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2007-10-14
<p>我做的过程和结果如下:请您帮助我解读<span lang="EN-US" style="; FONT-FAMILY: "Times New Roman"; mso-bidi-; mso-fareast-font-family: 宋体; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA;">hausman结果,分析我的问题出现在哪里?不胜感谢!</span></p><span lang="EN-US" style="; FONT-FAMILY: "Times New Roman"; mso-bidi-; mso-fareast-font-family: 宋体; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA;"><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">summ<span style="mso-spacerun: yes;">                </span></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">    </span>Variable |<span style="mso-spacerun: yes;">       </span>Obs<span style="mso-spacerun: yes;">        </span>Mean<span style="mso-spacerun: yes;">    </span>Std. Dev.<span style="mso-spacerun: yes;">       </span>Min<span style="mso-spacerun: yes;">        </span>Max</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">-------------+--------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">          </span>id |<span style="mso-spacerun: yes;">      </span>4539<span style="mso-spacerun: yes;">    </span>417.8112<span style="mso-spacerun: yes;">    </span>249.4546<span style="mso-spacerun: yes;">          </span>1<span style="mso-spacerun: yes;">        </span>857</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">         </span>obs |<span style="mso-spacerun: yes;">      </span>4539<span style="mso-spacerun: yes;">    </span>3.705001<span style="mso-spacerun: yes;">    </span>1.616491<span style="mso-spacerun: yes;">          </span>1<span style="mso-spacerun: yes;">          </span>6</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">           </span>q |<span style="mso-spacerun: yes;">      </span>4538<span style="mso-spacerun: yes;">    </span>1.177066<span style="mso-spacerun: yes;">    </span>.4922221<span style="mso-spacerun: yes;">   </span>.0007598<span style="mso-spacerun: yes;">    </span>4.94742</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">         </span>dar |<span style="mso-spacerun: yes;">      </span>4539<span style="mso-spacerun: yes;">    </span>50.15223<span style="mso-spacerun: yes;">    </span>21.52175<span style="mso-spacerun: yes;">   </span>.0104151<span style="mso-spacerun: yes;">   </span>275.0216</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>fsize |<span style="mso-spacerun: yes;">      </span>4539<span style="mso-spacerun: yes;">    </span>5.063548<span style="mso-spacerun: yes;">    </span>.6135979<span style="mso-spacerun: yes;">   </span>3.102091<span style="mso-spacerun: yes;">     </span>7.8319</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">-------------+--------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>gsale |<span style="mso-spacerun: yes;">      </span>4539<span style="mso-spacerun: yes;">    </span>6.757878<span style="mso-spacerun: yes;">    </span>48.95985<span style="mso-spacerun: yes;">  </span>-99.92376<span style="mso-spacerun: yes;">   </span>1871.516</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>sc10 |<span style="mso-spacerun: yes;">      </span>4539<span style="mso-spacerun: yes;">     </span>45.2646<span style="mso-spacerun: yes;">    </span>13.27868<span style="mso-spacerun: yes;">          </span>8<span style="mso-spacerun: yes;">         </span>97</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. regress q dar fsize gsale sc10 </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">      </span>Source |<span style="mso-spacerun: yes;">       </span>SS<span style="mso-spacerun: yes;">       </span>df<span style="mso-spacerun: yes;">       </span>MS<span style="mso-spacerun: yes;">              </span>Number of obs =<span style="mso-spacerun: yes;">    </span>4538</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">-------------+------------------------------<span style="mso-spacerun: yes;">           </span>F(<span style="mso-spacerun: yes;">  </span>4,<span style="mso-spacerun: yes;">  </span>4533) =<span style="mso-spacerun: yes;">   </span>13.62</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>Model |<span style="mso-spacerun: yes;">  </span>13.0538445<span style="mso-spacerun: yes;">     </span>4<span style="mso-spacerun: yes;">  </span>3.26346113<span style="mso-spacerun: yes;">           </span>Prob > F<span style="mso-spacerun: yes;">      </span>=<span style="mso-spacerun: yes;">  </span>0.0000</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">    </span>Residual |<span style="mso-spacerun: yes;">  </span>1086.18228<span style="mso-spacerun: yes;">  </span>4533<span style="mso-spacerun: yes;">  </span>.239616652<span style="mso-spacerun: yes;">           </span>R-squared<span style="mso-spacerun: yes;">     </span>=<span style="mso-spacerun: yes;">  </span>0.0119</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">-------------+------------------------------<span style="mso-spacerun: yes;">           </span>Adj R-squared =<span style="mso-spacerun: yes;">  </span>0.0110</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>Total |<span style="mso-spacerun: yes;">  </span>1099.23613<span style="mso-spacerun: yes;">  </span>4537<span style="mso-spacerun: yes;">  </span>.242282593<span style="mso-spacerun: yes;">           </span>Root MSE<span style="mso-spacerun: yes;">      </span>=<span style="mso-spacerun: yes;">  </span>.48951</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">------------------------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">           </span>q |<span style="mso-spacerun: yes;">      </span>Coef.