在stata 运行xsmle命令,运行结果显示没有完成收敛convergence not achieved。如果只选择时间效应固定,同样无法完成收敛;如果只选择个体效应固定,可以收敛。请问这是什么原因?如何解决?谢谢!
命令和结果如下:
. xsmle y x1 x2 x3 x4 x5 x6,wmat(Wp) model(sdm) fe robust type(both) nolog
Warning: All regressors will be spatially lagged
convergence not achieved
SDM with spatial and time fixed-effects Number of obs = 231
Group variable: cs Number of groups = 21
Time variable: year Panel length = 11
R-sq: within = 0.0001
between = 0.1024
overall = 0.0612