本人在使用Stata14的xsmle命令估计空间Durbin模型时,采用如下语句被报错
xsmle y x1 x2 x3, ///
wmat(W1) model(sdm) effects fe type(time)
被提示:
Warning: e(V) matrix is not positive definite.
Spatial effects Std. Err. will be computed using a modified
positive definite matrix (Rebonato and Jackel, 2000).
Computing marginal effects standard errors using MC simulation...
estimates post: matrix has missing values
r(504);
参考连玉君老师的方法(https://bbs.pinggu.org/thread-321394-1-1.html)
1. winsor处理异常值;
2. 取对数
采用以上处理方法均未能解决问题,请问有没有大佬遇到同样的问题并解决?