<span style="mso-spacerun: yes;">   </span>Std. Err.<span style="mso-spacerun: yes;">      </span>t<span style="mso-spacerun: yes;">    </span>P>|t|<span style="mso-spacerun: yes;">     </span>[95% Conf. Interval]</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">-------------+----------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">         </span>dar |<span style="mso-spacerun: yes;">  </span>-.0000449<span style="mso-spacerun: yes;">   </span>.0003435<span style="mso-spacerun: yes;">    </span>-0.13<span style="mso-spacerun: yes;">  </span><span style="mso-spacerun: yes;"> </span>0.896<span style="mso-spacerun: yes;">    </span>-.0007182<span style="mso-spacerun: yes;">    </span>.0006285</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>fsize |<span style="mso-spacerun: yes;">  </span>-.0339194<span style="mso-spacerun: yes;">   </span>.0119929<span style="mso-spacerun: yes;">    </span>-2.83<span style="mso-spacerun: yes;">   </span>0.005<span style="mso-spacerun: yes;">    </span>-.0574313<span style="mso-spacerun: yes;">   </span>-.0104076</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>gsale |<span style="mso-spacerun: yes;">   </span>.0003806<span style="mso-spacerun: yes;">   </span>.0001486<span style="mso-spacerun: yes;">     </span>2.56<span style="mso-spacerun: yes;">   </span>0.010<span style="mso-spacerun: yes;">     </span>.0000892<span style="mso-spacerun: yes;">     </span>.000672</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>sc10 |<span style="mso-spacerun: yes;">   </span>.0032653<span style="mso-spacerun: yes;">   </span>.0005579<span style="mso-spacerun: yes;">     </span>5.85<span style="mso-spacerun: yes;">   </span>0.000<span style="mso-spacerun: yes;">     </span>.0021715<span style="mso-spacerun: yes;">    </span>.0043591</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>_cons |<span style="mso-spacerun: yes;">   </span>1.200695<span style="mso-spacerun: yes;">   </span>.0703749<span style="mso-spacerun: yes;">    </span>17.06<span style="mso-spacerun: yes;">   </span>0.000<span style="mso-spacerun: yes;">     </span>1.062726<span style="mso-spacerun: yes;">    </span>1.338664</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">------------------------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">.<span style="mso-spacerun: yes;">  </span></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. xtreg q dar fsize gsale sc10,fe</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">Fixed-effects (within) regression<span style="mso-spacerun: yes;">      </span><span style="mso-spacerun: yes;">         </span>Number of obs<span style="mso-spacerun: yes;">      </span>=<span style="mso-spacerun: yes;">      </span>4538</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">Group variable (i): id<span style="mso-spacerun: yes;">                          </span>Number of groups<span style="mso-spacerun: yes;">   </span>=<span style="mso-spacerun: yes;">       </span>852</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">R-sq:<span style="mso-spacerun: yes;">  </span>within<span style="mso-spacerun: yes;">  </span>= 0.0216<span style="mso-spacerun: yes;">                         </span>Obs per group: min =<span style="mso-spacerun: yes;">         </span>1</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>between = 0.0000<span style="mso-spacerun: yes;">                                  </span><span style="mso-spacerun: yes;">      </span>avg =<span style="mso-spacerun: yes;">       </span>5.3</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>overall = 0.0010<span style="mso-spacerun: yes;">                                        </span>max =<span style="mso-spacerun: yes;">         </span>6</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                                                </span>F(4,3682)<span style="mso-spacerun: yes;">          </span>=<span style="mso-spacerun: yes;">     </span>20.32</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">corr(u_i, Xb)<span style="mso-spacerun: yes;">  </span>= -0.2200<span style="mso-spacerun: yes;">                        </span>Prob > F<span style="mso-spacerun: yes;">           </span>=<span style="mso-spacerun: yes;">    </span>0.0000</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">------------------------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">           </span>q |<span style="mso-spacerun: yes;">      </span>Coef.