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我的代码是设置处理组与控制组 ,处理组是实施沪港通的股票
gen c=0replace c=1 if 交易所代码=="SSE"
gen SHHK=0
replace SHHK=1 if c==1
gen post=0
replace post=1 if newyear==2015|newyear==2016
reg invest L1.growth L1.lev L1.cash L1.age L1.size L1.return L1.invest
predict e,residual
gen absinv=abs(e)
winsor2 absinv mv turnover growth roe
psmatch2 SHHK mv turnover growth roe,out(absinv)neighbor(1) ate ties logit common norepl cal(0.01)
点r430是这么说的, You have estimated a maximum likelihood model, and Stata's
maximization procedure failed to converge to a solution;
see help maximize. Check if the model is identified.
有没有大神解释一下