<font face="幼圆"><font size="3"><font color="#c00000"><blockquote style="color: rgb(51, 51, 51); font-family: &quot;Microsoft Yahei&quot;, Tahoma, Simsun; font-size: 16px;"><p align="left"><br></p></blockquote></font></font><br></font><p align="left"><font face="宋体"><font color="#c00000">问题：</font><font color="black"><font style="font-size: 10.5pt">对于</font></font> Panel Data <font color="black"><font style="font-size: 10.5pt">而言，在检验</font></font> FE <font color="black"><font style="font-size: 10.5pt">和</font></font> RE <font color="black"><font style="font-size: 10.5pt">何者更为适用时，传统的</font></font> Hausman (1978) <font color="black"><font style="font-size: 10.5pt">检验存在诸多局限。例如，经常出现负值（</font></font></font><a href="https://bbs.pinggu.org/thread-355027-1-1.html" target="_blank"><font face="宋体">https://bbs.pinggu.org/thread-355027-1-1.html</font></a><font face="宋体"><font color="black"><font style="font-size: 10.5pt">）；无法处理存在异方差的情形。</font></font> Cameron and Trivedi (2009, pp.429) <font color="black"><font style="font-size: 10.5pt">建议采用</font></font> Bootstrap <font color="black"><font style="font-size: 10.5pt">进行</font></font> Hausman <font color="black"><font style="font-size: 10.5pt">检验，能够从一定程度上克服上述问题。</font></font><br><font color="#000000">(Reference: Cameron, A., P. Trivedi. Microeconometrics Using Stata[M]. Stata Press, 2009.)</font><br></font><br><font color="#c00000"><font face="YouYuan">Stata</font></font><font color="#c00000"><font face="YouYuan">程序：</font></font><font face="宋体"><font color="black"><font style="font-size: 10.5pt">为此，我基于</font></font> Cameron and Trivedi (2009, pp.429) <font color="black"><font style="font-size: 10.5pt">介绍的方法编写了</font></font> -hausmanxt- <font color="black"><font style="font-size: 10.5pt">命令，可以很方便地执行这一基于</font></font> Bootstrap <font color="black"><font style="font-size: 10.5pt">的</font></font> Hausman <font color="black"><font style="font-size: 10.5pt">检验。</font></font></font><br><br></p><p align="left"><font color="#c00000"><font face="YouYuan"><font style="font-size: 12pt">范例：</font></font></font></p><p align="left"><font face="宋体" color="#000000"><span style="font-size: 16px; line-height: 24px;">&nbsp; webuse invest2.dta, clear</span></font></p><p align="left"><font face="宋体" color="#000000"><span style="font-size: 16px; line-height: 24px;">&nbsp; xtset company time</span></font></p><p align="left"><span style="font-size: 16px; line-height: 24px;"><font face="宋体" color="#000000"></font></span></p><p align="left"><font face="宋体" color="#000000"><span style="font-size: 16px; line-height: 24px;">&nbsp; hausmanxt market stock invest, reps(200) seed(13579)</span></font></p><br><p align="left"><font color="#c00000"><font face="YouYuan"><font style="font-size: 12pt">使用方法:</font></font></font></p><p align="left"><font face="宋体">&nbsp; &nbsp;1. 请将 hausmanxt.ado, hausmanxt_test.ado 和 hausmanxt.sthlp 放置于 stata13\ado\base\h 文件夹下；</font></p><p align="left"><font face="宋体">&nbsp; &nbsp;2. 输入 help hausmanxt 可以查看帮助文件；</font></p><p align="left"><font face="宋体">&nbsp; &nbsp;3. 范例中使用的数据文件为 invest2.dta.</font></p><br><p align="left">&nbsp; &nbsp;<font face="KaiTi_GB2312">程序尚不完善，欢迎提出修改建议：</font>&nbsp; &nbsp; <font face="KaiTi_GB2312">连玉君，</font> E-mail: <a href="mailto:arlionn@163.com" target="_blank"><font color="#0000ff">arlionn@163.com</font></a></p><br><br><font color="#c00000"><font style="font-size: 12pt"><font face="SimSun"><font face="幼圆">相关程序链接</font></font></font></font><br><table class="t_table" width="98%"><tbody><tr style="background-color: inherit"><td><font color="#0000ff"><font style="background-color:inherit"><font face="宋体">hausmanxt</font></font></font><br></td><td><font style="background-color:inherit"><font face="宋体">基于 Bootstrap 的 Hausman 检验命令</font></font><br></td><td><font style="background-color:inherit"><font face="宋体"><a href="https://bbs.pinggu.org/thread-2763156-1-1.html" target="_blank">https://bbs.pinggu.org/thread-2763156-1-1.html</a></font></font><br></td></tr><tr style="background-color: inherit"><td><font style="background-color:inherit"><font color="blue"><font face="宋体">hhi5</font></font><font face="宋体"> </font></font><br></td><td><font style="background-color:inherit"><font face="宋体">生成赫芬达尔指数的Stata命令</font></font><br></td><td><font style="background-color:inherit"><font face="宋体"><a href="https://bbs.pinggu.org/thread-2764997-1-1.html" target="_blank"><font color="#800080"><font style="background-color:inherit">https://bbs.pinggu.org/thread-2764997-1-1.html</font></font></a></font></font><br></td></tr><tr style="background-color: inherit"><td><font style="background-color:inherit"><font face="宋体"><font color="#0000ff">ttable3</font></font></font><br></td><td><font style="background-color:inherit"><font face="宋体">组间均值和中位数差异检验列表命令</font></font><br></td><td><font style="background-color:inherit"><font face="宋体"><a href="https://bbs.pinggu.org/thread-2765062-1-1.html" target="_blank"><font color="#800080"><font style="background-color:inherit">https://bbs.pinggu.org/thread-2765062-1-1.html</font></font></a></font></font><br></td></tr><tr style="background-color: inherit"><td><font style="background-color:inherit"><font face="宋体"><font size="2"><font color="#0000ff">winsor2</font></font></font></font><br></td><td><font style="background-color:inherit"><font face="宋体"><font size="2">一次性对多个变量执行 winsor 缩尾处理</font></font></font><br></td><td><font style="background-color:inherit"><font face="宋体"><font style="font-size: 15px"><a href="https://bbs.pinggu.org/thread-2807843-1-1.html" target="_blank">https://bbs.pinggu.org/thread-2807843-1-1.html</a></font></font></font><br></td></tr></tbody></table><font color="#c00000"><font face="YouYuan"><font style="font-size: 12pt"><p align="left"><font color="rgb(0, 0, 0)"><font face="幼圆"><font size="3"><font face="微软雅黑"><font style="background-color:inherit"><font size="3"><font color="rgb(192, 0, 0)"><font style="background-color:inherit"><font color="#c00000"><font style="background-color:inherit"><br></font></font></font></font></font></font></font></font></font></font></p></font></font></font><font style=""><font style=""><blockquote style="color: rgb(51, 51, 51); 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