求问,怎么用stata检验异方差,序列相关,多重共线性
之前查了命令打算用estat imtest,bgodfrey,vif
但是运行之后都是invalid command,
用findit下了一个试了也不行,是我的命令运行的不对吗?
. xtreg Yy X01 X02 X03
Random-effects GLS regression Number of obs = 53811
Group variable: id Number of groups = 5979
R-sq: within = 0.0656 Obs per group: min = 9
between = 0.1909 avg = 9.0
overall = 0.1254 max = 9
Wald chi2(3) = 4429.70
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
Yy | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
X01 | -.0385674 .000691 -55.81 0.000 -.0399218 -.037213
X02 | 3.264706 .0920199 35.48 0.000 3.08435 3.445061
X03 | -1.681332 .0876036 -19.19 0.000 -1.853032 -1.509632
_cons | 81.3731 .3610114 225.40 0.000 80.66553 82.08067
-------------+----------------------------------------------------------------
sigma_u | 6.206223
sigma_e | 6.2892139
rho | .49335859 (fraction of variance due to u_i)
------------------------------------------------------------------------------
. estat vif
invalid subcommand vif
r(321);
. estat vifbgodfrey
invalid subcommand vifbgodfrey
r(321);
. estat imtest
invalid subcommand imtest
r(321);