如何在R中查看plus的hausman测试的详细信息?

时间:2016-05-19 09:17:08

标签: r stata

我在R和Stata进行过Hausman测试。但是,R中显示的结果非常简单,如下所示。

    Hausman Test

data:  form
chisq = 2.4695, df = 10, p-value = 0.9913
alternative hypothesis: one model is inconsistent

相反,Stata的结果非常详细,包括所有系数,如下所示。

hausman fixed random

                 ---- Coefficients ----
             |      (b)          (B)            (b-B)     sqrt(diag(V_b-V_B))
             |     fixed        random       Difference          S.E.
-------------+----------------------------------------------------------------
          g1 |    .2033829     .2304796       -.0270967        .0126217
          g2 |    .0455362    -.0812227        .1267589        .0487539
          g3 |    .0726424     .2114669       -.1388245        .0527084
          g4 |    .0471903     .0541232       -.0069329               .
          g5 |     .033761     .0188842        .0148768               .
          g6 |    .0517002      .049756        .0019442        .0103654
          g7 |     .137409     .1189541        .0184549         .022306
          g8 |   -.0834612     -.028112       -.0553493        .0135119
          g9 |    .3727137     .4153215       -.0426078        .0511204
         g10 |    .0262068    -.0249664        .0511732        .0272549
------------------------------------------------------------------------------
                           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(10) = (b-B)'[(V_b-V_B)^(-1)](b-B)
                          =        1.56
                Prob>chi2 =      0.9987
                (V_b-V_B is not positive definite)

如何在R中查看Hausman测试的详细信息?
我试过summary(),但它没有显示任何其他信息。

0 个答案:

没有答案