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。