---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
size | -.0740902 .0020413 -.0761315 .0069232
frgo | .0001269 .0003468 -.0002199 .
prof | -.6253963 -.6978038 .0724075 .
ndts | .2859883 -.4076453 .6936335 .0766047
ca | .1486041 .2042095 -.0556054 .
------------------------------------------------------------------------------
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)
= 120.26
Prob>chi2 = 0.0000
(V_b-V_B is not positive definite)
请问出现上述sqrt(diag(V_b-V_B))值的原因是什么?
谢谢