[求助]关于随机效应和固定效应的选择问题以及异方差问题 - Stata专版

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meng35 发表于 2008-2-28 16:13:00 |只看作者 |坛友微信交流群|倒序 |AI写论文

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1.问题1:在做HAUSMAN 检验时,结果接受原假设,按通常情况应选择随机效应,但是在做随机效应检验时,结果随机效应不明显,请问最终我应该选择哪一个模型.结果如下:. hausman fe reNote: the rank of the differenced variance matrix (13) does not equal the number of coefficients &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; being tested (14); be sure this is what you expect, or there may be problems computing the &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; test.&nbsp; Examine the output of your estimators for anything unexpected and possibly consider &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; scaling your variables so that the coefficients are on a similar scale.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ---- Coefficients ---- &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (B)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b-B)&nbsp;&nbsp;&nbsp;&nbsp; sqrt(diag(V_b-V_B)) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; fe&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; re&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Difference&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; S.E. -------------+---------------------------------------------------------------- &nbsp;&nbsp;&nbsp;&nbsp; revenue |&nbsp;&nbsp; -8.13e-12&nbsp;&nbsp;&nbsp; -5.15e-12&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; -2.98e-12&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.85e-12 &nbsp;compitition |&nbsp;&nbsp;&nbsp; .0029883&nbsp;&nbsp;&nbsp;&nbsp; .0015715&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0014169&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0010272 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; fdi |&nbsp;&nbsp; -.0007191&nbsp;&nbsp;&nbsp; -.0019479&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0012288&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0025933 &nbsp;&nbsp;&nbsp;&nbsp; techgap |&nbsp;&nbsp; -.0016343&nbsp;&nbsp;&nbsp; -.0012345&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; -.0003998&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0009293 &nbsp;newproducts |&nbsp;&nbsp;&nbsp; .0044084&nbsp;&nbsp;&nbsp;&nbsp; .0008903&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0035181&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .002783 _iinnxnewp~2 |&nbsp;&nbsp; -.0012093&nbsp;&nbsp;&nbsp; -.0035233&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .002314&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0055937 _iinnxnewp~3 |&nbsp;&nbsp; -.0093128&nbsp;&nbsp;&nbsp;&nbsp; .0017929&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; -.0111058&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .008412 _iinnxnewp~4 |&nbsp;&nbsp;&nbsp; .0060063&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .005543&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0004633&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0073138 _iinnxtech~2 |&nbsp;&nbsp; -.0046144&nbsp;&nbsp;&nbsp; -.0022538&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; -.0023606&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0020646 _iinnxtech~3 |&nbsp;&nbsp;&nbsp; .0020085&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .004613&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; -.0026045&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0025665 _iinnxtech~4 |&nbsp;&nbsp;&nbsp; .0031592&nbsp;&nbsp;&nbsp;&nbsp; .0015289&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0016303&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0023775 _Iinnovati~2 |&nbsp;&nbsp;&nbsp; .0034137&nbsp;&nbsp;&nbsp;&nbsp; .0020687&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .001345&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0017113 _Iinnovati~3 |&nbsp;&nbsp;&nbsp; .0013863&nbsp;&nbsp;&nbsp;&nbsp; -.002063&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0034493&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0029152 _Iinnovati~4 |&nbsp;&nbsp;&nbsp; -.002214&nbsp;&nbsp;&nbsp; -.0011794&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; -.0010346&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0012532 ------------------------------------------------------------------------------ &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; b = consistent under Ho and Ha; obtained from xtreg &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; B = inconsistent under Ha, efficient under Ho; obtained from xtreg&nbsp;&nbsp;&nbsp; Test:&nbsp; Ho:&nbsp; difference in coefficients not systematic&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; chi2(13) = (b-B)'[(V_b-V_B)^(-1)](b-B) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; =&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14.69 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prob&gt;chi2 =&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.3269 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (V_b-V_B is not positive definite). xttest0Breusch and Pagan Lagrangian multiplier test for random effects:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; patent[industry,t] = Xb + u[industry] + e[industry,t]&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Estimated results: &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Var&nbsp;&nbsp;&nbsp;&nbsp; sd = sqrt(Var) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ---------+----------------------------- &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; patent |&nbsp;&nbsp; 1.39e-06&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0011792 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; e |&nbsp;&nbsp; 8.95e-07&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .0009461 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; u |&nbsp;&nbsp; 2.12e-07&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; .00046&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Test:&nbsp;&nbsp; Var(u) = 0 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; chi2(1) =&nbsp;&nbsp;&nbsp;&nbsp; 2.77 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prob &gt; chi2 =&nbsp;&nbsp;&nbsp;&nbsp; 0.09602.问题2:在考虑PANEL DATA 回归的异方差问题上,固定效应的异方差可以用XTTEST3来检验,随机效应的异方差应怎么检验,&nbsp; 随机效应模型<span style="FONT-SIZE: 10.5pt; COLOR: red; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">&nbsp;<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">yit<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;"> = <span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: Symbol; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体; mso-char-type: symbol; mso-symbol-font-family: Symbol;">a<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;"> &nbsp;&nbsp;&nbsp;&nbsp;<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">+ <span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: Symbol; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体; mso-char-type: symbol; mso-symbol-font-family: Symbol;">b<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">1 <span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">xit <span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">+ <span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: Symbol; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体; mso-char-type: symbol; mso-symbol-font-family: Symbol;">e<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">it<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">&nbsp;&nbsp;<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">&nbsp;<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: Symbol; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体; mso-char-type: symbol; mso-symbol-font-family: Symbol;">e<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">it<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;"> = ui + vt + wit&nbsp;&nbsp;&nbsp;&nbsp; <span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;"><span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">这里要检验的是<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: Symbol; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体; mso-char-type: symbol; mso-symbol-font-family: Symbol;">e<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 'Times New Roman'; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">it<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 'Times New Roman'; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">&nbsp;&nbsp;<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 'Times New Roman'; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">&nbsp;还是 wit&nbsp;&nbsp;&nbsp;&nbsp; ?<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;"><span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;"><span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 'Times New Roman'; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">如果要检验的是<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: Symbol; mso-bidi-font-size: 10.0pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体; mso-char-type: symbol; mso-symbol-font-family: Symbol;">e<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 'Times New Roman'; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">it<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 'Times New Roman'; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">&nbsp;&nbsp;,是否可以用普通回归然后用WHITEST来检验?<span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;"><span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: &quot;Times New Roman&quot;; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;"><span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 'Times New Roman'; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;"><span lang="EN-US" style="FONT-SIZE: 10.5pt; FONT-FAMILY: 'Times New Roman'; mso-bidi-font-size: 10.0pt; mso-font-kerning: 1.0pt; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA; mso-fareast-font-family: 宋体;">谢谢各位:)

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关键词：固定效应选择问题随机效应异方差 coefficients unexpected computing anything possibly problems

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