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如下,请问如何解决这个note的问题
- Note: the rank of the differenced variance matrix (12) does not equal the number of coefficients being
- tested (14); 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))
- | fe1 re1 Difference S.E.
- -------------+----------------------------------------------------------------
- cnepu | .0003967 .0003973 -5.31e-07 .
- mv | .8931837 .2720963 .6210874 .4668985
- roe | .0004263 .0003722 .0000541 .0000533
- mondum1 | -.0126833 -.0129074 .0002242 .
- mondum2 | -.0335727 -.0337889 .0002161 .
- mondum3 | -.0251054 -.0253137 .0002083 .
- mondum4 | .0176526 .0175334 .0001192 .
- mondum5 | .0540679 .0539496 .0001183 .
- mondum6 | .0425776 .0424514 .0001262 .
- mondum7 | .0385895 .0385603 .0000291 .
- mondum8 | .0204456 .0204117 .000034 .
- mondum9 | .0512738 .0512521 .0000216 .
- mondum10 | .063784 .0637886 -4.66e-06 .
- mondum11 | .0240276 .0240319 -4.25e-06 .
- ------------------------------------------------------------------------------
- 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(12) = (b-B)'[(V_b-V_B)^(-1)](b-B)
- = 2.55
- Prob>chi2 = 0.9980
- (V_b-V_B is not positive definite)
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