没用过eviews做hausman检验

他们的H0是不是相反的？

[此贴子已经被作者于2009-5-14 18:30:41编辑过]

1: In Eview 6, three models are used for random effects model:Swamy-Arora (default), Wallace-Hussain and Wansbeek-Kapteyn. Each method results in a different variance and a different p-value of the Hausman test, which means perhaps at least one of the results from those three methods could be closest to the Stata

2: the differences are possibly due to the way that degrees of freedom are factored into the variance/sd calculations. Stata often uses a different DoF correction from EViews.

Hope it works

支持四楼所言，用固定效应更有说服力。

谢谢4楼和5楼的热心解答。

另外请问，为什么用固定效应更有说服力呢？