蓉儿脆 发表于 2014-8-16 23:47 
请问LZ知道答案了吗?可否告知?谢谢
对于xttest1
1) LM test for random effects, assuming no serial correlation
2) Adjusted LM test for random effects, which works even under serial correlation
3) One-sided version of the LM test for random effects
4) One-sided version of the adjusted LM test for random effects
5) LM joint test for random effects and serial correlation
6) LM test for first-order serial correlation, assuming no random effects
7) Adjusted test for first-order serial correlation, which works even under random effects
你需要的应该是xttest3
Modified Wald statistic for groupwise heteroskedasticity in fixed effect model