数据存在异方差,选择进行稳健的豪斯曼求助,找到了下面的方法。但是到了第二行
scalar theta=e(theta) 就提示type missmatch 报错。请问该如何解决?
qui xtreg fatal beertax spircons unrate perinck,re
scalar theta=e(theta)
global yandxforhausman fatal beertax spircons unrate perinck
sort state
foreach x of varlist $yandxforhausman{
by state:egen mean`x'=mean(`x')
gen md`x'=`x'-mean`x'
gen red`x'=`x'-theta*mean`x'
}
qui xtreg redfatal redbeertax redspircons redunrate redperinck ///
mdbeertax mdspircons mdunrate mdperinck,vce(cluster state)
test mdbeertax mdspircons mdunrate mdperinck
est table OLS FE_robust FE_TW RE BE,b se