我是刚用STATA软件对hausman检验的结果不是很清楚,到底适用固定效应模型还是随机效应模型,还请高手指点一下。
. hausman fe re
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
x | .395197 .1937966 .2014004 .
z | .0050608 .0044015 .0006593 .
np | 1.057333 .9995281 .057805 .2929082
------------------------------------------------------------------------------
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)
= 220.63
Prob>chi2 = 0.0000
(V_b-V_B is not positive definite)