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