我用的聚类稳健标准差,传统的Hausman检验不适用。按照陈强书中的步骤做,做到最后一步就出错了,这是怎么回事?求大神指导!
quietly xtreg ofdi pgdp gdp freedom resourse facility corrupt distance exchan
> ge,re
. scalar theta=e(theta)
. global yandxforhausman ofdi pgdp gdp freedom resourse facility corrupt distan
> ce exchange
. sort cntry
. foreach x of varlist $yandxforhuasman{
2.
. 2. by cntry:egen mean`x'=mean(`x')
3.
. 3. gen md`x'=`x'-mean`x'
4.
. 4. gen red`x'=`x'-theta*mean`x'
5.
. 5. }
varlist required
r(100);