在做完IVREG后,进行了霍斯曼检验
出现这样一段话,是什么意思?是哪里有错么?
the rank of the differenced variance matrix (34) does not equal the number of coefficients being tested (37); 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.


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