如图

没必要多此一举！用极大似然估计需要对扰动项的分布做出假定，但如果这些这些假定真成立，广义最小二乘也能达到CR界，与极大似然估计效果是等价的。

为什么不看帮助或手册


Title
    [XT] xtreg -- Fixed-, between-, and random-effects and population-averaged linear models
Syntax
    GLS random-effects (RE) model
        xtreg depvar [indepvars] [if] [in] [, re RE_options]


    Between-effects (BE) model
        xtreg depvar [indepvars] [if] [in] , be [BE_options]

    Fixed-effects (FE) model
        xtreg depvar [indepvars] [if] [in] [weight] , fe [FE_options]

    ML random-effects (MLE) model
        xtreg depvar [indepvars] [if] [in] [weight] , mle [MLE_options]

    Population-averaged (PA) model
        xtreg depvar [indepvars] [if] [in] [weight] , pa [PA_options]

谢谢指教

谢谢指教