楼主在进行空间计量模型的时候,LM,LR&Wald均通过,但是hausman检验老报错3200,不知道为什么?跳过豪斯曼检验进行模型构建分析的时候,无论是个体固定、时间固定还是双固定,结果出现一样,不知道为什么。请问下一步该如何处理呀?. xsmle oh trade gov rGDP rpeople rRMBcd,model(sdm) wmat(ww) hausman nolog
Warning: All regressors will be spatially lagged
... estimating fixed-effects model to perform Hausman test
_xsmle_hausman_ml(): 3200 conformability error
<istmt>: - function returned error
r(3200);
xsmle oh trade gov rGDP rpeople rRMBcd,wmat(ww) model(sdm) type(both) nolog noeffects
Warning: Option type(both) will be ignored
Warning: All regressors will be spatially lagged
SDM with random-effects Number of obs = 143
Group variable: id Number of groups = 13
Time variable: year Panel length = 11
R-sq: within = 0.8993
between = 0.7225
overall = 0.4498
Log-likelihood = 358.7901
------------------------------------------------------------------------------
oh | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Main |
trade | 2.01e-09 7.12e-10 2.82 0.005 6.14e-10 3.41e-09
gov | -.0866928 .0731762 -1.18 0.236 -.2301155 .0567299
rGDP | -.0004624 .0008105 -0.57 0.568 -.0020508 .0011261
rpeople | .0000423 .0004393 0.10 0.923 -.0008187 .0009033
rRMBcd | -.0032809 .0086801 -0.38 0.705 -.0202935 .0137318
_cons | .4084784 .0734218 5.56 0.000 .2645742 .5523826
-------------+----------------------------------------------------------------
Wx |
trade | -3.65e-09 2.33e-09 -1.57 0.117 -8.21e-09 9.17e-10
gov | -.2926809 .1306153 -2.24 0.025 -.5486821 -.0366797
rGDP | -.0033367 .0011396 -2.93 0.003 -.0055703 -.0011031
rpeople | -.001258 .0006249 -2.01 0.044 -.0024828 -.0000332
rRMBcd | -.0532984 .0194665 -2.74 0.006 -.091452 -.0151448
-------------+----------------------------------------------------------------
Spatial |
rho | .5171818 .0847103 6.11 0.000 .3511527 .6832108
-------------+----------------------------------------------------------------
Variance |
lgt_theta | -2.83436 .2350622 -12.06 0.000 -3.295073 -2.373647
sigma2_e | .0002157 .0000274 7.88 0.000 .000162 .0002693
------------------------------------------------------------------------------


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