[軟體程式類別]: STATA [程式問題]: 迴歸 [軟體熟悉度]: 低(1~3個月) [問題敘述]: 問題一： 進行Hausman test時 出現下列訊息： 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. 請問是哪裡出了問題？（我確定在進行fixed和random回歸時使用的變數相同） 問題二： 我將我使用的程式列在最下面 但我又有看過其他種寫法 好像是針對entity fixed effect或time fixed ixed effect去寫的 如：xtregy x1 x2 x3 x4 x5 x6 x7, fe robust xtregy x1 x2 x3 x4 x5 x6 x7 i.year, fe robust 請問該如何選擇？ [程式範例]: sort firm year tsset firm year xtreg y x, fe estimates store fixed xtreg y x, re estimates store random hausman fixed random --

※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 1.173.211.18