最近在写毕业论文,做Hausman检验的时候出现了以下语句:
Note: the rank of the differenced variance matrix (7) 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.
出现这个语句的原因是什么呢?这个时候需要做什么处理呢?{:3_59:}期待大家的回复!