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急问Hausman检验内生性时遇到的问题
14 个回复 - 22862 次查看
Note: the rank of the differenced variance matrix (0) does not equal the number of coefficients
being tested (20); be sure this is what you expect, or there may be problems computing the
...
2012-4-18 19:51 - 冬日娃娃 - Stata专版
用hausman检验内生性
1 个回复 - 8082 次查看
我stata12.0用
hausman检验内生性,公式如下:
ivreg2 acca1a gcr1,two step
est store iv
reg acca1a gcr1 state growth
hausman iv,sigmamore
但是出来的结果是option two not allowed ,各位大神帮帮忙,这 ...
2015-3-25 10:25 - LISAYANG - Stata专版