hausman FEreg REreg
Prob>chi2 = 0.3119
chi2(2) = (b-B)'[(V_b-V_B)^(-1)](b-B)=2.33
Test: Ho: difference in coefficients not systematic
B = inconsistent under Ha, efficient under Ho; obtained from xtreg
b = consistent under Ho and Ha; obtained from xtreg
可以看到m1=2.33,m1 不能拒绝零假设。即,选择固定效应模型较合理。这是白仲林老师的表述!
hausman fe
Test: Ho: difference in coefficients not systematic
chi2(2) = (b-B)’[(V_b-V_B)ˆ(-1)](b-B)= 2366.62
Prob>chi2 = 0.0000
从检验的P 值为零这一结果来看,随机效应模型的假设无法满足,所以采用固定效应模型是比较合适的。这是连玉君老师的表述!
从上我们是否可以得出他们的hausman test 的原假设是不同的呢?那么,谁是正确的?