如题。下面是两个检验的结果:
hausman检验结果:
Correlated Random Effects - Hausman Test
Pool: ROE
Test cross-section random effects
Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.
Cross-section random 0.000000 7 1.0000
* Cross-section test variance is invalid. Hausman statistic set to zero.
似然比检验结果:
Redundant Fixed Effects Tests
Pool: ROE
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 3.339919 (15,89) 0.0002
Cross-section Chi-square 50.013381 15 0.0000
不是说hausman检验的原假设是建立随机效应模型,似然比检验的原假设是建立混合效应模型。我这两个检验结果得出的结论怎么是矛盾的啊?到底是选用哪种模型呢??求大神指教,急求。。


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