用STATA做的模型,但是不知道怎么分析豪斯曼检验的输出结果,下面是我做出来的结果:
. hausman fe
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
czqkk | .4101963 .2363504 .1738459 .2046816
lngdpp | .0589279 .3351852 -.2762573 .3455194
lnlss | .6855098 .7523579 -.0668481 .0491518
lsw | .0061071 .0061205 -.0000134 .0008104
cyjg | .03092 .0267489 .0041711 .018626
czjy | .0181098 .0118143 .0062955 .0214109
fnrk | -.0096764 -.0174755 .0077991 .0303895
rkmd | -.0016641 .0008264 -.0024904 .0025143
------------------------------------------------------------------------------
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(8) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 8.07
Prob>chi2 = 0.4268
另外一个:
hausman fe
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
czqkk | -.1296268 -12.5384 12.40877 14.58256
lngdpp | -42.96053 -13.01881 -29.94173 24.3027
lnlss | 53.53433 49.85571 3.678616 3.181456
lsw | .374216 .3737085 .0005075 .0518568
cyjg | 3.436764 .7918026 2.644962 1.307477
czjy | -.6385416 .5471074 -1.185649 1.400335
fnrk | .3964721 -.514386 .9108581 2.198852
rkmd | -.2919889 -.0049873 -.2870016 .1853574
------------------------------------------------------------------------------
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(8) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 9.67
Prob>chi2 = 0.2890