welklin 发表于 2012-3-19 20:47
proc reg data=**;
model y= x1 x2 / spec clb hcc hccmethod=1;
run;
WARNING: The average covariance matrix for the SPEC test has been deemed singular which violates an assumption of the
test. Use caution when interpreting the results of the test.
在我做了white检验后,给出了这样的警告,是说不满足white 1980年paper里面的7个assumption之一,那么这样的异方差检验就无法进行了。
http://compgroups.net/comp.soft-sys.sas/spec-to-test-for-heteroscedasticity/676232(这也是一个相似情形)
因为我加入了很多的year dummy和行业dummy,所以,有大神知道该怎么办嘛?
而且我的不是panel data是pool data