[软体程式类别]: STATA [程式问题]: 回归 [软体熟悉度]: 低(1~3个月) [问题叙述]: 问题一： 进行Hausman test时 出现下列讯息： 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. 请问是哪里出了问题？（我确定在进行fixed和random回归时使用的变数相同） 问题二： 我将我使用的程式列在最下面 但我又有看过其他种写法 好像是针对entity fixed effect或time fixed ixed effect去写的 如：xtregy x1 x2 x3 x4 x5 x6 x7, fe robust xtregy x1 x2 x3 x4 x5 x6 x7 i.year, fe robust 请问该如何选择？ [程式范例]: sort firm year tsset firm year xtreg y x, fe estimates store fixed xtreg y x, re estimates store random hausman fixed random --

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