在stata 运行xsmle命令,运行结果显示没有完成收敛convergence not achieved。如果只选择时间效应固定,同样无法完成收敛;如果只选择个体效应固定,可以收敛。请问这是什么原因?如何解决?谢谢!
命令和结果如下:
. xsmle y x1 x2 x3 x4 x5 x6,wmat(Wp) model(sdm) fe robust type(both) nolog
Warning: All regressors will be spatially lagged
convergence not achieved
SDM with spatial and time fixed-effects Number of obs = 231
Group variable: cs Number of groups = 21
Time variable: year Panel length = 11
R-sq: within = 0.0001
between = 0.1024
overall = 0.0612
Mean of fixed-effects = -0.1860
Log-pseudolikelihood = 491.2193
(Std. Err. adjusted for 21 clusters in chengshi)
------------------------------------------------------------------------------
| Robust
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Main |
x1 | -1.19e-06 1.62e-06 -0.74 0.462 -4.36e-06 1.98e-06
x2 | -.0024786 .0010558 -2.35 0.019 -.0045479 -.0004094
x3 | .0003179 .0004636 0.69 0.493 -.0005908 .0012266
x4 | 4.84e-06 2.19e-06 2.21 0.027 5.48e-07 9.13e-06
x5| .0004216 .0013697 0.31 0.758 -.0022629 .0031061
x6 | .0147 .0093178 1.58 0.115 -.0035626 .0329625
-------------+----------------------------------------------------------------
Wx |
x1 | -2.28e-07 8.42e-07 -0.27 0.787 -1.88e-06 1.42e-06
x2 | .0003692 .0005644 0.65 0.513 -.0007371 .0014755
x3 | .0002695 .0001959 1.38 0.169 -.0001146 .0006535
x4 | 1.93e-06 5.10e-07 3.78 0.000 9.29e-07 2.93e-06
x5 | -.0014355 .0006122 -2.34 0.019 -.0026354 -.0002356
x6 | -.0212133 .0054407 -3.90 0.000 -.0318768 -.0105498
-------------+----------------------------------------------------------------
Spatial |
rho | .3119546 .0026721 116.75 0.000 .3067174 .3171918
-------------+----------------------------------------------------------------
Variance |
sigma2_e | .0005867 .0001207 4.86 0.000 .00035 .0008233
------------------------------------------------------------------------------