xiaofengshen 发表于 2014-5-21 23:56
model的单引号错了
左边的是` 右边的是 ’
两者不一样
. hausman fe re
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
ROE | -.0000596 -.0000338 -.0000258 6.48e-06
ASSETSL | -.0154103 -.0107059 -.0047044 .0002536
TAG | .0055417 .0044538 .0010879 .0000719
IFA | -.8198499 -.8291565 .0093065 .0008107
------------------------------------------------------------------------------
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(4) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 427.19
Prob>chi2 = 0.0000
(V_b-V_B is not positive definite)
. local model "fe re"
. esttab `model',mtitle(`model')
--------------------------------------------
(1) (2)
fe re
--------------------------------------------
ROE -0.0000596* -0.0000338
(-2.06) (-1.20)
ASSETSL -0.0154*** -0.0107***
(-26.96) (-20.90)
TAG 0.00554*** 0.00445***
(6.09) (4.91)
IFA -0.820*** -0.829***
(-313.72) (-333.74)
_cons 1.157*** 1.060***
(93.37) (94.79)
--------------------------------------------
N 19947 19947
--------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
. esttab * using test98.rtf
(output written to test98.rtf)