面板数据已通过Hausman检验,现在想做DWH检验。参照陈强老师的高级计量经济学教材里面对界面数据的检验方法,输入estat endogenous,显示invalid subcommand endogenous r(321)。请问是怎么回事?DWH检验的stata命令是什么呢?求指点!附上Hausman检验过程:
. qui xtreg upgrade ela lntfp exp scale1 finance lnage,fe
. est sto ols
. qui xtivreg upgrade lntfp exp scale1 finance lnage (ela=iv),fe
. est sto iv
. hausman iv ols,constant sigmamore