xddlovejiao1314 发表于 2018-10-11 16:30 
hausman检验即可。祝好运~
请问命令怎么看?我用这个命令
ivreg y x2 (x1=x3)
est store m1
regress y x1 x2
hausman m1 . , constant sigmamore
结果是
. hausman m1 . , constant sigmamore
Note: the rank of the differenced variance matrix (2) does not equal the number of
coefficients being tested (5); be sure this is what you expect, or there
may be problems computing the test. Examine the output of your estimators
for anything unexpected and possibly consider scaling your variables so
that the coefficients are on a similar scale.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| m1 . Difference S.E.
-------------+----------------------------------------------------------------
lnifdi | 3.317403 -.0675201 3.384923 .1270935
lngdpp | -3.965348 -.0433141 -3.922034 .1756427
lnopen | -1.367941 -.308248 -1.059693 .0121421
distance | .0004126 -.000111 .0005236 .0000268
_cons | 13.73924 -4.834273 18.57352 .
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from ivreg
B = inconsistent under Ha, efficient under Ho; obtained from regress
Test: Ho: difference in coefficients not systematic
chi2(2) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -0.00 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test