固定效应的虚拟变量被忽略、豪斯曼检验结果为0.000 - Stata专版

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warriorzhangyp 发表于 2014-3-20 11:16:26 |AI写论文

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在做DID模型的固定效应回归时，关于政策的虚拟变量被忽略掉了，而改为随机效应的时候则没有被忽略。通过检验也不存在多重共线性和异方差的问题，这是为什么呢？
我想用豪斯曼检验来选择用固定还是随机效应，但是检验不出结果又是怎么回事？如下图
hausman fe re
Note: the rank of the differenced variance matrix (0) does not equal the number of coefficients being tested (7); 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.
-------------+----------------------------------------------------------------
   fmlypop | -.4953276 -.4953276             0             0
   wkpop | -.4110988 -.4110988             0             0
      age | .2402823    .2402823             0             0
      edu | -1.192291 -1.192291             0             0
      lder | -1.78148    -1.78148             0             0
   agacre | .0566613    .0566613             0             0
   fstacre | .0375472    .0375472             0             0
------------------------------------------------------------------------------
                        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(0) = (b-B)'[(V_b-V_B)^(-1)](b-B)
                        =       0.00
            Prob>chi2 =          .
            (V_b-V_B is not positive definite)
多谢各位！