yzshine 发表于 2020-6-21 23:59 
把原先的命令hausman fe_iv fe,改为 hausman fe fe_iv 试试
改了之后就显示正常,但是一般不是hausman fe_iv fe 吗
hausman fe fe_iv
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe fe_iv Difference S.E.
-------------+----------------------------------------------------------------
lnbrand | .6173789 1.04855 -.4311711 .
wppatent | .2208509 .2121652 .0086857 .
LNPGDP | -3.373785 -5.912044 2.538259 .
open2 | -3.000428 -2.304316 -.6961122 .
soe | -.2478109 -.5301802 .2823693 .
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtivreg
Test: Ho: difference in coefficients not systematic
chi2(5) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 30.92
Prob>chi2 = 0.0000
(V_b-V_B is not positive definite)