用xtreg函数对面板数据进行回归之后,对其结果再用"xttset0"命令进行估计,得到的拉格朗日乘数检验(LM检验)分析结果如下,基本上没怎么看懂。。。。这个和一些文献里提到的LM-lag和LM-err好像不是一个意思吧?
Breusch and Pagan Lagrangian multiplier test for random effects
lnpat[citycode,t] = Xb + u[citycode] + e[citycode,t]
Estimated results:
| Var sd = sqrt(Var)
---------+-----------------------------
lnpat | 4.112716 2.027983
e | .2460979 .4960826
u | .0200236 .1415049
Test: Var(u) = 0
chibar2(01) = 237.51
Prob > chibar2 = 0.0000