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请教一个问题,我用stata进行2sls检验时,显示2sls invalid name,请问该怎么办?
我利用Hausman检验检测内生性存在性问题时,结果如下
xtreg lnexpy ie lnstock_gdp lnydyw lnpland lnfdi lnfai, fe
est store fe
xtivreg lnexpy lnstock_gdp lnydyw lnpland lnfdi lnfai (ie=L1.ie L2.ie), fe
est store fe_iv
hausman fe fe_iv
结果是下面这个,不知道哪里出错了,没有出现P值,所以无法判定内生性
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe fe_iv Difference S.E.
-------------+----------------------------------------------------------------
ie | .1110073 .6732604 -.5622531 .
lnstock_gdp | .0750747 .0671945 .0078803 .
lnydyw | .0519486 .0598403 -.0078918 .
lnpland | -.2802198 -.1341647 -.1460551 .
lnfdi | .1275304 .0791245 .0484059 .
lnfai | .2098919 .1978565 .0120354 .
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtivreg
Test: Ho: difference in coefficients not systematic
chi2(6) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -21.35 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
请各位大神指教上面的两个问题,感激不尽。