|
En ASS. ---- Coefficients
----
| (b) (B) (b-B)
sqrt(diag(V_b-V_B))
rto | fixe .
Difference S.E.
-------------+----------------------------------------------------------------
g | -.0466648 -.0588154
.0121506 .
dext | -1.848589 -.1718065
-1.676782 .6252884
open | 18.34371 15.19043
3.153281 .
inv | -.0003671 .0092644
-.0096316 .
G²| .0342969 .0312619
.003035 .
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained
from xtregar
B = inconsistent under Ha, efficient under
Ho; obtained from xtregar
Test: Ho: difference in coefficients not
systematic
chi2(5) =
(b-B)'[(V_b-V_B)^(-1)](b-B)
= 6.06
Prob>chi2 = 0.3001
(V_b-V_B is not positive
definite)
|
