crystal8832 发表于 2016-1-1 13:25 
OLS估计滞后 使用test 命令~
gen lnY=ln(Y)
gen lnK=ln(K)
gen L=Lm+Lf
gen lnL=ln(L)
gen lnKlnL=ln(K)*ln(L)
reg lnY lnK lnL
predict e,resid
gen e2=e*e
reg e2 lnK lnL lnKlnL
scalar r2_aux=e(r2)
scalar N_aux=e(N)
scalar df_aux=e(df_m)
scalar Chi2=N_aux*r2_aux
scalar Prob=chi2tail(df_aux,Chi2)
display "Chi2= " Chi2 " Prob=" Prob
请问第一题这样的命令对不对?