<span style="mso-spacerun: yes;">   </span>Std. Err.<span style="mso-spacerun: yes;">      </span>t<span style="mso-spacerun: yes;">    </span>P>|t|<span style="mso-spacerun: yes;">     </span>[95% Conf. Interval]</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">-------------+----------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">         </span>dar |<span style="mso-spacerun: yes;">   </span>.0034382<span style="mso-spacerun: yes;">   </span>.0005323<span style="mso-spacerun: yes;">     </span>6.46<span style="mso-spacerun: yes;">   </span>0.000<span style="mso-spacerun: yes;">     </span>.0023945<span style="mso-spacerun: yes;">    </span>.0044819</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>fsize |<span style="mso-spacerun: yes;">   </span>.0841659<span style="mso-spacerun: yes;">    </span>.045807<span style="mso-spacerun: yes;">     </span>1.84<span style="mso-spacerun: yes;">   </span>0.066<span style="mso-spacerun: yes;">    </span>-.0056436<span style="mso-spacerun: yes;">    </span>.1739755</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>gsale |<span style="mso-spacerun: yes;">   </span>.0001888<span style="mso-spacerun: yes;">   </span>.0000934<span style="mso-spacerun: yes;">     </span>2.02<span style="mso-spacerun: yes;">   </span>0.043<span style="mso-spacerun: yes;">     </span>5.59e-06<span style="mso-spacerun: yes;">    </span>.0003719</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>sc10 |<span style="mso-spacerun: yes;">   </span>.0059186<span style="mso-spacerun: yes;">   </span>.0009874<span style="mso-spacerun: yes;">     </span>5.99<span style="mso-spacerun: yes;">   </span>0.000<span style="mso-spacerun: yes;">     </span>.0039827<span style="mso-spacerun: yes;">    </span>.0078546</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>_cons |<span style="mso-spacerun: yes;">   </span>.3092462<span style="mso-spacerun: yes;">   </span>.2428209<span style="mso-spacerun: yes;">     </span>1.27<span style="mso-spacerun: yes;">   </span>0.203<span style="mso-spacerun: yes;">    </span>-.1668304<span style="mso-spacerun: yes;">    </span>.7853228</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">-------------+----------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">     </span>sigma_u |<span style="mso-spacerun: yes;">  </span>.45694732</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">     </span>sigma_e |<span style="mso-spacerun: yes;">  </span>.27770738</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">         </span>rho |<span style="mso-spacerun: yes;">  </span>.73027146<span style="mso-spacerun: yes;">   </span>(fraction of variance due to u_i)</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">------------------------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">F test that all u_i=0:<span style="mso-spacerun: yes;">     </span>F(851, 3682) =<span style="mso-spacerun: yes;">    </span>12.22<span style="mso-spacerun: yes;">           </span>Prob > F = 0.0000</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. xtreg q dar fsize gsale sc10,re</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">Random-effects GLS regression<span style="mso-spacerun: yes;">                   </span>Number of obs<span style="mso-spacerun: yes;">      </span>=<span style="mso-spacerun: yes;">      </span>4538</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">Group variable (i): id<span style="mso-spacerun: yes;">                          </span>Number of groups<span style="mso-spacerun: yes;">   </span>=<span style="mso-spacerun: yes;">       </span>852</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">R-sq:<span style="mso-spacerun: yes;">  </span>within<span style="mso-spacerun: yes;">  </span>= 0.0190<span style="mso-spacerun: yes;">                         </span>Obs per group: min =<span style="mso-spacerun: yes;">         </span>1</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>between = 0.0097<span style="mso-spacerun: yes;">                                        </span>avg =<span style="mso-spacerun: yes;">       </span>5.3</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>overall = 0.0075<span style="mso-spacerun: yes;">                                        </span>max =<span style="mso-spacerun: yes;">         </span>6</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">Random effects u_i ~ Gaussian<span style="mso-spacerun: yes;">                   </span>Wald chi2(4)<span style="mso-spacerun: yes;">       </span>=<span style="mso-spacerun: yes;">     </span>72.40</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">corr(u_i, X)<span style="mso-spacerun: yes;">       </span>= 0 (assumed)<span style="mso-spacerun: yes;">                </span>Prob > chi2<span style="mso-spacerun: yes;">        </span>=<span style="mso-spacerun: yes;">    </span>0.0000</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">------------------------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">           </span>q |<span style="mso-spacerun: yes;">      </span>Coef.