我有这样的数据:i=1~679,t=1~1941,变量只有一列x,我要看一下x对x滞后期的回归结果,命令如下: xtdpdsys x, lags(2) twostep
结果是:
J(): 3900 unable to allocate real <tmp>[1315902,1880829]
_xtdpd_dowork(): - function returned error
<istmt>: - function returned error
换成差分GMM:xtabond x, lags(1) twostep
结果是:
J(): 3900 unable to allocate real <tmp>[1316581,1880830]
_xtdpd_dowork(): - function returned error
<istmt>: - function returned error
有没有人知道是怎么回事?谢谢!