| 检测方法 | 统计量 | P值 |
| LM-Error | 24.656 | 0.000 |
| Robust LM-Error | 27.951 | 0.000 |
| LM-Lag | 63.094 | 0.000 |
| Robust LM-Lag | 66.389 | 0.000 |
| Hausman | 27.350 | 0.011 |
| LR-Error | 60.270 | 0.000 |
| LR-Lag | 45.750 | 0.000 |
| Wald-Error | 39.170 | 0.000 |
| Wald-Lag | 54.350 | 0.000 |