STATA豪斯曼和DWH
0 个回复 - 1436 次查看
Hausman检验
quietly xtreg y x1 x2,re
estimates store re
quietly xtreg y x1 x2,fe
estimates store fe
hausman fe re, sigmamore
y=a+b1* x1+b2* x2
DWH Test
reg x1 iv x2
predict r,e
reg y x1 ...
2016-4-11 21:41 - 小狮子_9 - Stata专版