[問題] SAS跑 hausman test的問題

看板Statistics作者 (2Pac)時間17年前 (2008/04/13 00:47), 編輯推噓0(000)
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在SAS軟體跑hausman test的時候 結果有出來 但判定是固定模式或隨機模式的兩個值 m Value 及 Pr>m 這兩個值沒出現 而log 給的訊息如下: NOTE: None of the options FIXONE, FIXTWO, RANONE, RANTWO, FULLER, PARKS, or DASILVA were specified. The RANTWO option will be assumed. NOTE: A negative variance component estimate of -0.07198 was obtained for cross sections during RanTwo method computations for model statement . The estimate was set to zero. NOTE: Hausman statistic can not be computed because the fixed effect regression does not have full rank. 請問各位大大 這樣是顯示啥意思呢? -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 163.14.32.99
文章代碼(AID): #180EUgtr (Statistics)