黃河泉 发表于 2018-6-3 16:59 
这是最基本之问题了!请用 (help) xtreg。
老师,您好,想问一下,我的是非平衡的面板数据,然后用豪斯曼检验,最后的结果是
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe2 re2 Difference S.E.
-------------+----------------------------------------------------------------
perks | -.6314259 -.3430254 -.2884005 .0174554
lcom | .0166365 .018866 -.0022294 .0014762
lassets | .0096564 -.0000529 .0097094 .0016756
fls | .0005021 .00029 .0002121 .0001
insr | .000205 .0001304 .0000747 .0000238
alr | -.1606666 -.1509332 -.0097334 .0042422
2011bn.year | -.0076557 -.0074566 -.0001991 .
2012.year | -.0175374 -.0176291 .0000918 .0003911
2013.year | -.0217211 -.0210046 -.0007165 .0007224
2014.year | -.0220759 -.0202639 -.001812 .0010467
2015.year | -.0286177 -.0248298 -.0037879 .0014478
2016.year | -.0328351 -.0247998 -.0080352 .0018402
2017.year | -.0375211 -.0268724 -.0106486 .0022143
------------------------------------------------------------------------------
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(13) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 402.31
Prob>chi2 = 0.0000
(V_b-V_B is not positive definite)
最后一行是什么意思啊??我固定效应和随机效应都不能用吗??