如题,想检验两个回归的R方的差异是不是显著,请问用什么指令能实现?
有帖子说用lrtest,但是我看了help,其中要求必须用极大似然估计才能使用这个指令,但是我就是用xtreg的固定效应模型,请问怎么做?
如下是lrtest的描述
Description
lrtest performs a likelihood-ratio test of the null hypothesis that the parameter vector of a statistical
model satisfies some smooth constraint. To conduct the test, both the unrestricted and the restricted
models must be fit using the maximum likelihood method (or some equivalent method), and the results of at
least one must be stored using estimates store.