在进行固定效应和随机效应的hausman检验时,结果如下,初学stata,看不懂,在这里先提前谢谢各位的帮助!
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(4) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 2140.85
Prob>chi2 = 0.0000