求助大神,帮忙分析一下下面hausman检验给出的结果,是选择固定效应还是随机效应呢?Note: the rank of the differenced variance matrix (3) does not equal the number of coefficients being tested (5); be
sure this is what you expect, or there may be problems computing the test. Examine the output of your
estimators for anything unexpected and possibly consider scaling your variables so that the coefficients are
on a similar scale.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
lnagdp | -1.383929 -1.383929 2.93e-12 .
lnwage | .8717422 .8717422 -2.80e-12 .
rd | 1.78e-08 1.78e-08 -3.00e-20 .
structure | -1.557346 -1.557346 2.21e-12 .
openness | -.000364 -.000364 2.25e-16 .
------------------------------------------------------------------------------
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(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -0.00 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
|