随机效应模型和混合OLS估计如何进行选择?还是两者都可以。如果要对着两个模型进行比较,是BP检验么,还是其他什么检验?模型计算结果如下表
自变量 | 因变量 |
混合 | 随机效应 |
(1) | (2) | (3) | (4) |
|  | 0.0775 (0.0497) | | -0.3202*** (0.1297) | |
|  | 0.7586*** (0.1170) | | 0.9302*** (0.0719) | |
|  | 0.1198*** (0.0269) | | 0.1585*** (0.0424) | |
|  | -1.0296*** (0.1196) | -1.0365*** (0.1117) | -0.6427 (0.3952) | -0.9365*** (0.3819) |
|  | | 0.0862* (0.0488) | | 0.0077 (0.1524) |
|  | | 1.0566*** (0.1578) | | 1.1231*** (0.0935) |
|  | | 0.1871*** (0.0297) | | 0.1578*** (0.0343) |

| -4.9708 (3.4165) | -15.817*** (4.6540) | -3.2326 (3.5833) | -15.9371*** (3.7094) |
|  | 325 | 325 | 325 | 325 |
|  | 25 | 25 | 25 | 25 |
|  | 0.3068 | 0.3407 | | |
|  | | | 0.2039 | 0.3414 |

| | | 0 | 0 |