2# mentgmery * 试试
quietly xtreg lwage $xlist, re
scalar theta = e(theta)
global yandxforhausman lwage exp exp2 wks
sort id
foreach x of varlist $yandxforhausman {
by id: egen mean`x' = mean(`x' )
generate md`x' =`x' - mean`x'
generate red`x' =`x' - theta*mean`x'
}
quietly regress redlwage redexp redexp2 redwks mdexp mdexp2 mdwks
test mdexp mdexp2 mdwks