在用Hausman作FE和RE检测时Stata出现下列提示,望高手告知是什么意思,及解决方法,呵呵
Note: the rank of the differenced variance matrix (0) does not equal the number of coefficients being tested
(18); 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.
多谢~~