我做了豪斯曼检验,结果是这样的:
hausman fe re,constant sigmamore
Note: the rank of the differenced variance matrix (10) does not equal the number of coefficients
being tested (12); 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 S.E.
-------------+----------------------------------------------------------------
state | .2137282 .0765009 .1372272 .0816367
dlp | .0433283 .0137004 .0296279 .0185077
astock | -.0258666 -.0706889 .0448223 .0181586
ffo | .131084 -.0436725 .1747565 .2652653
bstock | -.0387939 -.0719888 .0331949 .0230795
man | -6.468477 2.12886 -8.597337 19.63878
bm | .0000455 .000159 -.0001135 .0002938
size | .0232678 .0532059 -.029938 .0275799
lev | -.0511306 -.0439428 -.0071877 .038371
olev | -.1815015 -.0818388 -.0996627 .036501
subsidy | 1.122801 1.315555 -.1927542 .0127063
_cons | -.219088 -.4399503 .2208623 .2638556
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtreg
Test: Ho: difference in coefficients not systematic
chi2(10) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 251.28
Prob>chi2 = 0.0000
(V_b-V_B is not positive definite)
为什么会出现这个note啊?这代表什么啊,求高手解答!