做豪斯曼检验时出现note语句
Note: the rank of the differenced variance matrix (4) does not equal the number of
coefficients being tested (6); 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.
agdp -2.55e-06 -6.24e-07 -1.93e-06 4.00e-07
hlw .0035734 .0056287 -.0020553 .0005706
uri -5.20e-06 -1.79e-06 -3.40e-06 6.57e-07
hm .0008345 -.0051603 .0059947 .0031061
el -.0130077 -.0070274 -.0059803 .0018962
_cons .6096597 .3915511 .2181086 .0523883
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(4) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 32.51
Prob>chi2 = 0.0000
(V_b-V_B is not positive definite)