求助。。。这是什么情况。。。输入stdes出现一大串点点。。。
. xtdes
country: 1, 2, ..., 6 n = 6
date: 200401, 200402, ..., 201604 T = 52
Delta(date) = 1 unit
Span(date) = 1204 periods
(country*date uniquely identifies each observation)
Distribution of T_i: min 5% 25% 50% 75% 95% max
52 52 52 52 52 52 52
Freq. Percent Cum. | Pattern*
---------------------------+------------------------------------------------------
> -------------------------------------------------
6 100.00 100.00 | 4.......4.......4........4.......4.......4........4.
> ......4.......4........4.......4.......4........4
---------------------------+------------------------------------------------------
> -------------------------------------------------
6 100.00 | X.......X.......X........X.......X.......X........X.
> ......X.......X........X.......X.......X........X
----------------------------------------------------------------------------------
> -------------------------------------------------
*Each column represents 12 periods.
以及后面Hausman检验出现的:
. hausman fe
Note: the rank of the differenced variance matrix (0) does not equal the number of
coefficients being tested (16); 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.
-------------+----------------------------------------------------------------
cpi | .3341062 .3341062 0 0
ppi | -.0817126 -.0817126 0 0
cc | .5211488 .5211488 0 0
ind | .8749888 .8749888 0 0
ir | .7565765 .7565765 0 0
m3 | .0838911 .0838911 0 0
unem | 2.770086 2.770086 0 0
gdpg | .8341324 .8341324 0 0
bud | 23.10595 23.10595 0 0
fx | .0913377 .0913377 0 0
curn | .0146152 .0146152 0 0
imp | .2913228 .2913228 0 0
exp | -.0436281 -.0436281 0 0
tra | -.2497888 -.2497888 0 0
extn | -2.470706 -2.470706 0 0
gdp | .0003266 .0003266 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)