大家好,想问一下,使用arellano bond检验,运行不了twostep,是什么原因?显示为:variance-covariance matrix of the two-step estimatoris not full rank. Two-step estimator is not available. One-step estimator is available and variance-covariance matrix provides correct coverage。谢谢大家了。
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我这出现问题 因变量 omitted from dgmmiv() because of collinearity,搞不动为啥是因变量 omitted
下面是结果:
. xtabond rd tax govtsub,lags(2) maxldep(3) endogenous(roe, lag(0,2)) twostep vce(robust)
note: rd omitted from dgmmiv() because of collinearity.
note: L2.rd omitted because of collinearity.
variance–covariance matrix of the two-step estimator is not full rank
Two-step estimator is not available. One-step estimator is available and
variance–covariance matrix provides correct coverage.
同问 遇到了这种问题显示
variance–covariance matrix of the two-step estimator is not full rank
Two-step estimator is not available. One-step estimator is available and variance–covariance matrix provides correct
coverage.