hausman检验解释变量的内生性时，提示差分方差矩阵的秩小于被检验的系数个数，求问！

这是提示
Note: the rank of the differenced variance matrix (1) does not equal the number of coefficients being tested (10); 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.

这是过程
qui reg y x1 x2 x3 x4 x5 x6 x7 x8 x9
est sto ols

qui ivregress 2sls y x2 x3 x4 x5 x6 x7 x8 x9 ( x1 = 工具变量 )
est sto iv

hausman iv ols,constant sigmamore
最后检验出来结果如下

真诚求问这是什么意思！是因为变量间的多重共线性问题太严重吗？会导致检验结果无效吗求大佬解答

图在这里，正文复制不进去

-Kerry- 发表于 2022-1-26 17:27
这是提示
Note: the rank of the differenced variance matrix (1) does not equal the number of coeffic ...

楼主做好了吗，我也遇到这样的问题了