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hAnsEn检验 指令是什么 stAtA

xtset id year xtreg y x,fe xtreg y x,re hausman fe re p


option xb assumed;fitted values 选择XB假定拟合值; 双语对照 例句: 1. People have assumed new values in this age of reform. 人们在这个改革的年代已经接受了新的价值观念。 2. Somewhere underneath it all was real property, and the m...

stata做这个是比较合适的,lrtest,xtreg ,xtmle,都可以用到这些检验

Hansen’s (1982) J test of overidentifying restrictions: If m < k, gmm issues an error message without estimating the parameters. If m = k, the model is just-identified and J is saved as missing (“.”).


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