Test: Ho: difference in coefficients not systematic
chi2(16) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 154.99
Prob>chi2 = 0.0000
(V_b-V_B is not positive definite)
我做的是将固定效应运用在截面模型上。我分别做了logistic回归,FE模型和RE模型。结果显示拒绝原假设,意味着RE模型肯定是不能用了。但是(V_b-V_B is not positive definite)是否意味着FE也是有偏的?在这种情况下,我到底应该选FE模型还是普通的logist回归模型?