[回归分析求助] 我的hausman检验是否有问题！哪位大神能帮帮菜鸟！！！ [推广有奖]

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耶律苏 发表于 2018-6-27 16:19:45 |AI写论文

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. hausman fe

Note: the rank of the differenced variance matrix (1) does not equal the number of coefficients being tested (9); 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.
-------------+----------------------------------------------------------------
         b | 1000.416    1007.688    -7.271374       1.815096
Marketshare | 56.17555    104.3059    -48.13036       30.67838
   s_pop | -.0012131 -.0313019       .0300888       2.37e+11
      one | -7.767901 -7.791276       .0233751       .0330817
      two | -12.93626 -12.80063    -.1356392       .0552828
      four | 12.31421    12.42047    -.1062566       .0579792
      five | 65.26838    65.16914       .0992352       .0258346
      six | -25.80187 -25.69235    -.1095262       .0682201
   seven | 22.28347    22.25649       .0269742       .0262462
------------------------------------------------------------------------------
                        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(1) = (b-B)'[(V_b-V_B)^(-1)](b-B)
                        =       0.00
            Prob>chi2 =    1.0000
            (V_b-V_B is not positive definite)