请问各位大神,在空间计量中,做完LM检验 提示用空间杜宾模型,接下来想做豪斯曼检验和LR检验,给出命令后,stata报错Warning: All regressors will be spatially lagged must specify panelvar and timevar; use xtset r(459);请问这种情况怎么解决?谢谢
豪斯曼检验命令
xsmle lny lnsc lnfai lnres lnhum lnfdi,wmat(w) fe model(sdm)est store fe
xsmle lny lnsc lnfai lnres lnhum lnfdi,wmat(w) re model(sdm)
est store re
hausman fe re
LR检验 命令
xsmle lny lnsc lnfai lnres lnhum lnfdi,fe model(sdm),wmat(w)type (ind) nolog noeffects
xsmle lny lnsc lnfai lnres lnhum lnfdi,fe model(sdm),wmat(w)type (time) nolog noeffects
xsmle lny lnsc lnfai lnres lnhum lnfdi,fe model(sdm),wmat(w)type (both) nolog noeffects
lrtest both ind,df(14)
lrtest both time,df(14)