请问一下亲 知道空间面板数据在stata中的wald检验命令么？

Are you using a svy estimator or did you specify the vce(cluster clustvar) opti
> on?

    The VCE you have just estimated is not of sufficient rank to perform the
    model test.  As discussed in [R] test, the model test with clustered or
    survey data is distributed as F(k,d-k+1) or chi2(k), where k is the
    number of constraints and d=number of clusters or d=number of PSUs minus
    the number of strata.  Because the rank of the VCE is at most d and the
    model test reserves 1 degree of freedom for the constant, at most d-1
    constraints can be tested, so k must be less than d.  The model that you
    just fit does not meet this requirement.
如果使用聚类稳健方差检验，限制条件k应该小于等于聚类的个数d。所以，要么删掉一些自变量，要么增加聚类的数目。
不知我理解得对不对？希望得到指教。

但是楼主的聚类是16，而Wald(12)无法显示，好像还不是这个原因，那么会不会是：
Is there a regressor that is nonzero for only 1 observation or for one cluster?

    The VCE you have just estimated is not of sufficient rank to perform the
    model test.  This can happen if there is a variable in your model that is
    nonzero for only 1 observation in the estimation sample.  Likewise, it
    can happen if a variable is nonzero for only one cluster when using the
    cluster-robust VCE.  In such cases the derivative of the sum-of-squares
    or likelihood function with respect to that variable's parameter is zero
    for all observations.  That implies that the outer-product-of-gradients
    (OPG) variance matrix is singular.  Because the OPG variance matrix is
    used in computing the robust variance matrix, the latter is therefore
    singular as well.
都是stata自带的解释哈。照抄照学的，嘿嘿。

想问下楼主，这个WALD统计量，是什么意思？是面板随机效应模型中用来检验模型所有解释变量的联合显著性的吗？谢谢楼主，对计量一直是一知半解

我也遇到了同样的问题，楼主现在有解决吗？同请教~

请问您有解决这个问题吗