[程式] Hausman test (STATA)
[軟體程式類別]: STATA
[程式問題]: 迴歸
[軟體熟悉度]: 低(1~3個月)
[問題敘述]:
問題一：
進行Hausman test時
出現下列訊息：
the rank of the differenced variance matrix (12) does not equal the number of
coefficients being tested (14); 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.
請問是哪裡出了問題？（我確定在進行fixed和random回歸時使用的變數相同）
問題二：
我將我使用的程式列在最下面
但我又有看過其他種寫法
好像是針對entity fixed effect或time fixed ixed effect去寫的
如：xtregy x1 x2 x3 x4 x5 x6 x7, fe robust
xtregy x1 x2 x3 x4 x5 x6 x7 i.year, fe robust
請問該如何選擇？
[程式範例]:
sort firm year
tsset firm year
xtreg y x, fe
estimates store fixed
xtreg y x, re
estimates store random
hausman fixed random
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