我在处理balanced panel data,使用的是proc tscsreg,以下是程序:
proc tscsreg data=fdfg.hzsj0105;
title "增长率-总指数-行业(13)-规模(总资产)-国有股份1";
id zqdm niandu;
model sg=zbzyhzs midage old small medium large verylarge ownership1 sf2-sf32 new_hylb2-new_hylb12/fixone fuller;
run;
运行后的结果提示:Hausman statistic cannot be calculated because different variables were dropped in the random effects model than in the fixed effects model.
我把sf2-sf32以及new_hylb2-new_hylb12系列虚拟变量去除后的模型则不会出现该问题,请教该如何解决,谢谢~