jzs0567 发表于 2015-11-2 15:03 
是双因素啊
这个是截面个体Cross-section Chi-square
这个是时间个体Cross-Section/Period Chi-square
...
再请问下,这叫确定了,不用做hausman检验了吗?
我用双因素随机效应。做hausman检验时,出现这种结果了。。是为啥?
Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.
Cross-section random 0.000000 2 1.0000
Period random 0.000000 2 1.0000
Cross-section and period random 0.000000 2 1.0000
* Cross-section test variance is invalid. Hausman statistic set to zero.
* Period test variance is invalid. Hausman statistic set to zero.
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
FE -0.002911 0.047183 -0.000221 NA
PF 0.000184 0.001324 -0.000001 NA