进行Hausman检验后,没有得到结果如何处理啊?是什么原因导致的?请各位大牛帮忙解答一下!感谢!
. hausman fe re
Note: the rank of the differenced variance matrix (0) does not equal the number of coefficients being tested (9); 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))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
lnsi | .0294877 .0294877 0 0
lnsw | -.0245635 -.0245635 0 0
lnsa | -.0371254 -.0371254 0 0
lnsc | .008753 .008753 0 0
lnopen | -.0305578 -.0305578 0 0
cit | -.8609542 -.8609542 0 0
inv | -.0597495 -.0597495 0 0
hum | .0327561 .0327561 0 0
age | -.6969007 -.6969007 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)