<span style="mso-spacerun: yes;">   </span>Std. Err.<span style="mso-spacerun: yes;">      </span>z<span style="mso-spacerun: yes;">    </span>P>|z|<span style="mso-spacerun: yes;">     </span>[95% Conf. Interval]</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">-------------+----------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">         </span>dar |<span style="mso-spacerun: yes;">   </span>.0020609<span style="mso-spacerun: yes;">   </span>.0004349<span style="mso-spacerun: yes;">     </span>4.74<span style="mso-spacerun: yes;">   </span>0.000<span style="mso-spacerun: yes;">     </span>.0012085<span style="mso-spacerun: yes;">    </span>.0029133</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>fsize |<span style="mso-spacerun: yes;">  </span>-.0300291<span style="mso-spacerun: yes;">   </span>.0217853<span style="mso-spacerun: yes;">    </span>-1.38<span style="mso-spacerun: yes;">   </span>0.168<span style="mso-spacerun: yes;">    </span>-.0727275<span style="mso-spacerun: yes;">    </span>.0126692</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>gsale |<span style="mso-spacerun: yes;">   </span>.0002227<span style="mso-spacerun: yes;">   </span>.0000927<span style="mso-spacerun: yes;">     </span>2.40<span style="mso-spacerun: yes;">   </span>0.016<span style="mso-spacerun: yes;">      </span>.000041<span style="mso-spacerun: yes;">    </span>.0004043</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>sc10 |<span style="mso-spacerun: yes;">   </span>.0051165<span style="mso-spacerun: yes;">   </span>.0007642<span style="mso-spacerun: yes;">     </span>6.70<span style="mso-spacerun: yes;">   </span>0.000<span style="mso-spacerun: yes;">     </span>.0036187<span style="mso-spacerun: yes;">    </span>.0066144</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>_cons |<span style="mso-spacerun: yes;">   </span>1.001266<span style="mso-spacerun: yes;">    </span>.121669<span style="mso-spacerun: yes;">     </span>8.23<span style="mso-spacerun: yes;">   </span>0.000<span style="mso-spacerun: yes;">     </span>.7627995<span style="mso-spacerun: yes;">    </span>1.239733</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">-------------+----------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">    </span><span style="mso-spacerun: yes;"> </span>sigma_u |<span style="mso-spacerun: yes;">  </span>.42294204</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">     </span>sigma_e |<span style="mso-spacerun: yes;">  </span>.27770738</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">         </span>rho |<span style="mso-spacerun: yes;">  </span>.69874618<span style="mso-spacerun: yes;">   </span>(fraction of variance due to u_i)</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">------------------------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. xttest0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">Breusch and Pagan Lagrangian multiplier test for random effects:</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>q[id,t] = Xb + u[id] + e[id,t]</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>Estimated results:</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                         </span>|<span style="mso-spacerun: yes;">       </span>Var<span style="mso-spacerun: yes;">     </span>sd = sqrt(Var)</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                </span>---------+-----------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                       </span>q |<span style="mso-spacerun: yes;">   </span>.2422826<span style="mso-spacerun: yes;">       </span>.4922221</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                       </span>e |<span style="mso-spacerun: yes;">   </span>.0771214<span style="mso-spacerun: yes;">       </span>.2777074</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                       </span>u |<span style="mso-spacerun: yes;">     </span>.17888<span style="mso-spacerun: yes;">        </span>.422942</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>Test:<span style="mso-spacerun: yes;">   </span>Var(u) = 0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                              </span>chi2(1) =<span style="mso-spacerun: yes;">  </span>3941.82</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                          </span>Prob > chi2 =<span style="mso-spacerun: yes;">     </span>0.0000</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. qui q dar fsize gsale sc10,fe</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">invalid