# 求助：hausman test 结果是什么？-经管之家官网！

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1. hausman test 值是多少？根据这个数据，该采用什么模型？
2.为什么选择这个模型？

xtreg longunemrate eplfreetoworld loggdp perddp if year>2004,fe
Fixed-effects (within) regression Number of obs = 94
Group variable: year Number of groups = 3
R-sq:within= 0.2006 Obs per group: min = 31
between = 0.6115 avg = 31.3
overall = 0.2016 max = 32
F(3,88) = 7.36
corr(u_i, Xb)= -0.0779 Prob > F = 0.0002
------------------------------------------------------------------------------
longunemrate | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
eplfreetow~d | .3141716 .1417594 2.22 0.029 .0324546 .5958885
loggdp |-2.481883 1.219291 -2.04 0.045 -4.904968 -.0587981
perddp |-.0002583 .000097 -2.66 0.009 -.000451 -.0000655
_cons | 95.49042 33.84686 2.82 0.006 28.2269 162.7539
-------------+----------------------------------------------------------------
sigma_u |.98842057
sigma_e |17.076294
rho |.00333921 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(2, 88) = 0.10 Prob > F = 0.9022
. est store fe
. xtreg longunemrate eplfreetoworld loggdp perddp if year>2004,re
Random-effects GLS regression Number of obs = 94
Group variable: year Number of groups = 3
R-sq:within= 0.2006 Obs per group: min = 31
between = 0.6136 avg = 31.3
overall = 0.2016 max = 32
Random effects u_i ~ Gaussian Wald chi2(3) = 22.73
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
longunemrate | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
eplfreetow~d | .3094663 .139949 2.21 0.027 .0351713 .5837612
loggdp |-2.469466 1.204047 -2.05 0.040 -4.829355 -.1095767
perddp |-.0002576 .000095 -2.71 0.007 -.0004439 -.0000713
_cons | 95.32785 33.39519 2.85 0.004 29.87448 160.7812
-------------+----------------------------------------------------------------
sigma_u | 0
sigma_e |17.076294
rho | 0 (fraction of variance due to u_i)
------------------------------------------------------------------------------
. est store re
. hausman fe
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
eplfreetow~d | .3141716 .3094663 .0047053 .0225833
loggdp | -2.481883 -2.469466 -.0124175 .192202
perddp | -.0002583 -.0002576 -6.70e-07 .0000194
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtreg
Test:Ho:difference in coefficients not systematic
chi2(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 0.05
Prob>chi2 = 0.9969
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