Note: the rank of the differenced variance matrix (0) does not equal the number
of coefficients being tested (1); 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.
-------------+----------------------------------------------------------------
lmrs | -.3355328 -.3355328 0 0
------------------------------------------------------------------------------
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(0) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 0.00
Prob>chi2 = .
(V_b-V_B is not positive definite)
这个note后面的是什么意思? 请知道的大神帮帮忙啊