<p>有人知道怎么用STATA做市场定价的Mishkin检验吗?</p><p>&nbsp;我在做的时候出现下面结果,很是费解,求高手指教<br/><a href="http://personal.anderson.ucla.edu/judson.caskey/data.html">http://personal.anderson.ucla.edu/judson.caskey/data.html</a><br/></p><p>. mishkin ret earn , predvars(accr cash) labwd(12) colwd(10) coldg(4)</p><p><br/>Forecast equation - <br/>------------------------------------------------------------------------<br/>Variable&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coef.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Std.Err.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; z-stat&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; P&lt;|Z|<br/>------------------------------------------------------------------------<br/>Constant&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.0254&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.0042&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.0313&nbsp; Unknown function norm()<br/>r(133);</p><p>. matrix betaF=e(b_fcst)</p><p>. matrix score predF=betaF<br/>variable c1 not found<br/>r(111);<br/></p><p>是什么原因呀?</p><p></p>