我想用stata做SVAR,出来一下错误提示,请问各位大神这rank是什么意思啊?我该如何解决?
indentification需要12个constraints我就是给了12个,可是这个rank要怎么弄呢?
我的命令是
matrix A = (1,.,0\.,1,0\.,0,1)
matrix B = (.,0,0\0,.,0\0,0,.)
svar dlreal em lele, aeq(A) beq(B) lags(1/11) var
错误提示是:
With the current starting values, the constraints are not sufficient for identification
The constraints placed on A and B are
1999: [a_1_1]_cons = 1
1998: [a_1_3]_cons = 0
1997: [a_2_2]_cons = 1
1996: [a_2_3]_cons = 0
1995: [a_3_2]_cons = 0
1994: [a_3_3]_cons = 1
1993: [b_1_2]_cons = 0
1992: [b_1_3]_cons = 0
1991: [b_2_1]_cons = 0
1990: [b_2_3]_cons = 0
1989: [b_3_1]_cons = 0
1988: [b_3_2]_cons = 0
These constraints place 12 independent constraints on A and B
The order condition requires at least 12 constraints.
Identification requires a rank of 18, but the identification matrix only has rank 17