如果不等价,该如何test是否该采用变截距模型?
如等价,如何从stata中的xtrc命令得到验证?据经验判断,
andom-coefficients regression                  Number of obs      =       480
Group variable: code                            Number of groups   =        30
                                                Obs per group: min =        16
                                                               avg =      16.0
                                                               max =        16
                                                Wald chi2(1)       =      1.15
                                                Prob > chi2        =    0.2826
------------------------------------------------------------------------------
       lagre |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       lagri |  -.0902102   .0839584    -1.07   0.283    -.2547657    .0743453
       _cons |   7.054528   .4540896    15.54   0.000     6.164528    7.944527
------------------------------------------------------------------------------
Test of parameter constancy:    chi2(58) =  1.6e+05       Prob > chi2 = 0.0000
一般会拒绝等参数的原假设,如上表。