[問題] SAS panel data 聯合檢定
大家好
為什麼我跑panel的聯合檢定 會說我有共線性的問題呢?
X變數都是該公司的財務比率
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;
結果各個變數都有跑出係數和p值
但我想做得是聯合檢定
所以就進行test
結果log跟我說
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.
想請問大家 為什麼會出現這個問題
哪應該如何解決呢?
謝謝
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