连玉君：面板讲义(理论和在STATA中的操作)

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DnFFD.R2uR2r/=.n1/.1R2u/=.nTnK/F.n1;nTnK/(8-42)urFBreuschPagan(1980)OLSLMH0:2aD0v:s:H1:2a6D011LMDnT2.T1/264PniD1hPTtD1eiti2PniD1PTtD1e2it13752(8-43)LM1LMLMDnT2.T1/e0DD0ee0e12(8-44),aiHausmanMundlak(1978)aiHausmanaiOLSGLSbOOLSGLSVar[bO]DVar[b]CVar[O]Cov[b;O]Cov[b;O]0(8-45)HausmanCov[.bO/;O]DCov[b;O]Var[O]D0(8-46)Cov[b;O]DVar[O](8-47)(8-47)(8-45)Var[bO]DVar[b]Var[O]D999(8-48)HausmanWaldWD[bO]0O9991[bO]2.K1/(8-49)8.212,O999.aixit910yitDaiCxitCit(8-50)4yitD4xitC4it(8-51)itDit1Cuit,4itD4it1C4uitH0:D0v:s:6D04itDeitH0Corr.eit;eit1/D0:5(8-52)(8-51)OLSOeitOeit1OLSOO-0.5t11Baltagi(2001)129B-PHausman10STATAxthtaylorxtivreg(8-28)aixiixi11Wooldridge(2002,pp.282)STATAxtserial12STATAxttest1138.2.4STATAPanelDatacompanyyearinvestmvalue1195