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
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.