作者linlowmoon (ya!)
看板Statistics
标题[问题] SAS panel data 联合检定
时间Tue May 10 22:16:42 2011
大家好
为什麽我跑panel的联合检定 会说我有共线性的问题呢?
X变数都是该公司的财务比率
我的程式如下
proc panel data= newratpo1;
id co financial_year;
model growth=
cav_olr
cav_ws
cav_npw
cav_capitalr
cav_lr
cav_combined
cav_roa
change_lnta change_long dummy_stock dummy_group dummy_mutual/fixonetime ;
test cav_olr,cav_ws, cav_npw, cav_capitalr, cav_lr, cav_combined, cav_roa ;
run;
结果各个变数都有跑出系数和p值
但我想做得是联合检定
所以就进行test
结果log跟我说
WARNING: The test cav_olr = 0, cav_ws = 0, cav_npw = 0, cav_capitalr =
0, cav_lr = 0, cav_combined = 0, cav_roa = 0 could not be
implemented due to collinearity problems.
想请问大家 为什麽会出现这个问题
哪应该如何解决呢?
谢谢
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