Note: the rank of the differenced variance matrix (0) does not equal the number of coefficients
being tested (20); 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.
Test: Ho: difference in coefficients not systematic
chi2(0) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 0.00
Prob>chi2 = .
(V_b-V_B is not positive definite)
哦哦。。我看到了。。我指的是出现“the rank of the differenced variance matrix (0) does not equal the number of coefficients being tested ”时应该怎么办呢。。你可有答案?应该扩大样本容量吗?还是有其他的办法?