语句写错了
qui xtreg q dar fsize gsale sc10,fe
estimates store fe
qui xtreg q dar fsize gsale sc10,re
estimates store re
hausman fe
[此贴子已经被作者于2007-10-14 21:40:57编辑过]
谢谢蓝色版主给予我的鼎力帮助!谢谢人大经济论坛提供的这个学习空间。按照你的指点,困扰了我快一个多月的hausman检验操作今天终于弄出了卡方检验结果了。我使用EVIEWS5.0没能做出这个检验,在这个论坛上,让我接触了STATA软件,据说EVIEWS5升级到6版本是菜单的,可是升级版本相对费劲,在面板数据操作上,我的体会是STATA软件要强于EVIEWS软件,虽然刚接触STATA软件对于日语为第一外语的我来说太吃力,但这个软件入了门里面的天空是真开阔呀!我的结果如下:
. hausman fe
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
dar | .0034382 .0020609 .0013773 .000307
fsize | .0841659 -.0300291 .1141951 .0402949
gsale | .0001888 .0002227 -.0000339 .0000117
sc10 | .0059186 .0051165 .0008021 .0006252
------------------------------------------------------------------------------
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(4) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 28.57
Prob>chi2 = 0.0000
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