syntax</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">r(198);</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. estimates store fe<span style="mso-spacerun: yes;">       </span></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. qui q dar fsize gsale sc10,re</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">invalid syntax</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">r(198);</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. estimates store re<span style="mso-spacerun: yes;">        </span></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. hausman fe<span style="mso-spacerun: yes;">  </span></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">Note: the rank of the differenced variance matrix (0) does not equal the number of coefficients being</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>tested (4); be sure this is what you expect, or there may be problems computing the test.<span style="mso-spacerun: yes;">  </span>Examine</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>the output of your estimators for anything unexpected and possibly consider scaling your variables</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">    </span><span style="mso-spacerun: yes;">    </span>so that the coefficients are on a similar scale.</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                 </span>---- Coefficients ----</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">             </span>|<span style="mso-spacerun: yes;">      </span>(b)<span style="mso-spacerun: yes;">          </span>(B)<span style="mso-spacerun: yes;">            </span>(b-B)<span style="mso-spacerun: yes;">     </span>sqrt(diag(V_b-V_B))</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">             </span>|<span style="mso-spacerun: yes;">       </span>fe<span style="mso-spacerun: yes;">           </span>re<span style="mso-spacerun: yes;">         </span>Difference<span style="mso-spacerun: yes;">          </span>S.E.</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">-------------+----------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">         </span>dar |<span style="mso-spacerun: yes;">    </span>.0020609<span style="mso-spacerun: yes;">     </span>.0020609<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>fsize |<span style="mso-spacerun: yes;">   </span>-.0300291<span style="mso-spacerun: yes;">    </span>-.0300291<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>gsale |<span style="mso-spacerun: yes;">    </span>.0002227<span style="mso-spacerun: yes;">     </span>.0002227<span style="mso-spacerun: yes;">        </span><span style="mso-spacerun: yes;">       </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>sc10 |<span style="mso-spacerun: yes;">    </span>.0051165<span style="mso-spacerun: yes;">     </span>.0051165<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">------------------------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                           </span>b = consistent under Ho and Ha; obtained from xtreg</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;"> </span><span style="mso-spacerun: yes;">           </span>B = inconsistent under Ha, efficient under Ho; obtained from xtreg</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">    </span>Test:<span style="mso-spacerun: yes;">  </span>Ho:<span style="mso-spacerun: yes;">  </span>difference in coefficients not systematic</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                  </span>chi2(0) = (b-B)'[(V_b-V_B)^(-1)](b-B)</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                          </span>=<span style="mso-spacerun: yes;">        </span>0.00</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                </span>Prob>chi2 =<span style="mso-spacerun: yes;">           </span>.</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                </span>(V_b-V_B is not positive definite)</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">.</span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">我阅读了连如军朋友的笔记,考虑是否我的模型设定有遗漏变量,就加入时间虚拟变量,可是之后</span>
                        <span lang="EN-US">(b-B) </span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">和</span><span lang="EN-US"><span style="mso-spacerun: yes;">   </span>sqrt(diag(V_b-V_B))</span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">结果仍然为缺失值。如下:</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">. hausman fe </span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">Note: the rank of the differenced variance matrix (0) does not equal the number of coefficients being</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>tested (9); be sure this is what you expect, or there may be problems computing the test.<span style="mso-spacerun: yes;">  </span>Examine</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>the output of your estimators for anything unexpected and possibly consider scaling your variables</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>so that the coefficients are on a similar scale.