请教一下:我采用如下方式进行hausman检验后,出现下表的问题,请教一下怎么解决呢???
xtreg y x1 x2.....,re
eststore re
xtreg y x1 x2.....,fe
est store fe
hausman re fe
. hausman re fe
Note: the rank of the differenced variance matrix (5) does not equal the number of coefficients being tested (13); 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))
| re fe Difference S.E.
-------------+----------------------------------------------------------------
pro_adj2 | -4.15e-06 -4.40e-06 2.48e-07 .
human | .0000176 .0001937 -.0001761 .
investment2 | .0022479 .0023879 -.00014 .
journal | 1.63e-06 1.86e-06 -2.32e-07 .
train2 | 2.560565 .5048506 2.055714 .
roads2 | .0679892 .0497565 .0182327 .
phone | -.0000248 -.0000302 5.33e-06 .
internet | 7.95e-06 8.01e-06 -6.34e-08 .
mobile | 2.59e-06 2.95e-06 -3.54e-07 .
power | -6.54e-06 -7.55e-06 1.00e-06 .
wage_2005 | 8.61e-08 -1.86e-08 1.05e-07 .
banking2 | -.0003248 -.0003997 .0000748 .
institution2 | .0614858 .0564364 .0050495 .
------------------------------------------------------------------------------
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(5) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -2.62 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test