小弟做面板数据回归,豪斯曼结果出不来,有没有大佬能指导一下,谢谢!
这是do文件。
summarize inv lev age size tobin cash yre
xtset id year
gen ainv=L.inv
gen alev=L.lev
gen atobin=L.tobin
gen asize=L.size
gen aage=L.lnage
gen ayre=L.yre
gen acash=L.cash
xtreg inv ainv atobin asize alev aage acash ayre,fe
est store fe
predict expinv1
predict gap1,ue
xtreg inv ainv atobin asize alev aage acash ayre,re
est store re
predict expinv2
predict gap2,ue
hausman fe re