.76 Prob > F = 0.0000
.
. est store fe3
.
. xtreg codcrbz agdp1 agdp1agdp1,re
Random-effects GLS regression Number of obs = 84
Group variable (i): id Number of groups = 4
R-sq: within = 0.8110 Obs per group: min = 21
between = 0.2917 avg = 21.0
overall = 0.6528 max = 21
Random effects u_i ~ Gaussian Wald chi2(2) = 290.67
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
codcrbz | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
agdp1 | .0053324 .0006186 8.62 0.000 .00412 .0065448
agdp1agdp1 | -5.77e-08 1.75e-08 -3.30 0.001 -9.21e-08 -2.34e-08
_cons | 114.4698 5.472366 20.92 0.000 103.7441 125.1954
-------------+----------------------------------------------------------------
sigma_u | 7.2056865
sigma_e | 13.045822
rho | .23376102 (fraction of variance due to u_i)
------------------------------------------------------------------------------
.
. est store re3
.
. hausman fe3 re3
Note: the rank of the differenced variance matrix (1) does not equal the number of coefficients being tested (2); be sure this is what you
expect, or there may be problems computing the test. Examine the output of your estimators for anything unexpected and possibly
consider scaling your variables so that the coefficients are on a similar scale.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe3 re3 Difference S.E.
-------------+----------------------------------------------------------------
agdp1 | .0051631 .0053324 -.0001693 .
agdp1agdp1 | -5.19e-08 -5.77e-08 5.80e-09 .
------------------------------------------------------------------------------
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(1) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -0.53 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
. hausman fe3 sigmaless
estimation result sigmaless not found
r(111);
. hausman fe3 sigmamore
estimation result sigmamore not found
r(111);
. hausman fe3 ,sigmaless
Note: the rank of the differenced variance matrix (1) does not equal the number of coefficients being tested (2); be sure this is what you
expect, or there may be problems computing the test. Examine the output of your estimators for anything unexpected and possibly
consider scaling your variables so that the coefficients are on a similar scale.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe3 re3 Difference S.E.
-------------+----------------------------------------------------------------
agdp1 | .0051631 .0053324 -.0001693 .
agdp1agdp1 | -5.19e-08 -5.77e-08 5.80e-09 .
------------------------------------------------------------------------------
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(1) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -0.05 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
. hausman fe3, sigmamore
Note: the rank of the differenced variance matrix (1) does not equal the number of coefficients being tested (2); be sure this is what you
expect, or there may be problems computing the test. Examine the output of your estimators for anything unexpected and possibly
consider scaling your variables so that the coefficients are on a similar scale.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe3 re3 Difference S.E.
-------------+----------------------------------------------------------------
agdp1 | .0051631 .0053324 -.0001693 .
agdp1agdp1 | -5.19e-08 -5.77e-08 5.80e-09 .
------------------------------------------------------------------------------
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(1) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -0.12 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
无论怎么做都是负值,该如何解决了。马上要交毕业论文了,各位大虾帮帮忙了。