大家好,我的面板数据进行豪斯曼检验遇到了这样的问题
. hausman result_fe result_re
Note: the rank of the differenced variance matrix (0) does not equal the number of coefficients being tested (5); be sure this is what you expect, or there may
be problems computing the test. Examine the output of your estimators for anything unexpected and possibly consider scaling your variables so that the
coefficients are on a similar scale.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| result_fe result_re Difference S.E.
-------------+----------------------------------------------------------------
ipr | 5.162194 5.162194 0 0
年2 | .0002359 .0002359 0 0
企业规模 | .0265802 .0265802 0 0
企业出口~度 | -.0174299 -.0174299 0 0
人均资本 | 6.56e-06 6.56e-06 0 0
------------------------------------------------------------------------------
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(0) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 0.00
Prob>chi2 = .
(V_b-V_B is not positive definite)
求助!!!!!!!!!!!!!!!!!!!111