4# 蓝色
哈哈,那是不是说re和fe前面少了个逗号呢?
还想问一个相近的问题
如果hausman fixed random之后,结果如下,卡方值为正的,那应该选择固定效应还是选择随机效应呢?
. hausman fixed random
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fixed random Difference S.E.
-------------+----------------------------------------------------------------
q | 3.294495 4.076159 -.7816645 .3844694
cf | 1.559503 1.802628 -.243125 .0300965
debt | .0643734 .0482799 .0160934 .0025985
equi | .944656 .9374165 .0072396 .0167919
size | 2.828008 2.77542 .0525875 .0578438
roa | -2.776301 -4.44715 1.670849 .7017915
------------------------------------------------------------------------------
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(6) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 167.28
Prob>chi2 = 0.0000