本人是新手,最近几天才开始用STATA,完全是依葫芦画瓢,盼各位高手解释
Note: the rank of the differenced variance matrix (10) does not equal the number of coefficients
being tested (11); be sure this is what you expect, or there may be problems computing
the test. Examine the output of your estimators for anything unexpected and possibly
consider scaling your variables so that the coefficients are on a similar scale.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
trs | -.2239275 -.1541805 -.0697471 .0167323
rel | -.1276333 -.0912225 -.0364108 .0082934
lo | .0363153 .0687555 -.0324403 .0097601
lnsales | 3.669162 1.202603 2.466559 .2433926
gos | .007883 .0134956 -.0056127 .0006732
cash | .0531165 .0558578 -.0027414 .0082908
y | -2.089293 -1.574198 -.5150951 .0492516
g | 1.174477 1.630754 -.4562773 .0374893
trs_gos | .00084 .0007104 .0001296 .0002021
rel_gos | .0000262 -.0000113 .0000376 .0000164
rd | .75342 .3174299 .4359901 .2022447
------------------------------------------------------------------------------
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)
= 166.84
Prob>chi2 = 0.0000
(V_b-V_B is not positive definite)