凭我的经验和模拟分析，Hausman检验为负，表明拒绝原假设，和你的观点恰好相反。

视频中B7_Panel最后一节介绍了这个问题。

谢谢您的回答。

查了下文献，一般有两种对付方法，一个是不选择啦，一个就是选RE：

According to Davidson and MacKinnon (1993,p.239) the test is actually on the impact of potential endogeneity on the estimated parameters, and not on exogeneity per se. In the case where the variance of Eq.(4.18) is not positive definite, we will follow Greene(2000,p.386) and assume that the null hypothesis of exogeneity cannot be rejected.

Davidson R,MacKinnon JG(1993) Estimation and Inference in Econometrics. Oxford University Press,Oxford

Greene（2000），chapter 9, p386“.......The failure of the matrix in the Wald statistic to be positive definite, however, is sometimes a finite sample problem that is not part of the model structure. In such a case, forcing a solution by using a generalized inverse may be misleading. Hausman suggests that in this instance, the appropriate conclusion might be simply to take the result as zero and , by implication, not reject the null hypothesis.

据说STATA 7 的 manual上介绍如果hausman为负值，应该选RE。但是没有查证。

我看了一下您的视频，您的意思是个体效应项与自变量相关，这个时候RE的假设就失效，所以用FE比较保险。但是前面两个人的说法ms是质疑finite sample的问题和统计量效力的问题，另外方面解释的。到底用哪个好呢？呵呵

PS：这个stata讲座讲的非常好，思路非常清楚。我对面板这一块算是掌握还可以的，听过一遍又有新的体会～ 辛苦辛苦

[此贴子已经被作者于2009-4-10 15:26:52编辑过]