长面板问题

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在研究长面板问题时，先通过EVIEWS自带的Redundant Fixed Effects - Likelihood Ratio在混合模型和固定效应模型间选择, 在接下来做 Hausman Test for Correlated Random Effects 的时候经常会遇到麻烦, 将Estimation Method设置为Random后点确定，系统会提示如下"Random effect estimation requires number of cross section > number of coefs between estimator for estimate of RE innovation varaince" 这个提示是说截面数量要大于变量系数数量才能进行随机效应估计，对此，客服解释如下：
The problem is that the between estimator which is required for construction of the random effects estimator uses cross-section averages as data. Since you only have three cross sections, the between estimation has only three observations to estimate all of the parameters of your model.

You'll need to stick with the fixed effects estimator
详细可见贴 https://bbs.pinggu.org/thread-2116210-1-1.html

这个楼主说的还是很好的

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关键词：fixed effect observations Construction observation Estimation