</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                 </span>---- Coefficients ----</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">             </span>|<span style="mso-spacerun: yes;">      </span>(b)<span style="mso-spacerun: yes;">          </span>(B)<span style="mso-spacerun: yes;">            </span>(b-B)<span style="mso-spacerun: yes;">     </span>sqrt(diag(V_b-V_B))</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">             </span>|<span style="mso-spacerun: yes;">       </span>fe<span style="mso-spacerun: yes;">           </span>re<span style="mso-spacerun: yes;">         </span>Difference<span style="mso-spacerun: yes;">          </span>S.E.</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">-------------+----------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">         </span>dar |<span style="mso-spacerun: yes;">    </span>.0046497<span style="mso-spacerun: yes;">     </span>.0046497<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>fsize |<span style="mso-spacerun: yes;">   </span>-.1319798<span style="mso-spacerun: yes;">    </span>-.1319798<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>gsale |<span style="mso-spacerun: yes;">    </span>.0000424<span style="mso-spacerun: yes;">     </span>.0000424<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">           </span><span style="mso-spacerun: yes;">    </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">        </span>sc10 |<span style="mso-spacerun: yes;">    </span>.0058632<span style="mso-spacerun: yes;">     </span>.0058632<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>dumt2 |<span style="mso-spacerun: yes;">   </span>-.0560632<span style="mso-spacerun: yes;">    </span>-.0560632<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>dumt3 |<span style="mso-spacerun: yes;">    </span>.0052919<span style="mso-spacerun: yes;">     </span>.0052919<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>dumt4 |<span style="mso-spacerun: yes;">    </span>.1115944<span style="mso-spacerun: yes;">     </span>.1115944<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>dumt5 |<span style="mso-spacerun: yes;">    </span>.2480727<span style="mso-spacerun: yes;">     </span>.2480727<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">       </span>dumt6 |<span style="mso-spacerun: yes;">    </span>.2671998<span style="mso-spacerun: yes;">     </span>.2671998<span style="mso-spacerun: yes;">               </span>0<span style="mso-spacerun: yes;">               </span>0</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US">------------------------------------------------------------------------------</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                           </span>b = consistent under Ho and Ha; obtained from xtreg</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">            </span>B = inconsistent under Ha, efficient under Ho; obtained from xtreg</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">    </span>Test:<span style="mso-spacerun: yes;">  </span>Ho:<span style="mso-spacerun: yes;">  </span>difference in coefficients not systematic</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                  </span>chi2(0) = (b-B)'[(V_b-V_B)^(-1)](b-B)</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                          </span>=<span style="mso-spacerun: yes;">        </span>0.00</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                </span>Prob>chi2 =<span style="mso-spacerun: yes;">           </span>.</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><span style="mso-spacerun: yes;">                </span>(V_b-V_B is not positive definite)</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">我想检查序列相关使用这个命令:</span><span lang="EN-US">xtserial q dar fsize gsale sc10</span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">却出现这样的信息:</span><span lang="EN-US">unrecognized command:<span style="mso-spacerun: yes;">  </span>xtserial</span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><p> </p></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">请各位高手好朋友百忙中给予我解答好吗?</span></p><p></p></span><p><span lang="EN-US" style="; FONT-FAMILY: "Times New Roman"; mso-bidi-; mso-fareast-font-family: 宋体; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA;"></span></p>
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全部回复
2007-10-14 21:39:00

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]

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2007-10-15 00:46:00

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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2012-5-26 14:56:16
lib841 发表于 2007-10-15 00:46
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 ...
“我的体会是STATA软件要强于EVIEWS软件”,表示有同感
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