如题,我的命令是xtreg 。。fe estimates store FE
xtreg。。re
estimates store RE
hausman FE RE,constant sigmamore
然后出现如下结果
Note: the rank of the differenced variance matrix (4) 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.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| FE RE Difference Std. err.
-------------+----------------------------------------------------------------
邮政业就~数 | -1.25e-07 -1.26e-07 1.28e-09 6.40e-08
货物周转~里 | -1.93e-06 -2.22e-06 2.90e-07 2.53e-07
货运量万吨 | 1.96e-07 3.30e-07 -1.35e-07 3.75e-08
快递量万件 | 8.54e-08 7.41e-08 1.13e-08 2.03e-09
互联网域~个 | .0000467 .0000386 8.08e-06 3.68e-06
电话普及~人 | .0009561 .0006081 .000348 .0000602
移动互联~户 | .0000267 .0000319 -5.20e-06 1.01e-06
电子商务~元 | 4.15e-06 3.71e-06 4.36e-07 1.34e-07
_cons | -.0158191 -.0069044 -.0089147 .
------------------------------------------------------------------------------
b = Consistent under H0 and Ha; obtained from xtreg.
B = Inconsistent under Ha, efficient under H0; obtained from xtreg.
Test of H0: Difference in coefficients not systematic
chi2(4) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 37.29
Prob > chi2 = 0.0000
(V_b-V_B is not positive definite)
请问这个上面note怎么回事呀