---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
stFiscalTr~2 | .024688 .0223868 .0023012 .0024664
stTargetGD~e | -.0535568 -.0703782 .0168214 .0047638
FT2TGDP | -.007143 -.021621 .014478 .0034402
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtreg
Test: Ho: difference in coefficients not systematic
chi2(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -78.52 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
之前有网友提到，帮助里是这样规定的：
hausman performs Hausman's specification test. To use hausman, perform the following steps.
(1) obtain an estimator that is consistent whether or not the hypothesis is true;
(2) store the estimation results under name-consistent by using estimates store;
(3) obtain an estimator that is efficient (and consistent) under the hypothesis that you are testing,
but inconsistent otherwise;
(4) store the estimation results under name-efficient by using estimates store;
(5) use hausman to perform the test
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