以下是摘自COLIN CAMERON 的书 MICROECONOMETRIC METHODS AND APPLICATIONS 的一段内容>

 The simple form of the Hausman test is invalid if alfa_i or Epsilon_it are not iid, which is more than likely given heteroskedasticity inherent in much microeconometrics data. Then the RE estimator is not fully efficient under the null hypothesis.... So we need a pane-robust Hausman test statistic.

我想问一下有没有人知道计算这个PANEL ROBUST HAUSMAN TEST STATISTIC 的STATA 命令是什么

谢谢