系统GMM问题:stata回归中出现如下警告,不明白什么意思,要怎么解决 Favoring spa

lifetryer |浏览3736次
2019/11/12 10:18
系统GMM问题:stata回归中出现如下警告,不明白什么意思,要怎么解决 Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm. Warning: Number of instruments may be large relative to number of observations. Warning: Two-step estimated covariance matrix of moments is singular. Using a generalized inverse to calculate robust weighting matrix for Hansen test. Difference-in-Sargan/Hansen statistics may be negative.
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